Registered User Joined: 10/7/2004 Posts: 23
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ABOVE: L > (AVGC10 + .8 * SQR((10 * (C * C + C1 * C1 + C2 * C2 + C3 * C3 + C4 * C4 + C5 * C5 + C6 * C6 + C7 * C7 + C8 * C8 + C9 * C9 ) - (AVGC10 * .8) * (AVGC10 * .8)) / (10 * .8 ))) HELP! I can not get this to work. What am I doing wrong?
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Registered User Joined: 10/7/2004 Posts: 1,006
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The following are some PCFs for Bollinger Bands and Price (Close) Crossing Upper and Lower BB.
Range Selector Value for SGN PCFs, The results range from –2 to +2. -2 : Crossing down BB +2 : Crossing up BB
Please clarify the last portion of your PCF: * (AVGC10 * .8)) / (10 * .8 )))
Upper BB (10,8) Today AVGC10 + .8 * SQR (ABS (C^2 + C1^2 + C2^2 + C3^2 + C4^2 + C5^2 +C6^2 + C7^2 + C8^2 + C9^2 - 10 * AVGC10^2) / 9)
Middle BB (10,8) Today AVGC10
Lower BB (10,8), Today AVGC10 - .8 * SQR (ABS (C^2 + C1^2 + C2^2 + C3^2 + C4^2 + C5^2 +C6^2 + C7^2 + C8^2 + C9^2 - 10 * AVGC10^2) / 9)
Price Above Upper BB (10,8) Today C> AVGC10 + .8 * SQR (ABS (C^2 + C1^2 + C2^2 + C3^2 + C4^2 + C5^2 +C6^2 + C7^2 + C8^2 + C9^2 - 10 * AVGC10^2) / 9)
Price x UP Upper BB (10,8) Today (Boolean) C > AVGC10 + .8 * SQR(ABS(C^2 + C1^2 + C2^2 + C3^2 + C4^2 + C5^2 + C6^2 + C7^2 + C8^2 + C9^2 - 10 * AVGC10^2) / 9) AND C1 < AVGC10.1 + .8 * SQR(ABS(C1^2 + C2^2 + C3^2 + C4^2 + C5^2 + C6^2 + C7^2 + C8^2 + C9^2 + C10^2 - 10 * AVGC10.1^2) / 9)
Price x Upper BB (10,8) Today (SGN) SGN(C - (AVGC10 + .8 * SQR (ABS (C ^ 2 + C1 ^ 2 + C2 ^ 2 + C3 ^ 2 + C4 ^ 2 + C5 ^ 2 + C6 ^ 2 + C7 ^ 2 + C8 ^ 2 + C9 ^ 2 - 10 * AVGC10 ^ 2) / 9))) - SGN(C1 - (AVGC10.1 + .8 * SQR(ABS(C1 ^ 2 + C2 ^ 2 + C3 ^ 2 + C4 ^ 2 + C5 ^ 2 + C6 ^ 2 + C7 ^ 2 + C8 ^ 2 + C9 ^ 2 + C10 ^ 2 - 10 * AVGC10.1 ^ 2) / 9)))
Price x Lower BB (10,8) Today (SGN) SGN(C - (AVGC10 - .8 * SQR (ABS (C ^ 2 + C1 ^ 2 + C2 ^ 2 + C3 ^ 2 + C4 ^ 2 + C5 ^ 2 + C6 ^ 2 + C7 ^ 2 + C8 ^ 2 + C9 ^ 2 - 10 * AVGC10 ^ 2) / 9))) - SGN(C1 - (AVGC10.1 - .8 * SQR(ABS(C1 ^ 2 + C2 ^ 2 + C3 ^ 2 + C4 ^ 2 + C5 ^ 2 + C6 ^ 2 + C7 ^ 2 + C8 ^ 2 + C9 ^ 2 + C10 ^ 2 - 10 * AVGC10.1 ^ 2) / 9)))
You may wish to review the followingwinnie: Bollinger Bands & Standard Deviation in a PCF http://www.worden.com/training/default.aspx?g=posts&t=23588 http://www.worden.com/training/default.aspx?g=posts&t=9413 http://www.worden.com/training/default.aspx?g=posts&t=873 http://www.worden.com/training/default.aspx?g=posts&t=631
Hope this helps Winnie
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