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Hi Hongyu,
You first of all have to define specifically what you (or Bollinger) means
by:
a) 'narrow'
b) 'unchanging state'
c) 'for a long time'
Then you need to write code for each. For example, for a) you might write
something like:
maxwidth= 20;
ubb= BBandTop(C,20,2);
lbb= BBandBot(C,20,2);
narrow= ubb - lbb < maxwidth;
-john
----- Original Message -----
From: "Hongyu Lu" <hl_107@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, September 29, 2004 11:25 AM
Subject: [amibroker] bollinger band squeeze
i am working on a bollinger band squeeze then breakout
trading system.
how to detect that the bollinger band has been in a
narrow and unchanging state for some time.
thx.
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