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Rick,
//Percent envelopes
pds =Param<FONT
size=2>("periods",
20,<FONT
color=#ff00ff size=2>10,<FONT color=#ff00ff
size=2>40,<FONT color=#ff00ff
size=2>1);
percent=Param<FONT
size=2>("Percent"<FONT
size=2>,<FONT face="Courier New" color=#ff00ff
size=2>95,<FONT color=#ff00ff
size=2>10,<FONT color=#ff00ff
size=2>100,<FONT color=#ff00ff
size=2>5);
Value2=Sum(<FONT
color=#0000ff size=2>HHV(H,pds),pds)/pds;
Value3=Sum(<FONT
color=#0000ff size=2>LLV(L,pds),pds)/pds;
range=Value2 - Value3;
shift = range * (PerCent / <FONT color=#ff00ff
size=2>100);
avg1=Sum(<FONT
color=#0000ff size=2>EMA(C,pds),pds)/pds;
avg2=avg1+shift;
avg3=avg1-shift;
topband=avg2;
midline=avg1;
botband=avg3;
Plot(C,<FONT color=#ff00ff
size=2>"Close",colorBlack,styleCandle);<FONT
color=#0000ff size=2>
Plot(topband,<FONT color=#ff00ff
size=2>"tobBand",colorRed,styleLine);<FONT
color=#0000ff size=2>
Plot(midline,<FONT color=#ff00ff
size=2>"Midline",colorYellow,styleLine);<FONT
color=#0000ff size=2>
Plot(botband,<FONT color=#ff00ff
size=2>"BotBand",colorRed,styleLine);
Title=Name<FONT
size=2>()+"...Percent of enclosure =
"+WriteVal<FONT
size=2>(percent,1<FONT
size=2>)+" % based on "<FONT
size=2>+"[ "<FONT
size=2>+WriteVal<FONT
size=2>(pds,1<FONT
size=2>)+" ]"<FONT
size=2>+" Periods"<FONT
size=2>+"\n"<FONT
size=2>+"Topband = "<FONT
size=2>+WriteVal<FONT
size=2>(topband,format=1.2<FONT
size=2>)+"\n"<FONT
size=2>+"Midline = "<FONT
size=2> +WriteVal<FONT
size=2>(midline,format=1.2<FONT
size=2>)+"\n"<FONT
size=2>+"BotBand = "<FONT
size=2> +WriteVal<FONT
size=2>(botband,format=1.2<FONT
size=2>)+"\n"<FONT
size=2>+"Todays Close = "<FONT
size=2> +WriteVal<FONT
size=2>(C,format=1.2<FONT
size=2>);
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Rick Osborn
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, September 20, 2003 10:53
AM
Subject: Re: [amibroker] Re: Adjustable
Bollinger Bands
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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