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using roy's nice ohlcv weekly compression formula
i tred to plot a weekly bollinger band on a daily
chart, but somehow the results aren't good,
(the mov(weekly close function seems to work but
somehow the wide/shpae of the bands aren't good and i
can't find where the coide is wrong)
here's is "my" attempt, anyone's help would be greatly
appreciated,
thanks in advane,
k1:= Fml("Weekly OHLCV Compression");
k2:=Mov(k1,20,S);
k3:=(Power((k1-k2),2)+
Power(Ref(k1,-1)-k2,2)+
Power(Ref(k1,-2)-k2,2)+
Power(Ref(k1,-3)-k2,2)+
Power(Ref(k1,-4)-k2,2)+
Power(Ref(k1,-5)-k2,2)+
Power(Ref(k1,-6)-k2,2)+
Power(Ref(k1,-7)-k2,2)+
Power(Ref(k1,-8)-k2,2)+
Power(Ref(k1,-9)-k2,2)+
Power(Ref(k1,-10)-k2,2)+
Power(Ref(k1,-11)-k2,2)+
Power(Ref(k1,-13)-k2,2)+
Power(Ref(k1,-13)-k2,2)+
Power(Ref(k1,-14)-k2,2)+
Power(Ref(k1,-15)-k2,2)+
Power(Ref(k1,-16)-k2,2)+
Power(Ref(k1,-17)-k2,2)+
Power(Ref(k1,-18)-k2,2)+
Power(Ref(k1,-19)-k2,2));
k4:=k2+(2*(Sqrt(k3)/20));
k5:=k2-(2*(Sqrt(k3)/20));
k5;k4;k2;
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