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xalyx
Posted : Monday, September 17, 2012 11:04:41 AM
Registered User
Joined: 10/7/2004
Posts: 41

on 9/7 asked for scan on bb for cross of both top and bottom bb for pb closing 5 consecutive days above tb and 5 days below bb  ...bruce provided good scan that only covers tb cross if possible i need the scan for 5 day bottom band cross...thank you...bob schlomowitz

Bruce_L
Posted : Monday, September 17, 2012 11:15:37 AM


Worden Trainer

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

The Condition Formula given in Friday, September 07, 2012 12:25:16 PM ET post in the bollinger bands having pb outside of bands topic doesn't care if the closing price is above the top Bollinger Band or below the lower Bollinger Band. It only cares that the closing price is outside of the Bollinger Bands.

Modelling Bollinger Bands (& Standard Deviation) in a TC PCF

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)

A Condition Formula for the closing price being above the Bollinger Bands for 5-bars in a row would be:

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 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 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 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 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)

A Condition Formula for the closing price being below the Bollinger Bands for 5-bars in a row would be:

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 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 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 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 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)



-Bruce
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