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 -----
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 -----
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 -----
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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