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Pal,
Your logic is surprising !!
You didnīt match two graphs [there are at least 999 reasons] and the
very next moment you suppose that some program is "according to
Bollinger" and some other "should be " !!!!!
You should know, before your hypothesis, that Amibroker follows the
international standards, whereever they are available and acceptable
by the majority of the T/A literature.
For your information, try in your Ind. builder the
// Analytic BBandBot formula
n=10; f=2;
Qn=Sum(C^2,n);
Sn=Sum(C,n);
Mn=Sn/n;
Kn=(1/n)*sqrt(n*Qn-Sn^2);
B=Mn-f*Kn;
Plot(b,"Analytic BBandBot",colorBlack,1);
Plot(BBandBot(C,n,f),"Built-in BBandBot",colorRed,8);
As you see in line 4, the average Mn is simple and not exponential.
Now, you may search the rest of the reasons.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "palsanand" <palsanand@xxxx> wrote:
> Hi All,
>
> I was trying to code HVR copied from AB into TradingSolutions. The
> resulting values for the volatility ratio in TS did not match those
> in AB (for eg., in AB it was 0.49 and in TS it was .5497)
>
> I'm curious to know whether anybody is using this code in TS and
> compare the values to those in AB.
>
> All I can think of is maybe, AB is using exponential moving average
> to calculate the Standard Deviation and TS is using simple moving
> average which is what it should be according to Bollinger.
>
> I would appreciate any feedback.
>
> Regards,
>
> Pal Anand
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