Registered User
Joined: 1/21/2008
Posts: 73
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Please help me input these criteria..
The bollinger bands are 20, 2
Scan for a 2 bar price pattern, where the first bar closes on or outside the upper
bollinger band and the next day makes a new high, but a lower close.
Scan for a 2 bar price pattern, where the first bar closes on or outside the upper
bollinger band and the next day makes a lower high, but a higher close.
Scan for a 2 bar price pattern, where the first bar closes on or outside the lower
bollinger band and the next day makes a new low, but a higher close.
Scan for a 2 bar price pattern, where the first bar closes on or outside the lower
bollinger band and the next day makes a higher low, but a lower close.
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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I'm going to assume two things that differ from a literal interpretation of your question. I'm going to assume the 2 setting is in full Standard Deviations even though the Width setting in TeleChart for Bollinger Bands is in tenths of a Standard Deviation (if you actually mean a Width setting of 2, change the 2 * to a .2 * in each formula). I'm also going to interpret new high as higher high and new low as lower low based on the context of the other two requests (if you actually mean a New High, I will need to know the Period over which you wish to test).
QUOTE (mccarthyj1) Scan for a 2 bar price pattern, where the first bar closes on or outside the upper bollinger band and the next day makes a new high, but a lower close.
H > H1 AND C < C1 AND C1 >= AVGC20.1 + 2 * SQR(ABS(C1 ^ 2 + C2 ^ 2 + C3 ^ 2 + C4 ^ 2 + C5 ^ 2 + C6 ^ 2 + C7 ^ 2 + C8 ^ 2 + C9 ^ 2 + C10 ^ 2 + C11 ^ 2 + C12 ^ 2 + C13 ^ 2 + C14 ^ 2 + C15 ^ 2 + C16 ^ 2 + C17 ^ 2 + C18 ^ 2 + C19 ^ 2 + C20 ^ 2 - 20 * AVGC20.1 ^ 2) / 19)
QUOTE (mccarthyj1) Scan for a 2 bar price pattern, where the first bar closes on or outside the upper bollinger band and the next day makes a lower high, but a higher close.
H < H1 AND C > C1 AND C1 >= AVGC20.1 + 2 * SQR(ABS(C1 ^ 2 + C2 ^ 2 + C3 ^ 2 + C4 ^ 2 + C5 ^ 2 + C6 ^ 2 + C7 ^ 2 + C8 ^ 2 + C9 ^ 2 + C10 ^ 2 + C11 ^ 2 + C12 ^ 2 + C13 ^ 2 + C14 ^ 2 + C15 ^ 2 + C16 ^ 2 + C17 ^ 2 + C18 ^ 2 + C19 ^ 2 + C20 ^ 2 - 20 * AVGC20.1 ^ 2) / 19)
QUOTE (mccarthyj1) Scan for a 2 bar price pattern, where the first bar closes on or outside the lower bollinger band and the next day makes a new low, but a higher close.
L < L1 AND C > C1 AND C1 <= AVGC20.1 - 2 * SQR(ABS(C1 ^ 2 + C2 ^ 2 + C3 ^ 2 + C4 ^ 2 + C5 ^ 2 + C6 ^ 2 + C7 ^ 2 + C8 ^ 2 + C9 ^ 2 + C10 ^ 2 + C11 ^ 2 + C12 ^ 2 + C13 ^ 2 + C14 ^ 2 + C15 ^ 2 + C16 ^ 2 + C17 ^ 2 + C18 ^ 2 + C19 ^ 2 + C20 ^ 2 - 20 * AVGC20.1 ^ 2) / 19)
QUOTE (mccarthyj1) Scan for a 2 bar price pattern, where the first bar closes on or outside the lower bollinger band and the next day makes a higher low, but a lower close.
L > L1 AND C < C1 AND C1 <= AVGC20.1 - 2 * SQR(ABS(C1 ^ 2 + C2 ^ 2 + C3 ^ 2 + C4 ^ 2 + C5 ^ 2 + C6 ^ 2 + C7 ^ 2 + C8 ^ 2 + C9 ^ 2 + C10 ^ 2 + C11 ^ 2 + C12 ^ 2 + C13 ^ 2 + C14 ^ 2 + C15 ^ 2 + C16 ^ 2 + C17 ^ 2 + C18 ^ 2 + C19 ^ 2 + C20 ^ 2 - 20 * AVGC20.1 ^ 2) / 19)
You may wish to review the following:
Modelling Bollinger Bands (& Standard Deviation) in a TC PCF
How to create a Personal Criteria Forumula (PCF)
PCF Formula Descriptions
Handy PCF example formulas to help you learn the syntax of PCFs!
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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