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



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Thanks Treliff. Works fine indeed ...
 
Regards, Ton.
 
----- Original Message -----
From: treliff
Sent: Saturday, April 12, 2008 5:22 AM
Subject: [amibroker] Re: Bollinger Band with variable period in AFL

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@xxxxxxxxxps.com, "Ton Sieverding"
<ton.sieverding@...> 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@xxxxxxxxxps.com
> 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@...>
> 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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>

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