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The moving average period is n.
Replace n=20 with n=21 to get the adjustment.
If you want envelope type other than BB, please specify the type you
prefer and we shall check if the same procedure is possible.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Rick Osborn" <ricko@xxxx> wrote:
> 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 -----
> From: Dimitris Tsokakis
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Friday, September 19, 2003 5:54 AM
> Subject: [amibroker] Adjustable Bollinger Bands
>
>
>
> Paste in Inicator builder the
>
> // Adjustable Bollinger bands
> n=20;
> Lookback=100;
> 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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