Registered User
Joined: 10/7/2004
Posts: 41
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need pcf scan using bb with sd of one and period of 10 to scan for a linear regression of 20 crossing the top bb and scan for lr x the lower bb....thank you ... bob schlomowitz
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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A Condition Formula for a 20-Period Moving Linear Regression crossing up through the Simple Upper Bollinger Band 10, 1.00 could be written as:
AVGC20 + 9.5 * (9.5 * C + 8.5 * C1 + 7.5 * C2 + 6.5 * C3 + 5.5 * C4 + 4.5 * C5 + 3.5 * C6 + 2.5 * C7 + 1.5 * C8 + .5 * C9 - .5 * C10 - 1.5 * C11 - 2.5 * C12 - 3.5 * C13 - 4.5 * C14 - 5.5 * C15 - 6.5 * C16 - 7.5 * C17 - 8.5 * C18 - 9.5 * C19) / 665 > 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 AVGC20.1 + 9.5 * (9.5 * C1 + 8.5 * C2 + 7.5 * C3 + 6.5 * C4 + 5.5 * C5 + 4.5 * C6 + 3.5 * C7 + 2.5 * C8 + 1.5 * C9 + .5 * C10 - .5 * C11 - 1.5 * C12 - 2.5 * C13 - 3.5 * C14 - 4.5 * C15 - 5.5 * C16 - 6.5 * C17 - 7.5 * C18 - 8.5 * C19 - 9.5 * C20) / 665 <= 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)
A Condition Formula for a 20-Period Moving Linear Regression crossing down through the Simple Lower Bollinger Band 10, 1.00 could be written as:
AVGC20 + 9.5 * (9.5 * C + 8.5 * C1 + 7.5 * C2 + 6.5 * C3 + 5.5 * C4 + 4.5 * C5 + 3.5 * C6 + 2.5 * C7 + 1.5 * C8 + .5 * C9 - .5 * C10 - 1.5 * C11 - 2.5 * C12 - 3.5 * C13 - 4.5 * C14 - 5.5 * C15 - 6.5 * C16 - 7.5 * C17 - 8.5 * C18 - 9.5 * C19) / 665 < 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 AVGC20.1 + 9.5 * (9.5 * C1 + 8.5 * C2 + 7.5 * C3 + 6.5 * C4 + 5.5 * C5 + 4.5 * C6 + 3.5 * C7 + 2.5 * C8 + 1.5 * C9 + .5 * C10 - .5 * C11 - 1.5 * C12 - 2.5 * C13 - 3.5 * C14 - 4.5 * C15 - 5.5 * C16 - 6.5 * C17 - 7.5 * C18 - 8.5 * C19 - 9.5 * C20) / 665 >= 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)
Using Linear Regression vs Classical Peaks/Valleys for Divergence Analysis
Modelling Bollinger Bands (& Standard Deviation) in a TC PCF
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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