Re: Volatility Measurements

["The Omega Man" <editorial@xxxxxxxxxxxxx>]

You need a length in the BollingerBand function for the standard deviation
calculation.  In other words, a standard deviation over how many bars?
There are 3 inputs to the BB function:

BollingerBand(PRICE,LENGTH,SDEV)


So I think that what you want, for Plot1 for example, is:

BollingerBand(Vidya(Length,Smooth),StdDevLn,StdDevUp)


where StdDevLn is the length over which you'd like the standard deviation
calculated.  (Try 9 or 10 bars.)



Good trading,

The Omega Man


All the world's a stage




-----Original Message-----
From: David Powell <dwpowell@xxxxxxxxxxxxxxxx>
To: omega-list@xxxxxxxxxx <omega-list@xxxxxxxxxx>
Date: Monday, October 05, 1998 6:42 PM
Subject: Volatility Measurements


I am trying to come up with a choppy vs. trend measurement.
One of my rabbit trails has me trying to put Bollinger Bands on a VIDYA.
I figure when they blow up, the market is beginning a trend and when
they contract, the market is beginning a congestion.  The problem is I
can't get the code (see below) to verify.
Any help would be greatly appreciated.  If anyone has a better idea,
please, I'd love to hear it . . . my mind is turning to mush.
-David
{Indicator}
Inputs: Length(34),Smooth(13),StdDevUp(2),StdDevDn(-2);

Plot1(BollingerBand(Vidya(Length,Smooth),StdDevUp),"BollTop");
Plot2(BollingerBand(Vidya(Length,Smooth),StdDevDn),"BollBot");
{I have Vidya as a function}