What about adding a loop surrounding the call and calculating the
period
on a bar by bar basis? Then take the resulting bar value from
BBandTop and
stick it in your own array so as not to clobber the
previous
values.
Something along the lines of:
for (bar = 0; bar <
BarCount; bar++) {
period = ... // dynamic calculation
top = BBandTop(
Close, period, 2);
myarray[i] = top[i];
}
It's quite slow. But, I
believe that it will do what you want.
Mike
--- 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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