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[amibroker] Adjustable Bollinger Bands



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Paste in Inicator builder the
 
// Adjustable Bollinger bandsn=20;
Lookback=100;
<FONT 
size=2>perc=95;for(f=1.5;f<3;f=f+0.01){bB=BBandBot(C,n,f);bT=BBandTop(C,n,f);x=100*Sum(C>=bB 
AND 
C<=bT,Lookback)/Lookback;if(x[BarCount-1]<=perc){g=f;}}newbB=BBandBot(C,n,g);newbT=BBandTop(C,n,g);newperc=100*Sum(C>=newbB 
AND 
C<=newbT,Lookback)/Lookback;Plot(C,"",1,64);Plot(newbB,"",colorLightYellow,8);Plot(newbT,"",colorLightYellow,8);Plot(BBandBot(C,n,2),"",colorRed,1);Plot(BBandTop(C,n,2),"",colorRed,1);Title="f 
min="+WriteVal(g,1.2)+",perc="+WriteVal(newperc,1.0)+"%";
 
The formula will find the f min necessary for the 95% 
confidence, will plot the new BBands and, for comparison, will plot the 
usual f=2 BBlines.It is interesting to see fminCSCO=2.09 but 
fminBEAS=2.70.You may adjust n, Lookback and perc.Dimitris 
Tsokakis






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