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Hi,
I should have said that I suspect that one of these 2 programs may
not be using simple moving average for the calculation of StDev. If
that is not the case, then the problem may lie with the natural
logarithm used in HVR calculation or the problem may lie elsewhere.
I need to do more research. Thanks.
Pal Anand
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
<TSOKAKIS@xxxx> wrote:
> 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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