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Thanks Wayne, they are working great!
--- In amibroker@xxxxxxxxxxxxxxx, Wayne Skerritt <ecodesign@xxxx>
wrote:
> Doug wrote:
>
> > Does anyone have the formula for the standard error bands?
> >
> > Thanks
> >
> here is a version I found in my files. Hope it's of use to you.
>
> Wayne
>
> **************************
>
> EnableScript("vbscript");
>
> <%
>
> function STEBandTop(V,n,d)
> dim result()
> redim result(UBound(V))
> q=EP(V,n)
> r=DV(V,n,d)
>
> for i=0 to UBound(V)
> result(i)=q(i)+r(i)
> next
> STEBandTop=result
> end function
>
> function STEBandBot(V,n,d)
> dim result()
> redim result(UBound(V))
> q=EP(V,n)
> r=DV(V,n,d)
>
> for i=0 to UBound(V)
> result(i)=q(i)-r(i)
> next
> STEBandBot=result
> end function
>
> function EP(V,n)
> Dim endpoint()
> redim endpoint(UBound(V))
> for i=0 to n-1
> x=x+(i+1)
> y=y+V(i)
> x2=x2+(i+1)^2
> xy=xy+(i+1)*V(i)
> endpoint(i)=V(i)
> next
>
> ya=y/n
> xa=x/n
>
> for i=n to UBound(V)
> x=x+n
> y=y+V(i)-V(i-n)
> x2=x2+(i+1)^2-(i-n+1)^2
> xy=xy+(i+1)*V(i)-(i-n+1)*V(i-n)
> ya=(ya*n+V(i)-V(i-n))/n
> xa=x/n
> t=(n*xy-x*y)/(n*x2-x^2)
> endpoint(i)=ya+t*(i-xa)
> next
> EP=endpoint
> end function
>
> function DV(V,n,d)
> Dim dev()
> redim dev(UBound(V))
> for i=0 to n-1
> x=x+(i+1)
> y=y+V(i)
> y2=y2+V(i)^2
> x2=x2+(i+1)^2
> xy=xy+(i+1)*V(i)
> dev(i)=0
> next
>
> for i=n to UBound(V)
> x=x+n
> y=y+V(i)-V(i-n)
> y2=y2+V(i)^2-V(i-n)^2
> x2=x2+(i+1)^2-(i-n+1)^2
> xy=xy+(i+1)*V(i)-(i-n+1)*V(i-n)
> t=xy-x*y/n
> dev(i)=d*sqr(((y2-y^2/n)-t^2/(x2-x^2/n))/(n-2))
> next
> DV=dev
> end function
>
> %>
> price= (H+L+2*C)/4;
> script=GetScriptObject();
> Graph0=script.STEBandTop(price,30,2);
> Graph1=C;
> Graph2=script.STEBandBot(price,30,2);
> Graph0Style = 1;
> Graph1Style = 64;
> Graph2Style = 1;
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