|
PureBytes Links
Trading Reference Links
|
Thanks Johan for your explanation. I did find Bollingers explanation
a bit confusing. I knew that the people on the board would be able
to help me out though.
Rob
--- In amibroker@xxxxxxxxxxxxxxx, johan sundström
<johanskatt@xxxx>
wrote:
> John Bollingers book is not a good example of how to present things
in a clear and concise manner, especially
> on how indicators are calculated and what he means by 'normalizing'
them.
> Intraday Intensity is referred to in at least four versions:
>
> open form (cumulative sum):
> II1=Cum( Nz( (2*C-H-L)/(H-L) )*V );
>
> closed form (n-period moving sum):
> II2=Sum( Nz( (2*C-H-L)/(H-L) )*V ,n);
>
> normalized by total volume - II% :
> II3=II2/Sum(V,n);
>
> normalized with bollinger-bands - %b(II) :
> top=BBandTop(II1,40,2);
> bot=BBandBot(II1,40,2);
> II4=(II1-bot)/(top-bot);
>
>
> At least this is my understanding of it after some pondering.
> Which version to use? I have no idea - a matter of taste i suppose.
> Attached is a gif of II% and %b(II) applied to the same stock.
> and a link if you don't recieve e-mails:
> http://tinypic.com/cubk
>
>
> Regards,
> Johan
>
>
>
>
>
>
>
>
>
> Höstrusk och grå moln - köp en resa till solen på
Yahoo! Resor
------------------------ Yahoo! Groups Sponsor --------------------~-->
Make a clean sweep of pop-up ads. Yahoo! Companion Toolbar.
Now with Pop-Up Blocker. Get it for free!
http://us.click.yahoo.com/L5YrjA/eSIIAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~->
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|