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--- In amibroker@xxxxxxxxxxxxxxx, "traderix2003" <d.adam@xxxx> wrote:
> Hi,
>
> I would like to scan for futures that have an extreme low
> volatility,when the bollinger bands are very narrow ("the squeeze").
> The formula for scanning could refer to the BB width indicator:
>
> b = (BBandTop(C,20,2)-BBandBot(C,20,2))/MA(C,20);
> Plot(b,"Band Width",5,5);
> GraphXSpace=5;
>
> Or any better idea??
>
> Thxs for your help
>
> Daniel
An easier way would be to calculate the standard deviation. I have
found that when standard deviation is less than a 1% of Close....you
have consolidation
Hope that helps
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