|
PureBytes Links
Trading Reference Links
|
Dimitris
I was looking for bands that were a little smoother
- and did not fluctuate as much as the BB's.
Perhaps I'm looking for a variation on the "x%"
channel bands (i.e. topband = MA(n)*(1+x%) and botband = MA(n)*(1-x%).
Instead of a fixed percent (x% in this case) I am looking for a variable factor
that captures "perc"% of the price range over the lookback period. It
could be that the factor for the top band would differ from that of the bottom
band.
I don't know if this is even possible but if it is,
one might conclude that these bands would stop prices at the bands "perc" % of
the time??
Rick
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
DIMITRIS
TSOKAKIS
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, September 19, 2003 11:44
AM
Subject: [amibroker] Re: Adjustable
Bollinger Bands
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 <A
href="">amibroker@xxxxxxxxxxxxxxx, "Rick
Osborn" <ricko@x...> 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>
> Yahoo! Groups Sponsor
>
ADVERTISEMENT>
>
> >
> Send BUG REPORTS to bugs@xxxx> Send
SUGGESTIONS to suggest@xxxx>
-----------------------------------------> Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)>
--------------------------------------------> Check group
FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > Your use of Yahoo! Groups is subject to the
Yahoo! Terms of Service.Send
BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Yahoo! Groups Sponsor
ADVERTISEMENT
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
|