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

["wavemechanic" <timesarrow@xxxxxxxxxxxxx>]

Using the adaptive moving average in the standard deviation formula produces an "adaptive" standard deviation for the specified period.  If you have a way to make the period for the standard deviation adaptive you can code the standard deviation with this modification instead of using the canned AB formulation.  Or I guess you could loop through the periods and evaluate the adaptive moving average Bollinger Band output by some metric(s).

 

Bill

----- Original Message -----

From: Ton Sieverding

To: amibroker@xxxxxxxxxxxxxxx

Sent: Friday, April 11, 2008 3:18 PM

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

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 -----

From: wavemechanic

To: amibroker@xxxxxxxxxxxxxxx

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>

To: <amibroker@xxxxxxxxxps.com>

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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