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Further Info:
As indicated previously, I'm a newbie. From the book "Technical
Analysis from A to Z":
1. During periods of extreme price changes (i.e high volatility),
the bands widen to become more forgiving. (page 71)
2. During time of stagnant pricing (i.e. low volatility), the bands
narrow to contaion prices (page 71)
3. Sharp price changes tend to occur after the bands tighen, as
volatility lessens. (Page 71)
4. The longer prices remain within the narrows bands the more likely
a price breakout. (page 72)
What I'd like to accomplish with an Exploration is:
1. What Tickers are in tighen bands?
2. How many days have they been in tighen bands?
Sorry I didn't include this earlier to clarify things.
--- In amibroker@xxxxxxxxxxxxxxx, "mccallumkeith" <keith@xxxx> wrote:
>
>
> Greetings,
>
> I'm a newbie who is truggling to get the following Exploration of
> Bollinger Bands Breakout to produce other than zero results:
>
> e=40;//Param("period",20,5,100,1);
> f1=ln(BBandTop(C,e,2)/MA(C,e));
> f2=ln(BBandTop(C,e*2,2)/MA(C,e*2));
> f3=ln(BBandTop(C,e*3,2)/MA(C,e*3));
>
> Plot(f1,"quick",1,1);
> Plot(f2,"med",colorRed,1);
> Plot(f3,"slow",colorBlue,1);
>
> Filter=f1<f2 AND f2<f3 AND f1<0.02;
> AddColumn(f1,"quick",1.5);
> AddColumn(MA(V,100)*MA(C,100),"dollarvolume",1.0);
> AddColumn(MA(Filter,20),"length",1.2);
>
> Your valuable assistance is appreciated.
>
> Thanks
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