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Anthony,
It was not easy to see the interpretation of your red envelope.
We were searching the 95% of the last pds bars to be inside the
envelope.
Your envelope has another logic. Is it possible to give an
interpretation ?
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso" <ajf1111@xxxx>
wrote:
> Rick,
>
> //Percent envelopes
>
> pds =Param("periods", 20,10,40,1);
>
> percent=Param("Percent",95,10,100,5);
>
>
>
> Value2=Sum(HHV(H,pds),pds)/pds;
>
> Value3=Sum(LLV(L,pds),pds)/pds;
>
> range=Value2 - Value3;
>
> shift = range * (PerCent / 100);
>
>
>
> avg1=Sum(EMA(C,pds),pds)/pds;
>
> avg2=avg1+shift;
>
> avg3=avg1-shift;
>
> topband=avg2;
>
> midline=avg1;
>
> botband=avg3;
>
> Plot(C,"Close",colorBlack,styleCandle);
>
> Plot(topband,"tobBand",colorRed,styleLine);
>
> Plot(midline,"Midline",colorYellow,styleLine);
>
> Plot(botband,"BotBand",colorRed,styleLine);
>
>
>
>
>
> Title=Name()+"...Percent of enclosure = "+WriteVal(percent,1)+" %
based on "+"[ "+WriteVal(pds,1)+" ]"+" Periods"+"\n"+"Topband
= "+WriteVal(topband,format=1.2)+"\n"+"Midline = " +WriteVal
(midline,format=1.2)+"\n"+"BotBand = " +WriteVal(botband,format=1.2)
+"\n"+"Todays Close = " +WriteVal(C,format=1.2);
>
> ----- Original Message -----
> From: Rick Osborn
> To: 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
> ----- Original Message -----
> From: DIMITRIS TSOKAKIS
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Saturday, September 20, 2003 10:33 AM
> Subject: [amibroker] Re: Adjustable Bollinger Bands
>
>
> 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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