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i first tried to use some "constant"(maxwidth in ur
example) to detect how narrow the bollinger band is to
be as a "squeeze". but the result doesn't seem that
good by applying the constant to any stock.
what i am think now is to detect if the bollinger band
has been in a unchanging state for say 20 days and the
n suddenly bursted. any idea on how to detect low
volatility of the BB to indicate a "quite" period
before break out.
thx.
--- john gibb <jgibb1@xxxxxxxxxxxxx> wrote:
> 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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