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Re: [amibroker] Bollinger Band with variable period in AFL



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That I understand Bill. And to get the adaptive MA is the easy part. But how do you get the adaptive standard deviation ? Impossible in AFL. <Periodes> in StDev() can not be an array ...
 
Regards, Ton.
 
----- Original Message -----
Sent: Friday, April 11, 2008 6:40 PM
Subject: Re: [amibroker] Bollinger Band with variable period in AFL

BB is just X standard deviations around a moving average.  So, I suppose one way to go is to use an adaptive moving average (e.g., Kaufman's) to get an adaptive BB.
 
Bill
 
----- Original Message -----
From: "amsiev" <ton.sieverding@scarlet.be>
Sent: Friday, April 11, 2008 5:35 AM
Subject: [amibroker] Bollinger Band with variable period in AFL

> AFL has BBandTop with following syntax :
> BBandTop( ARRAY, periods = 15, width = 2 )
>
> <Periods> must be numerical. As I want to get a dynamic BB I need an
> array in periods. Any suggestions how to get this done ?
>
> Regards, Ton.
>
>
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