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Registered User
Joined: 12/31/2010
Posts: 81
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Hi I would lie to create a PCF displaying stocks that are below the lower bolllinger band. The bollinger bands would be 15 period, 2 standard deviation. I would say that any distance 2 or more below the lower bb would suffice. thank you
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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Please try the following:
C < AVGC15 - 2 * 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 - 15 * AVGC15 ^ 2) / 15)
Modelling Bollinger Bands (& Standard Deviation) in a TC PCF
PCF Formula Descriptions
Handy PCF example formulas to help you learn the syntax of PCFs!
-Bruce
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Registered User
Joined: 10/7/2004
Posts: 9
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Bruce, I would like the same PCF, but to show for 2 day ago.
Thanks
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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Just add two to all of the Bars Ago parameters.
C2 < AVGC15.2 - 2 * SQR(ABS(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 - 15 * AVGC15.2 ^ 2) / 15)
-Bruce
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Registered User
Joined: 10/7/2004
Posts: 9
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Bruce, That worked great, now how do I set the BB% to be less than .03
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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Current Bollinger Bandwidth < .03:
4 * 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 - 15 * AVGC15 ^ 2) / 15) / AVGC15 < .03
Previous Bollinger Bandwidth < .03:
4 * SQR(ABS(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 - 15 * AVGC15.1 ^ 2) / 15) / AVGC15.1 < .03
Bollinger Bandwidth of 2-Bars Ago < .03:
4 * SQR(ABS(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 - 15 * AVGC15.2 ^ 2) / 15) / AVGC15.2 < .03
-Bruce
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Registered User
Joined: 10/7/2004
Posts: 9
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Thanks Bruce, but when I do the scan, I see that todays or yesterdays BB% is all over the place, some below .03 and a lot over .03. I don't know what peramiter to change.
Appreciate your help.
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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Sorry, the formulas were for Bollinger Bandwidth instead of Bollinger %B. Please try the following instead:
Current Bollinger %B < .03:
(C - AVGC15) / 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 - 15 * AVGC15 ^ 2) / 15) / 4 + .5
Previous Bollinger %B < .03:
(C1 - AVGC15.1) / SQR(ABS(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 - 15 * AVGC15.1 ^ 1) / 15) / 4 + .5
Bollinger %B of 2-Bars Ago < .03:
(C2 - AVGC15.2) / SQR(ABS(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 - 15 * AVGC15.2 ^ 2) / 15) / 4 + .5
-Bruce
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Registered User
Joined: 6/11/2011
Posts: 1
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What changes do I make to this PCF to identify price above upper BB?
C < AVGC15 - 2 * 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 - 15 * AVGC15 ^ 2) / 15)
Thanks
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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Change the < to a > and the first - to a +:
C > AVGC15 + 2 * 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 - 15 * AVGC15 ^ 2) / 15)
-Bruce
Personal Criteria Formulas
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