Registered User
Joined: 12/27/2011
Posts: 39
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Hi there, i need a pcf to write the:
of a Bollinger Band of 20 periods (daily), 2 standard deviations, based on a simple moving average.
Thank you in advance.
Vigo
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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An Indicator Formula for the simple upper Bollinger Band 20, 2.00 can be written as follows.
AVGC20 + 2 * 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 - 20 * AVGC20 ^ 2) / 20)
An Indicator Formula for the simple lower Bollinger Band 20, 2.00 can be written as follows.
AVGC20 - 2 * 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 - 20 * AVGC20 ^ 2) / 20)
Modelling Bollinger Bands (& Standard Deviation) in a TC PCF
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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Registered User
Joined: 12/27/2011
Posts: 39
|
Thank you, Bruce!
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
|
You're welcome.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
|