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rickbw
Posted : Wednesday, August 26, 2015 3:26:01 PM
Registered User
Joined: 10/10/2004
Posts: 30

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!

Bruce_L
Posted : Monday, August 31, 2015 2:14:48 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

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
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