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Registered User
Joined: 12/20/2008
Posts: 5
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How would you put the following in a PCF?
" Close today below/above the lower/upper Bolinger band(16,2.5)"
Thanks,
Sy
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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Please try the following:
Close outside Bollinger Band 16,25:
ABS(C - AVGC16) >= 2.5 * SQR(ABS(C ^ 2 + C1 ^ 2 + C2 ^ 2 + C3 ^ 2 + C4 ^ 2 + C5 ^ 2 + C6 ^ 2 + C7 ^ 2 + C8 ^ 2 + C9 ^ 2 + C10 ^ 2 + C11 ^ 2 + C12 ^ 2 + C13 ^ 2 + C14 ^ 2 + C15 ^ 2 - 16 * AVGC16 ^ 2) / 15)
You may wish to review the following:
Modelling Bollinger Bands (& Standard Deviation) in a TC PCF
How to create a Personal Criteria Forumula (PCF)
PCF Formula Descriptions
Handy PCF example formulas to help you learn the syntax of PCFs!
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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Registered User
Joined: 12/20/2008
Posts: 5
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Thanks Bruce
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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You're welcome.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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Registered User
Joined: 12/20/2008
Posts: 5
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Bruce,
I have one more question:
How would I modify your above formula for "below lower bollinger band"?
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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Close above Upper Bollinger Band 16,25:
C > AVGC16 + 2.5 * SQR(ABS(C ^ 2 + C1 ^ 2 + C2 ^ 2 + C3 ^ 2 + C4 ^ 2 + C5 ^ 2 + C6 ^ 2 + C7 ^ 2 + C8 ^ 2 + C9 ^ 2 + C10 ^ 2 + C11 ^ 2 + C12 ^ 2 + C13 ^ 2 + C14 ^ 2 + C15 ^ 2 - 16 * AVGC16 ^ 2) / 15)
Close below Lower Bollinger Band 16,25:
C < AVGC16 - 2.5 * SQR(ABS(C ^ 2 + C1 ^ 2 + C2 ^ 2 + C3 ^ 2 + C4 ^ 2 + C5 ^ 2 + C6 ^ 2 + C7 ^ 2 + C8 ^ 2 + C9 ^ 2 + C10 ^ 2 + C11 ^ 2 + C12 ^ 2 + C13 ^ 2 + C14 ^ 2 + C15 ^ 2 - 16 * AVGC16 ^ 2) / 15)
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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Registered User
Joined: 12/20/2008
Posts: 5
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Thanks again, Bruce.
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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You're welcome.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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Registered User
Joined: 3/20/2009
Posts: 11
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Bruce- I'd like to be able to sort my watchlist by % that the close/last price is away from the lower bollinger band (20,30). Any suggestions?Cheers
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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dunsek,
Please try using the following Personal Criteria Formula as a Sort:
Create your own stock rankings using WatchLists and Sort conditions
100 * ABS(C / (AVGC20 - 3 * SQR(ABS(C ^ 2 + C1 ^ 2 + C2 ^ 2 + C3 ^ 2 + C4 ^ 2 + C5 ^ 2 + C6 ^ 2 + C7 ^ 2 + C8 ^ 2 + C9 ^ 2 + C10 ^ 2 + C11 ^ 2 + C12 ^ 2 + C13 ^ 2 + C14 ^ 2 + C15 ^ 2 + C16 ^ 2 + C17 ^ 2 + C18 ^ 2 + C19 ^ 2 - 20 * AVGC20 ^ 2) / 19)) - 1)
A directional version of the PCF could be written as follows (with positive numbers being above the Lower Bollinger Band and negative numbers being below the Lower BB):
100 * (C / (AVGC20 - 3 * SQR(ABS(C ^ 2 + C1 ^ 2 + C2 ^ 2 + C3 ^ 2 + C4 ^ 2 + C5 ^ 2 + C6 ^ 2 + C7 ^ 2 + C8 ^ 2 + C9 ^ 2 + C10 ^ 2 + C11 ^ 2 + C12 ^ 2 + C13 ^ 2 + C14 ^ 2 + C15 ^ 2 + C16 ^ 2 + C17 ^ 2 + C18 ^ 2 + C19 ^ 2 - 20 * AVGC20 ^ 2) / 19)) - 1)
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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