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--- Jose <josesilva22@xxxxxxxxx> wrote:
>
>
"(bbandtop(mp(),peri,s,2)-bbandbot(mp(),peri,s,2)/mov(mp(),peri,s)"
>
> A bollinger-volatility EMA has some merit.
> The volatility component is smoother, but it's not
> normalized to
> 0~100% as it stands:
>
thanks jose,
forgive me ignorance but i still think that dividing
the stdev reading by the closing value does, in some
way normalize the reading....
also it is, i beleive, possible to use the ADX reading
as a "bounded" substitute to standard deviation, let
me know
> ---8<------------------------------
> pds:=Input("BBand periods",2,252,10);
> x:=C;
>
Volatility:=(BBandTop(x,pds,S,2)-BBandBot(x,pds,S,2))/Mov(x,pds,S)
> *100;
> Volatility
> ---8<------------------------------
>
> I'll post some code on it soon anyway.
>
>
> "why not normalize atr(n) ? (like
> atr(peri)/mov(mp(),peri,s)"
>
> Here, there doesn't seem to be any advantage over
> the original
> volatility code, and it's not normalized to 0~100%:
>
yes you are right....
> >
> "better idea (?):> creat a MA based on (using only)
> high atr(peri)
> reading..."
>
> You'll have to post some MS code example before I
> can understand this.
>
> what i meant :
the same way that roy's weekly compression code
uses only the friday close in his sma one could
slithly modify the code to only take "high atr" days
into the calculation, this is my attempt to calculate
it but unfortunatl it doesn't seem to work...{line "A"
would be the criteria}
{Weekly SMA - Close}
{Copyright© 2003 Roy Larsen}
{rlarsen@xxxxxxxxxxxxxx}
{use on daily charts}
> D:=Input("days",6,50,20);
G:=Input("atr sample",0,99,20);
I:=Input("0=SMA 1=EMA",0,1,0);
A:=(atr(1)/c)>0.01;
Q:=2/(D+1);
J:=If(A,1,If(Alert(A,2)=0,2,0));
K:=ValueWhen(1,J,If(J=1,C,Ref(C,-1)));
M:=(Cum(If(J,K,0))-ValueWhen(D+1,J,Cum(If(J,K,0))))/D;
M;
>
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