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Welcome. FYI: key is to custom-code any static-period indicator by
using variable-period ones already available in AFL. Always faster
than looping. AFAIK the var-period ones are MA, WMA, DEMA, TEMA, REF,
SUM, HHV, LLV, HHVBars and LLVBars.
-treliff
--- In amibroker@xxxxxxxxxxxxxxx, "Ton Sieverding"
<ton.sieverding@xxx> wrote:
>
> Thanks Treliff. Works fine indeed ...
>
> Regards, Ton.
>
> ----- Original Message -----
> From: treliff
> To: amibroker@xxxxxxxxxxxxxxx
> 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@xxxxxxxxxxxxxxx, "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@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@>
> > 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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> > >
> > >
> > >
> > > --
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> > > Version: 7.5.519 / Virus Database: 269.22.12/1372 - Release
> Date: 4/10/2008 5:36 PM
> > >
> > >
> >
>
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