Registered User Joined: 10/7/2004 Posts: 41
|
bruce.. need scan using bb with sd(1) and period (10) when spacing between top band and bottom band is reduced by 70%......if possible...thank you bob schlomowitz
|
Worden Trainer
Joined: 10/7/2004 Posts: 65,138
|
A Condition Formula to test for when the width of a 10-Period Bollinger Band has decreased by at least 70% between the previous bar and the current bar could be written as:
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) <= .3 * 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)
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
|