Registered User
Joined: 10/7/2004
Posts: 41
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need pcf program for following.....in bollinger bands using sd of one and period of 10 want to scan optional stocks for when the daily closing price is outside of bb for 5 consecutive days for top and bottam bb
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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Please try the following Condition Formula:
ABS(C - AVGC10) > 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) AND ABS(C1 - AVGC10.1) > 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) AND ABS(C2 - AVGC10.2) > SQR(ABS(C2 ^ 2 + C3 ^ 2 + C4 ^ 2 + C5 ^ 2 + C6 ^ 2 + C7 ^ 2 + C8 ^ 2 + C9 ^ 2 + C10 ^ 2 + C11 ^ 2 - 10 * AVGC10.2 ^ 2) / 10) AND ABS(C3 - AVGC10.3) > SQR(ABS(C3 ^ 2 + C4 ^ 2 + C5 ^ 2 + C6 ^ 2 + C7 ^ 2 + C8 ^ 2 + C9 ^ 2 + C10 ^ 2 + C11 ^ 2 + C12 ^ 2 - 10 * AVGC10.3 ^ 2) / 10) AND ABS(C4 - AVGC10.4) > SQR(ABS(C4 ^ 2 + C5 ^ 2 + C6 ^ 2 + C7 ^ 2 + C8 ^ 2 + C9 ^ 2 + C10 ^ 2 + C11 ^ 2 + C12 ^ 2 + C13 ^ 2 - 10 * AVGC10.4 ^ 2) / 10)
Modelling Bollinger Bands (& Standard Deviation) in a TC PCF
-Bruce
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