Re: Volatility Measurements

["Peter Gibson" <Peter_Gibson@xxxxxxxxxxxxxx>]

Thanks Omega Man.  My reply to David Powell was in error - thanks for the
clarification.

 -----Original Message-----
From: The Omega Man <editorial@xxxxxxxxxxxxx>
To: David Powell <dwpowell@xxxxxxxxxxxxxxxx>; omega-list@xxxxxxxxxx
<omega-list@xxxxxxxxxx>
Date: October 6, 1998 3:48 AM
Subject: Re: Volatility Measurements


>
>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}
>
>
>
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>