Attempting to write a pcf that would test a range of time for variance and compare it to the current day. So let's say I want to find where the previous 20 trading days (not including today) did not exceed a range of 5%. So no day in that period exceeded 5% from the average price for that range. I don't want to include the current day because I want to check for a greater than 5% range on that day.

Appreciate the help.

Normally I would just check for the Maximum High to be within 5% of the Minimum Low over the period:

MAXH20.1 <= 1.05 * MINL20.1

This would make sure that all prices were within 5% of each other. You have specified that no day be more than 5% from the average price for that range. This might be more like:

.95 * AVGC20.1 <= MINL20.1 AND MAXH20.1 <= 1.05 * AVGC20.1

Note that these formulas just check for the average range over the prior 20-bars. They do not check for a breakout during the current bar.

PCF Formula Descriptions
Handy PCF example formulas to help you learn the syntax of PCFs!

Great. Thanks.

You're welcome.