Registered User Joined: 10/10/2004 Posts: 30
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Can you help me with writing 3 PCF conditions?
1) Slope of Moving Linear Regression (10)
2) Slope of BB 10, 0.5 Lower
3) Slope of BB 10, 0.5 Upper
Appreciate the help!
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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A 10 period linear regession slope of closing prices can be written as follows.
Using Linear Regression vs Classical Peaks/Valleys for Divergence Analysis
(9 * (C - C9) + 7 * (C1 - C8) + 5 * (C2 - C7) + 3 * (C3 - C6) + C4 - C5) / 165
The slope from the previous bar to the current bar in the slope of the upper simple Bollinger Band 10, .5 can be written as follows.
Modelling Bollinger Bands (& Standard Deviation) in a TC PCF
AVGC10 + .5 * 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) / 10) - (AVGC10.1 + .5 * 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) / 10))
The slope from the previous bar to the current bar in the slope of the upper simple Bollinger Band 10, .5 can be written as follows.
AVGC10 - .5 * 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) / 10) - (AVGC10.1 - .5 * 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) / 10))
-Bruce Personal Criteria Formulas TC2000 Support Articles
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