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MACD crossing their Bollinger Bands Rate this Topic:
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mbslomka
Posted : Thursday, July 5, 2012 10:04:01 PM
Registered User
Joined: 2/2/2005
Posts: 20

a.  With previous help from BruceL i was able to develope a PCF [TC 2007] to scan for the upward crossing of the MACD 2.8.1 of its own lower BB 20 period 1.7 SD.  I would like to create a similar condition for TC 2000 v.12.x .

b. For back testing I would also like to have a formula to use for back testing that would screen for the same crossing 5 days ago.  Icould then build from this model PCFs for prior 10 and 15 day periods.

Using the "create a scan condition" I can create a scanning function that will satisfy "a". but cannot create the pcf which would allow me to even attempt "b"

Thanks,

Myron Slomka

Bruce_L
Posted : Friday, July 6, 2012 8:25:49 AM


Worden Trainer

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

QUOTE (mslomka)
With previous help from BruceL i was able to develope a PCF [TC 2007] to scan for the upward crossing of the MACD 2.8.1 of its own lower BB 20 period 1.7 SD.  I would like to create a similar condition for TC 2000 v.12.x .

Please try the following Condition Formula:

XAVGC2 - XAVGC8 > AVG(XAVGC2,20) - AVG(XAVGC8,20) - 1.7 * SQR(ABS((XAVGC2 - XAVGC8) ^ 2 + (XAVGC2.1 - XAVGC8.1) ^ 2 + (XAVGC2.2 - XAVGC8.2) ^ 2 + (XAVGC2.3 - XAVGC8.3) ^ 2 + (XAVGC2.4 - XAVGC8.4) ^ 2 + (XAVGC2.5 - XAVGC8.5) ^ 2 + (XAVGC2.6 - XAVGC8.6) ^ 2 + (XAVGC2.7 - XAVGC8.7) ^ 2 + (XAVGC2.8 - XAVGC8.8) ^ 2 + (XAVGC2.9 - XAVGC8.9) ^ 2 + (XAVGC2.10 - XAVGC8.10) ^ 2 + (XAVGC2.11 - XAVGC8.11) ^ 2 + (XAVGC2.12 - XAVGC8.12) ^ 2 + (XAVGC2.13 - XAVGC8.13) ^ 2 + (XAVGC2.14 - XAVGC8.14) ^ 2 + (XAVGC2.15 - XAVGC8.15) ^ 2 + (XAVGC2.16 - XAVGC8.16) ^ 2 + (XAVGC2.17 - XAVGC8.17) ^ 2 + (XAVGC2.18 - XAVGC8.18) ^ 2 + (XAVGC2.19 - XAVGC8.19) ^ 2 - 20 * (AVG(XAVGC2,20) - AVG(XAVGC8,20)) ^ 2) / 20) AND XAVGC2.1 - XAVGC8.1 <= AVG(XAVGC2.1,20) - AVG(XAVGC8.1,20) - 1.7 * SQR(ABS((XAVGC2.1 - XAVGC8.1) ^ 2 + (XAVGC2.2 - XAVGC8.2) ^ 2 + (XAVGC2.3 - XAVGC8.3) ^ 2 + (XAVGC2.4 - XAVGC8.4) ^ 2 + (XAVGC2.5 - XAVGC8.5) ^ 2 + (XAVGC2.6 - XAVGC8.6) ^ 2 + (XAVGC2.7 - XAVGC8.7) ^ 2 + (XAVGC2.8 - XAVGC8.8) ^ 2 + (XAVGC2.9 - XAVGC8.9) ^ 2 + (XAVGC2.10 - XAVGC8.10) ^ 2 + (XAVGC2.11 - XAVGC8.11) ^ 2 + (XAVGC2.12 - XAVGC8.12) ^ 2 + (XAVGC2.13 - XAVGC8.13) ^ 2 + (XAVGC2.14 - XAVGC8.14) ^ 2 + (XAVGC2.15 - XAVGC8.15) ^ 2 + (XAVGC2.16 - XAVGC8.16) ^ 2 + (XAVGC2.17 - XAVGC8.17) ^ 2 + (XAVGC2.18 - XAVGC8.18) ^ 2 + (XAVGC2.19 - XAVGC8.19) ^ 2 + (XAVGC2.20 - XAVGC8.20) ^ 2 - 20 * (AVG(XAVGC2.1,20) - AVG(XAVGC8.1,20)) ^ 2) / 20)

QUOTE (mslomka)
For back testing I would also like to have a formula to use for back testing that would screen for the same crossing 5 days ago.  Icould then build from this model PCFs for prior 10 and 15 day periods.

Just add 5 to all of the bars ago parameters:

XAVGC2.5 - XAVGC8.5 > AVG(XAVGC2.5,20) - AVG(XAVGC8.5,20) - 1.7 * SQR(ABS((XAVGC2.5 - XAVGC8.5) ^ 2 + (XAVGC2.6 - XAVGC8.6) ^ 2 + (XAVGC2.7 - XAVGC8.7) ^ 2 + (XAVGC2.8 - XAVGC8.8) ^ 2 + (XAVGC2.9 - XAVGC8.9) ^ 2 + (XAVGC2.10 - XAVGC8.10) ^ 2 + (XAVGC2.11 - XAVGC8.11) ^ 2 + (XAVGC2.12 - XAVGC8.12) ^ 2 + (XAVGC2.13 - XAVGC8.13) ^ 2 + (XAVGC2.14 - XAVGC8.14) ^ 2 + (XAVGC2.15 - XAVGC8.15) ^ 2 + (XAVGC2.16 - XAVGC8.16) ^ 2 + (XAVGC2.17 - XAVGC8.17) ^ 2 + (XAVGC2.18 - XAVGC8.18) ^ 2 + (XAVGC2.19 - XAVGC8.19) ^ 2 + (XAVGC2.20 - XAVGC8.20) ^ 2 + (XAVGC2.21 - XAVGC8.21) ^ 2 + (XAVGC2.22 - XAVGC8.22) ^ 2 + (XAVGC2.23 - XAVGC8.23) ^ 2 + (XAVGC2.24 - XAVGC8.24) ^ 2 - 20 * (AVG(XAVGC2.5,20) - AVG(XAVGC8.5,20)) ^ 2) / 20) AND XAVGC2.6 - XAVGC8.6 <= AVG(XAVGC2.6,20) - AVG(XAVGC8.6,20) - 1.7 * SQR(ABS((XAVGC2.6 - XAVGC8.6) ^ 2 + (XAVGC2.7 - XAVGC8.7) ^ 2 + (XAVGC2.8 - XAVGC8.8) ^ 2 + (XAVGC2.9 - XAVGC8.9) ^ 2 + (XAVGC2.10 - XAVGC8.10) ^ 2 + (XAVGC2.11 - XAVGC8.11) ^ 2 + (XAVGC2.12 - XAVGC8.12) ^ 2 + (XAVGC2.13 - XAVGC8.13) ^ 2 + (XAVGC2.14 - XAVGC8.14) ^ 2 + (XAVGC2.15 - XAVGC8.15) ^ 2 + (XAVGC2.16 - XAVGC8.16) ^ 2 + (XAVGC2.17 - XAVGC8.17) ^ 2 + (XAVGC2.18 - XAVGC8.18) ^ 2 + (XAVGC2.19 - XAVGC8.19) ^ 2 + (XAVGC2.20 - XAVGC8.20) ^ 2 + (XAVGC2.21 - XAVGC8.21) ^ 2 + (XAVGC2.22 - XAVGC8.22) ^ 2 + (XAVGC2.23 - XAVGC8.23) ^ 2 + (XAVGC2.24 - XAVGC8.24) ^ 2 + (XAVGC2.25 - XAVGC8.25) ^ 2 - 20 * (AVG(XAVGC2.6,20) - AVG(XAVGC8.6,20)) ^ 2) / 20)

Personal Criteria Formula Conditions
Understanding MACD
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
Personal Criteria Formulas
TC2000 Support Articles
mbslomka
Posted : Friday, July 6, 2012 1:58:38 PM
Registered User
Joined: 2/2/2005
Posts: 20

Thank you!

Myron Slomka

Bruce_L
Posted : Friday, July 6, 2012 2:10:39 PM


Worden Trainer

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

You're welcome.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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