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



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The problem is in the end of your email. It's to slow. Solution is a STDEV where I can have a variable period. Like the one I got from Treliff. Works fine ...
 
Regards, Ton.
 
----- Original Message -----
From: Mike
Sent: Friday, April 11, 2008 10:25 PM
Subject: [amibroker] Re: Bollinger Band with variable period in AFL

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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