Bruce

I need two z score PCFs.

They would show the close difference vs. a simple  moving
average in units of standard deviation.

If the moving average equaled the close it would equal zero.
If the close was 1 std above the moving average it would equal plus 1.
If the close was 1 std below the moving average it would equal minus 1.

and so on.

The average and std lengths are 4 in one and 12 in the other.

Thanks

This is really just a variation on Bollinger Bands %B. The 4-period version could be written as:

(C - AVGC4) / SQR(ABS(C ^ 2 + C1 ^ 2 + C2 ^ 2 + C3 ^ 2 - 4 * AVGC4 ^ 2) / 4)

And the 12-period version could be written as:

(C - AVGC12) / SQR(ABS(C ^ 2 + C1 ^ 2 + C2 ^ 2 + C3 ^ 2 + C4 ^ 2 + C5 ^ 2 + C6 ^ 2 + C7 ^ 2 + C8 ^ 2 + C9 ^ 2 + C10 ^ 2 + C11 ^ 2 - 12 * AVGC12 ^ 2) / 12)

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