Title: Re: [amibroker] Re: How to code a Adaptive StDev()
Thank you Bruce,
I figured it out, by Applying the formulas to individual panes one can see the difference. BB2 seems the best. There is one problem... There are times when the bands drop to zero instead of to the underlying price. Would you know how to fix that? I repeat the formula below.
Thanks,
herman
// Adaptive BB
P = ParamField( "Price field", -1 );
Periods = Param( "Periods", 15, 2, 100, 1 );
Width = Param( "Width", 2, 0, 10, 0.05 );
MAC = MA( p, periods );
Dev = Width * sqrt( MA( p * p, periods ) - MAC * MAC );
BBBot = MAC - Dev;
BBTop = MAC + Dev;
Plot( C, "", 1, 128 );
Plot( BBTop, "", 5, 1 );
Plot( BBBot, "", 5, 1 );
Sunday, June 14, 2009, 4:44:42 PM, you wrote:
> Herman -
> I think that your conclusion is off some because you are not really really
> using QuickAFL. BB2 should always be much faster. Would you like to see the explanation and how to do it ?
> -- BruceR
> ------------------------------------
> **** IMPORTANT PLEASE READ ****
> This group is for the discussion between users only.
> This is *NOT* technical support channel.
> TO GET TECHNICAL SUPPORT send an e-mail directly to
> SUPPORT {at} amibroker.com
> TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
> http://www.amibroker.com/feedback/
> (submissions sent via other channels won't be considered)
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
> Yahoo! Groups Links
> <*> To visit your group on the web, go to:
> http://groups.yahoo.com/group/amibroker/
> <*> Your email settings:
> Individual Email | Traditional
> <*> To change settings online go to:
> http://groups.yahoo.com/group/amibroker/join
> (Yahoo! ID required)
> <*> To change settings via email:
> mailto:amibroker-digest@xxxxxxxxxxxxxxx
> mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
> <*> To unsubscribe from this group, send an email to:
> amibroker-unsubscribe@xxxxxxxxxxxxxxx
> <*> Your use of Yahoo! Groups is subject to:
> http://docs.yahoo.com/info/terms/
__._,_.___
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
![]()
__,_._,___
|