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Dimitris
Very interesting.
Is there a way to calculate the same thing using a
21-day moving average as the mid-point around which the adjustable bands move,
rather than using BBands?Rick
----- Original Message -----
<BLOCKQUOTE
>
<DIV
>From:
Dimitris
Tsokakis
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, September 19, 2003 5:54
AM
Subject: [amibroker] Adjustable Bollinger
Bands
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
TsokakisSend
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