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Hi all
I have an exploration filter (in TC2000) for identifying stocks in
Bollinger squeeze.It works quite well. Unfortunately I am unable to
transilate it to AB at this point.
I will apreciate any help to impliment it in AB.
A few points to make interpretation easier.
C10^2= Square of Closing price as of 10 days ago, etc
AVGC20 = 20 day moving average
AVGC20.20 = 20 day moving average, as of 20 days ago
(((AVGC20 + 2 * SQR((20 * (C^2 + C1^2 + C2^2 + C3^2 + C4^2 + C5^2 +
C6^2 + C7^2 + C8^2 + C9^2 + C10^2 + C11^2 + C12^2 + C13^2 + C14^2 +
C15^2 + C16^2 + C17^2 + C18^2 + C19^2) - (AVGC20 * 20)^2) / 400)) -
(AVGC20 - 2 * SQR((20 * (C^2 + C1^2 + C2^2 + C3^2 + C4^2 + C5^2 +
C6^2 + C7^2 + C8^2 + C9^2 + C10^2 + C11^2 + C12^2 + C13^2 + C14^2 +
C15^2 + C16^2 + C17^2 + C18^2 + C19^2) - (AVGC20 * 20)^2) / 400))) /
AVGC20) < .50 * (((AVGC20.20 + 2 * SQR((20 * (C20^2 + C21^2 + C22^2
+ C23^2 + C24^2 + C25^2 + C26^2 + C27^2 + C28^2 + C29^2 + C30^2 +
C31^2 + C32^2 + C33^2 + C34^2 + C35^2 + C36^2 + C37^2 + C38^2 +
C39^2) - (AVGC20.20 * 20)^2) / 400)) - (AVGC20.20 - 2 * SQR((20 *
(C20^2 + C21^2 + C22^2 + C23^2 + C24^2 + C25^2 + C26^2 + C27^2 +
C28^2 + C29^2 + C30^2 + C31^2 + C32^2 + C33^2 + C34^2 + C35^2 +
C36^2 + C37^2 + C38^2 + C39^2) - (AVGC20.20 * 20)^2)/400)))/
AVGC20.20)
Thank you in anticipation
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