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



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Ton, function SD_pop below is similar to AFL StDev and can handle 
variable periods.

function SD_pop(input,n)
{ return sqrt( (n*Sum(input^2,n)-(Sum(input,n))^2) / n^2 ); }

-treliff

--- In amibroker@xxxxxxxxxxxxxxx, "Ton Sieverding" 
<ton.sieverding@xxx> wrote:
>
> 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@xxx>
>   To: <amibroker@xxxxxxxxxxxxxxx>
>   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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