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Dimitris
Yes - thank you very much.
I can't help but think, however, that there must be
a mathematical formula that will automatically calculate the "actual" 95% (or
90% - or 83% - or whatever) based on each stock's own particular price
history.
But I can certainly work with this solution.
Thanks again
Rick
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
DIMITRIS
TSOKAKIS
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, September 20, 2003 10:33
AM
Subject: [amibroker] Re: Adjustable
Bollinger Bands
Rick,Is it something like<A
href="">http://groups.yahoo.com/group/amibroker/message/48289?Dimitris
Tsokakis--- In <A
href="">amibroker@xxxxxxxxxxxxxxx, "Rick
Osborn" <ricko@x...> 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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