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Steve, I don’t know how this would
be done, but try using a linear regression line and using that line for the
Bollinger Bands. You could also try Moving Average Envelopes of the linear
regression line. You would have to experiment with the time period, but a
linear regression line would “smooth out” the daily prices.
<span
>Larry M. Powell
<span
>-----Original Message-----
From: Steve Almond
[mailto:steve2@xxxxxxxxxxxxxxxxxxxx]
Sent: Wednesday,
February 11, 2004<span
> <font
size=2 face=Tahoma>11:47 AM<font
size=2 face=Tahoma>
To: <font size=2
face=Tahoma>amibroker@xxxxxxxxxxxxxxx<font
size=2 face=Tahoma>
Subject: Re: [amibroker] Re: Sigma
Bands
<span
>
<span
>Bill,<span
>
You may well be right, but the curves don't look
anything like BB curves.
Are you suggesting something different which I
don't understand?
Steve
----- Original Message -----
From: "billbarack" <wbarack@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, February 11, 2004 3:43 PM
Subject: [amibroker] Re: Sigma Bands
> Steve,
> The sigma bands are nothing but standard
deviations above and below
> the price action. One way to do this is with
bollinger bands. Try
> this: Make a custom indicator with price and
3 BBandTop functions at
> 1, 2 and 3 standard deviations. Then do the
same with the BBandBot
> AFL function. I think you will find this to
be what you want.
>
> Ask if you run into any difficulties.
>
> Bill
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Steve
Almond" <steve2@xxxx> wrote:
> > Has anyone managed to write the AFL code
for Sigma bands? It seemed
> simple, but was beyond me...
> > Here is a reference: <a
href="">http://www.forextrm.com/faq.htm and
a picture:
>
>
>
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Send BUG
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>
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