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Hi Marco
> I would like to know if the "Weekly Bollinger Bands" that you've
> marvelously crafted are calculated using the Typical Price ( (H+L+C)/3 )
> for the SMA 20 (as John Bollinger suggests).
I used the CLOSE I think.
> If not, is it feasible ?
Typical Price, Mean Price, and Weighted Close are all possibilities. Change the last definition of
the "K" variable (where weekly CLOSE becomes weekly TP()) if you want to try one of the other
possibilities.
> Thanks in advance for your invaluable help,
No problem (except time).
Kind regards
Roy
{Weekly Bollinger Bands - SMA/TP}
{2005 Roy Larsen}
{use on daily charts with Jose Silva's
"Calendar Week counter"}
N:=Input("Weekly Bollinger Band Periods - SMA",1,30,20);
D:=Input("Standard Deviations",0,9,2);
F:=Input("End of Week, 5=Friday 6=Saturday 7=Sunday",5,7,5);
Q:=Input("Display Mode, 0=Static 1=Dynamic 2=Test",0,2,1);
{0=Update on Friday when possible}
{1=Update on each new bar}
{2=Update on first bar of new week}
G:=LastValue(Highest(Sum(DayOfWeek()=F,5))=5);
I:=Fml("Calendar Week counter");
I:=Abs(I-ValueWhen(2-G,1,I));M:=G+(I>0);
F:=G+(DayOfWeek()=F AND I=0);
A:=LastValue(Cum(1)-1)=Cum(1);
B:=ValueWhen(2,1,A);
J:=If(F,1,If(Alert(F,2)=0 AND M,2,0));
J:=If(A+LastValue(J)>2 OR B+(Q=1)=2,1,J);
J:=If(G,1,If(Q=2 OR Cum(J)<=1,M*2,J));
K:=ValueWhen(1,J,If(J=1,C,ValueWhen(2-G,1,C)));
K:=ValueWhen(1,K>0,K);
Hw:=HighestSince(1,M,H);
Hw:=ValueWhen(1,J,If(J=1,Hw,ValueWhen(2-G,1,Hw)));
Hw:=ValueWhen(1,Hw>0,Hw);
Lw:=LowestSince(1,M,L);
Lw:=ValueWhen(1,J,If(J=1,Lw,ValueWhen(2-G,1,Lw)));
Lw:=ValueWhen(1,Lw>0,Lw);
K:=(K+Hw+Lw)/3;
M:=(Cum(If(J,K,0))-ValueWhen(N+1,J,Cum(If(J,K,0))))/N;
N1:=LastValue((N>10)*10);
N2:=LastValue((N>20)*20);
X:=Power(M-ValueWhen(1,J,K),2)+
(N>1)*Power(M-ValueWhen(2,J,K),2)+
(N>2)*Power(M-ValueWhen(3,J,K),2)+
(N>3)*Power(M-ValueWhen(4,J,K),2)+
(N>4)*Power(M-ValueWhen(5,J,K),2)+
(N>5)*Power(M-ValueWhen(6,J,K),2)+
(N>6)*Power(M-ValueWhen(7,J,K),2)+
(N>7)*Power(M-ValueWhen(8,J,K),2)+
(N>8)*Power(M-ValueWhen(9,J,K),2)+
(N>9)*Power(M-ValueWhen(10,J,K),2)+
(N>10)*Power(M-ValueWhen(N1+1,J,K),2)+
(N>11)*Power(M-ValueWhen(N1+2,J,K),2)+
(N>12)*Power(M-ValueWhen(N1+3,J,K),2)+
(N>13)*Power(M-ValueWhen(N1+4,J,K),2)+
(N>14)*Power(M-ValueWhen(N1+5,J,K),2)+
(N>15)*Power(M-ValueWhen(N1+6,J,K),2)+
(N>16)*Power(M-ValueWhen(N1+7,J,K),2)+
(N>17)*Power(M-ValueWhen(N1+8,J,K),2)+
(N>18)*Power(M-ValueWhen(N1+9,J,K),2)+
(N>19)*Power(M-ValueWhen(N1+10,J,K),2)+
(N>20)*Power(M-ValueWhen(N2+1,J,K),2)+
(N>21)*Power(M-ValueWhen(N2+2,J,K),2)+
(N>22)*Power(M-ValueWhen(N2+3,J,K),2)+
(N>23)*Power(M-ValueWhen(N2+4,J,K),2)+
(N>24)*Power(M-ValueWhen(N2+5,J,K),2)+
(N>25)*Power(M-ValueWhen(N2+6,J,K),2)+
(N>26)*Power(M-ValueWhen(N2+7,J,K),2)+
(N>27)*Power(M-ValueWhen(N2+8,J,K),2)+
(N>28)*Power(M-ValueWhen(N2+9,J,K),2)+
(N>29)*Power(M-ValueWhen(N2+10,J,K),2);
Sd:=D*Sqrt(X/N);
M;{centre MA}
M+Sd;{top band}M-Sd;{bottom band}
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