SmartChannel - Parallel Price Channel Detection
Finds parallel price channels with <1 in 1000 chance of random occurrence
Function Syntax
=PFR.SmartChannel(Security, Periodicity, Interval, StartDate, ExpirationPeriodicity, MinExpDays, SpreadSecurity, FillWithHeaders, TargetDateOverride, ShowOptionInfo, ShowTridentInfo, UseSyntheticPrices, MaxProbability, RefreshMode)
Parameters
| Parameter |
Description |
| Security | Bloomberg security |
| Periodicity | Bar scale |
| Interval | Bar interval for MINUTE |
| StartDate | Start date (default=now) |
| ExpirationPeriodicity | MONTHLY, WEEKLY, etc. |
| MinExpDays | Min days to expiration |
| SpreadSecurity | Optional spread denominator |
| FillWithHeaders | Label with headers |
| TargetDateOverride | Alternate target date |
| ShowOptionInfo | Show option strikes |
| ShowTridentInfo | Show stops/targets |
| UseSyntheticPrices | Allow synthetic prices |
| MaxProbability | Max probability (default=0.001) |
| RefreshMode | Refresh rate INTERVAL,DAILY,...,FREEZE |
Output Columns
| Column |
Description |
| Output 1 | Security Symbol |
| Output 2 | Run Date |
| Output 3 | Last Price |
| Output 4 | Support Price |
| Output 5 | Resist Price |
| Output 6 | Alert Text |
| Output 7 | Signal Edge% |
| Output 8 | Signal Duration |
| Output 9 | Target Date |
| Output 10 | Remaining Edge% |
| Output 11 | Remaining Duration |
Note: This function requires Bloomberg Terminal to be running and logged in.