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Pal,
Go here <http://groups.yahoo.com/group/amibroker-ts/> if you are
still having trouble. I have coded parts of this and I may be able to
help you with it.
John
--- In amibroker@xxxxxxxxxxxxxxx, "palsanand" <palsanand@xxxx> wrote:
> 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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