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Rick,
Is it something like
http://groups.yahoo.com/group/amibroker/message/48289
?
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Rick Osborn" <ricko@xxxx> wrote:
> 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
> ----- Original Message -----
> From: DIMITRIS TSOKAKIS
> To: 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 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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