Please write a PCF showing where the Bollinger Bands (20,2) have moved outside Keltner Channel (21) on day one after being in a squeeze inside the Keltner Channel.  Thanks.

Are the Bollinger Bands Simple, Exponential or Front Weighted?

What is the ATR Multiplier of the Keltner Channels?

Are the Keltner Channels Simple, Exponenential or Front Weighted?

Note that the centerlines of the Bollinger Bands and Keltner Channels are not the same.

This means the upper and lower channels can cross each other on completely different bars.

The normal solution for this is to just compare the widths of the channels instead of checking to see if the Bollinger Bands are "inside" or "outside" the Keltner Channels. Do you want to do this?

If you don't want to do this, do you want to check for the Upper Bollinger Band crossing up through the Upper Keltner Channel or for the Lower Bollinger Band crossing down through the Lower Keltner Channel? Again, this won't necessarily be on the same bar.

Hey Bruce.....noticed there is SUBSTANTIAL interest in the TTM Squeeze indicator, i.e. the Bollinger Bands moving outside the Keltner Channels.  For example, the last posting on December 22, 2014 has 6,874 views.  With so much interest why not STRONGLY SUGGEST the development team create a predefined PCF, Scan, indicator or whatever they want to fullfill this paying customer interest.  It would would be a great Holiday Gift to all of us and free up some of your valuable time. 

Bollinger Bands are Simple with a length of 21, Dev 2.0, -2.0 (20% dev for length)

Keltner Channels Simple length of 21, ATR 1.5

Ditto! Big Sky Walker

Bruce -

Do you have enough data to write PCF?

Bruce   NEW TOPIC  - Looking for Stocks that Rank at 90 or above

(was not able to post as new topic due to problems at your end 

Is there a way to combine these indictors and conditions and determine the number accumulation total (a.- f.) from 0 to 100

Bfor stocks in a list oe etfs in a list. Based on the simple criteria of the statements. Below by the weighting of each corresponding statement

Long-Term Indicators (weighting)

a. Percent above/below 200-day SMA ((30%) weighting percent of total ranking number)

b. 125-Day Rate-of-Change (30%)

Medium-Term Indicators (weighting)

c. Percent above/below 50-day SMA  (15%)

d. 20-day Rate-of-Change (15%)

Short-Term Indicators (weighting)

 e. 3-day slope of PO Price Oscillator -Histogram (5%)

 f. 14-day RSI (5%)

couto7,
Please try the following Condition Formula. It does not account for the centerline differences, but does check for the first bar where the width of the Bollinger Bands is greater than the width of the Keltner Channels.

4 * 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 + C12 ^ 2 + C13 ^ 2 + C14 ^ 2 + C15 ^ 2 + C16 ^ 2 + C17 ^ 2 + C18 ^ 2 + C19 ^ 2 + C20 ^ 2 - 21 * AVGC21 ^ 2) / 21) >= 3 * ((AVGH21 - AVGL21) / 2 + (ABS(H - C1) + ABS(L - C1) + ABS(H1 - C2) + ABS(L1 - C2) + ABS(H2 - C3) + ABS(L2 - C3) + ABS(H3 - C4) + ABS(L3 - C4) + ABS(H4 - C5) + ABS(L4 - C5) + ABS(H5 - C6) + ABS(L5 - C6) + ABS(H6 - C7) + ABS(L6 - C7) + ABS(H7 - C8) + ABS(L7 - C8) + ABS(H8 - C9) + ABS(L8 - C9) + ABS(H9 - C10) + ABS(L9 - C10) + ABS(H10 - C11) + ABS(L10 - C11) + ABS(H11 - C12) + ABS(L11 - C12) + ABS(H12 - C13) + ABS(L12 - C13) + ABS(H13 - C14) + ABS(L13 - C14) + ABS(H14 - C15) + ABS(L14 - C15) + ABS(H15 - C16) + ABS(L15 - C16) + ABS(H16 - C17) + ABS(L16 - C17) + ABS(H17 - C18) + ABS(L17 - C18) + ABS(H18 - C19) + ABS(L18 - C19) + ABS(H19 - C20) + ABS(L19 - C20) + ABS(H20 - C21) + ABS(L20 - C21)) / 42) AND 4 * 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 + C21 ^ 2 - 21 * AVGC21.1 ^ 2) / 21) < 3 * ((AVGH21.1 - AVGL21.1) / 2 + (ABS(H1 - C2) + ABS(L1 - C2) + ABS(H2 - C3) + ABS(L2 - C3) + ABS(H3 - C4) + ABS(L3 - C4) + ABS(H4 - C5) + ABS(L4 - C5) + ABS(H5 - C6) + ABS(L5 - C6) + ABS(H6 - C7) + ABS(L6 - C7) + ABS(H7 - C8) + ABS(L7 - C8) + ABS(H8 - C9) + ABS(L8 - C9) + ABS(H9 - C10) + ABS(L9 - C10) + ABS(H10 - C11) + ABS(L10 - C11) + ABS(H11 - C12) + ABS(L11 - C12) + ABS(H12 - C13) + ABS(L12 - C13) + ABS(H13 - C14) + ABS(L13 - C14) + ABS(H14 - C15) + ABS(L14 - C15) + ABS(H15 - C16) + ABS(L15 - C16) + ABS(H16 - C17) + ABS(L16 - C17) + ABS(H17 - C18) + ABS(L17 - C18) + ABS(H18 - C19) + ABS(L18 - C19) + ABS(H19 - C20) + ABS(L19 - C20) + ABS(H20 - C21) + ABS(L20 - C21) + ABS(H21 - C22) + ABS(L21 - C22)) / 42)

If you really want to check for Bollinger Bands breaking out of the Keltner Channels instead of the comparing widths, you would need to back and read my Wednesday, December 24, 2014 11:47:22 AM ET post so you can understand the issues involved and answer the rest of the questions asked.

buffalobill,
It is not possible to create Indicator Formula based on the rank of each component, but it is possible to combine the results with the desired weights times the values of the components with each calculation centered on 0 (so the RSI component would use the RSI minus 50).

30 * (C / AVGC200 - 1) + 30 * (C / C125 - 1) + 15 * (C / AVGC50 - 1) + 15 * (C / C20 - 1) + 5 * ((XAVGC12 / XAVGC26 - .2001983 * (XAVGC12 / XAVGC26 + .8 * (XAVGC12.1 / XAVGC26.1 + .8 * (XAVGC12.2 / XAVGC26.2 + .8 * (XAVGC12.3 / XAVGC26.3 + .8 * (XAVGC12.4 / XAVGC26.4 + .8 * (XAVGC12.5 / XAVGC26.5 + .8 * (XAVGC12.6 / XAVGC26.6 + .8 * (XAVGC12.7 / XAVGC26.7 + .8 * (XAVGC12.8 / XAVGC26.8 + .8 * (XAVGC12.9 / XAVGC26.9 + .8 * (XAVGC12.10 / XAVGC26.10 + .8 * (XAVGC12.11 / XAVGC26.11 + .8 * (XAVGC12.12 / XAVGC26.12 + .8 * (XAVGC12.13 / XAVGC26.13 + .8 * (XAVGC12.14 / XAVGC26.14 + .8 * (XAVGC12.15 / XAVGC26.15 + .8 * (XAVGC12.16 / XAVGC26.16 + .8 * (XAVGC12.17 / XAVGC26.17 + .8 * (XAVGC12.18 / XAVGC26.18 + .8 * (XAVGC12.19 / XAVGC26.19 + .8 * (XAVGC12.20 / XAVGC26.20 + .8 * (XAVGC12.21 / XAVGC26.21 + .8 * (XAVGC12.22 / XAVGC26.22 + .8 * (XAVGC12.23 / XAVGC26.23 + .8 * (XAVGC12.24 / XAVGC26.24 + .8 * (XAVGC12.25 / XAVGC26.25 + .8 * (XAVGC12.26 / XAVGC26.26 + .8 * (XAVGC12.27 / XAVGC26.27 + .8 * (XAVGC12.28 / XAVGC26.28 + .8 * (XAVGC12.29 / XAVGC26.29 + .8 * (XAVGC12.30 / XAVGC26.30)))))))))))))))))))))))))))))))) - (XAVGC12.3 / XAVGC26.3 - .2001983 * (XAVGC12.3 / XAVGC26.3 + .8 * (XAVGC12.4 / XAVGC26.4 + .8 * (XAVGC12.5 / XAVGC26.5 + .8 * (XAVGC12.6 / XAVGC26.6 + .8 * (XAVGC12.7 / XAVGC26.7 + .8 * (XAVGC12.8 / XAVGC26.8 + .8 * (XAVGC12.9 / XAVGC26.9 + .8 * (XAVGC12.10 / XAVGC26.10 + .8 * (XAVGC12.11 / XAVGC26.11 + .8 * (XAVGC12.12 / XAVGC26.12 + .8 * (XAVGC12.13 / XAVGC26.13 + .8 * (XAVGC12.14 / XAVGC26.14 + .8 * (XAVGC12.15 / XAVGC26.15 + .8 * (XAVGC12.16 / XAVGC26.16 + .8 * (XAVGC12.17 / XAVGC26.17 + .8 * (XAVGC12.18 / XAVGC26.18 + .8 * (XAVGC12.19 / XAVGC26.19 + .8 * (XAVGC12.20 / XAVGC26.20 + .8 * (XAVGC12.21 / XAVGC26.21 + .8 * (XAVGC12.22 / XAVGC26.22 + .8 * (XAVGC12.23 / XAVGC26.23 + .8 * (XAVGC12.24 / XAVGC26.24 + .8 * (XAVGC12.25 / XAVGC26.25 + .8 * (XAVGC12.26 / XAVGC26.26 + .8 * (XAVGC12.27 / XAVGC26.27 + .8 * (XAVGC12.28 / XAVGC26.28 + .8 * (XAVGC12.29 / XAVGC26.29 + .8 * (XAVGC12.30 / XAVGC26.30 + .8 * (XAVGC12.31 / XAVGC26.31 + .8 * (XAVGC12.32 / XAVGC26.32 + .8 * (XAVGC12.33 / XAVGC26.33))))))))))))))))))))))))))))))))) + 2.5 * ((C - XAVGC27.1) / 14 / (.071435345 * (ABS(C - C1) + 13 / 14 * (ABS(C1 - C2) + 13 / 14 * (ABS(C2 - C3) + 13 / 14 * (ABS(C3 - C4) + 13 / 14 * (ABS(C4 - C5) + 13 / 14 * (ABS(C5 - C6) + 13 / 14 * (ABS(C6 - C7) + 13 / 14 * (ABS(C7 - C8) + 13 / 14 * (ABS(C8 - C9) + 13 / 14 * (ABS(C9 - C10) + 13 / 14 * (ABS(C10 - C11) + 13 / 14 * (ABS(C11 - C12) + 13 / 14 * (ABS(C12 - C13) + 13 / 14 * (ABS(C13 - C14) + 13 / 14 * (ABS(C14 - C15) + 13 / 14 * (ABS(C15 - C16) + 13 / 14 * (ABS(C16 - C17) + 13 / 14 * (ABS(C17 - C18) + 13 / 14 * (ABS(C18 - C19) + 13 / 14 * (ABS(C19 - C20) + 13 / 14 * (ABS(C20 - C21) + 13 / 14 * (ABS(C21 - C22) + 13 / 14 * (ABS(C22 - C23) + 13 / 14 * (ABS(C23 - C24) + 13 / 14 * (ABS(C24 - C25) + 13 / 14 * (ABS(C25 - C26) + 13 / 14 * (ABS(C26 - C27) + 13 / 14 * (ABS(C27 - C28) + 13 / 14 * (ABS(C28 - C29) + 13 / 14 * (ABS(C29 - C30) + 13 / 14 * (ABS(C30 - C31) + 13 / 14 * (ABS(C31 - C32) + 13 / 14 * (ABS(C32 - C33) + 13 / 14 * (ABS(C33 - C34) + 13 / 14 * (ABS(C34 - C35) + 13 / 14 * (ABS(C35 - C36) + 13 / 14 * (ABS(C36 - C37) + 13 / 14 * (ABS(C37 - C38) + 13 / 14 * (ABS(C38 - C39) + 13 / 14 * (ABS(C39 - C40) + 13 / 14 * (ABS(C40 - C41) + 13 / 14 * (ABS(C41 - C42) + 13 / 14 * (ABS(C42 - C43) + 13 / 14 * (ABS(C43 - C44) + 13 / 14 * (ABS(C44 - C45) + 13 / 14 * (ABS(C45 - C46) + 13 / 14 * (ABS(C46 - C47) + 13 / 14 * (ABS(C47 - C48) + 13 / 14 * (ABS(C48 - C49) + 13 / 14 * (ABS(C49 - C50) + 13 / 14 * (ABS(C50 - C51) + 13 / 14 * (ABS(C51 - C52) + 13 / 14 * (ABS(C52 - C53) + 13 / 14 * (ABS(C53 - C54) + 13 / 14 * (ABS(C54 - C55) + 13 / 14 * (ABS(C55 - C56) + 13 / 14 * (ABS(C56 - C57) + 13 / 14 * (ABS(C57 - C58) + 13 / 14 * (ABS(C58 - C59) + 13 / 14 * (ABS(C59 - C60) + 13 / 14 * (ABS(C60 - C61) + 13 / 14 * (ABS(C61 - C62) + 13 / 14 * (ABS(C62 - C63) + 13 / 14 * (ABS(C63 - C64) + 13 / 14 * (ABS(C64 - C65) + 13 / 14 * (ABS(C65 - C66) + 13 / 14 * (ABS(C66 - C67) + 13 / 14 * (ABS(C67 - C68) + 13 / 14 * (ABS(C68 - C69) + 13 / 14 * (ABS(C69 - C70) + 13 / 14 * (ABS(C70 - C71) + 13 / 14 * (ABS(C71 - C72) + 13 / 14 * (ABS(C72 - C73) + 13 / 14 * (ABS(C73 - C74) + 13 / 14 * (ABS(C74 - C75) + 13 / 14 * (ABS(C75 - C76) + 13 / 14 * (ABS(C76 - C77) + 13 / 14 * (ABS(C77 - C78) + 13 / 14 * (ABS(C78 - C79) + 13 / 14 * (ABS(C79 - C80) + 13 / 14 * (ABS(C80 - C81) + 13 / 14 * (ABS(C81 - C82) + 13 / 14 * (ABS(C82 - C83) + 13 / 14 * (ABS(C83 - C84) + 13 / 14 * (ABS(C84 - C85) + 13 / 14 * (ABS(C85 - C86) + 13 / 14 * (ABS(C86 - C87) + 13 / 14 * (ABS(C87 - C88) + 13 / 14 * (ABS(C88 - C89) + 13 / 14 * (ABS(C89 - C90) + 13 / 14 * (ABS(C90 - C91) + 13 / 14 * (ABS(C91 - C92) + 13 / 14 * (ABS(C92 - C93) + 13 / 14 * (ABS(C93 - C94) + 13 / 14 * (ABS(C94 - C95) + 13 / 14 * (ABS(C95 - C96) + 13 / 14 * (ABS(C96 - C97) + 13 / 14 * (ABS(C97 - C98) + 13 / 14 * (ABS(C98 - C99) + 13 / 14 * (ABS(C99 - C100) + 13 / 14 * (ABS(C100 - C101) + 13 / 14 * (ABS(C101 - C102) + 13 / 14 * (ABS(C102 - C103) + 13 / 14 * (ABS(C103 - C104) + 13 / 14 * (ABS(C104 - C105) + 13 / 14 * (ABS(C105 - C106) + 13 / 14 * (ABS(C106 - C107) + 13 / 14 * (ABS(C107 - C108) + 13 / 14 * (ABS(C108 - C109) + 13 / 14 * (ABS(C109 - C110) + 13 / 14 * (ABS(C110 - C111) + 13 / 14 * (ABS(C111 - C112) + 13 / 14 * (ABS(C112 - C113) + 13 / 14 * (ABS(C113 - C114) + 13 / 14 * (ABS(C114 - C115) + 13 / 14 * (ABS(C115 - C116) + 13 / 14 * (ABS(C116 - C117) + 13 / 14 * (ABS(C117 - C118) + 13 / 14 * (ABS(C118 - C119) + 13 / 14 * (ABS(C119 - C120) + 13 / 14 * (ABS(C120 - C121) + 13 / 14 * (ABS(C121 - C122) + 13 / 14 * (ABS(C122 - C123) + 13 / 14 * (ABS(C123 - C124) + 13 / 14 * (ABS(C124 - C125))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))