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Found this while cleaning up old files...FWIW
{Band Width Indicator: created by John Bollinger, of the Bollinger band and
Bollinger Capital Management fame, as presented by John Forman in the
NOv.1994 issue of "Technical Analysis of Stocks and Commodities".
Idea: BWI is a measure of a tradeable's ability/tendency to trend. It is
faster than an ADX, in that it will move earlier and reset itself earlier
too. When the BWI is low, there is low, there isn't any trend...When it has
a positive slope, there is a trend.
----------------------------------------------------------------------------
---------------}
{User Function: BWI}
Inputs: Len (Numeric),Stdev1(Numeric),Stdev2(Numeric);
Vars: Upper(0),Lower(0),Avg(0);
Upper=BollingerBand(Close,Len,Stdev1);
Lower=BollingerBand(Close,Len,Stdev2);
Avg=Xaverage(Close,Len);
Bwi=(Upper-Lower)/Avg;
----- Original Message -----
From: "Piranhas R Us" <piranhasrus@xxxxxxxxx>
To: "Piranhas R Us" <piranhasrus@xxxxxxxxx>; "Omega" <omega-list@xxxxxxxxxx>
Sent: Sunday, February 11, 2001 7:48 AM
Subject: Re: System code problem
> OK. Foun the problems.
>
> This one verifies.
>
> {Written by Price Headley in Futures February 2001}
> If c>Average(c, 20) and (Close
> Data2)[1]<BollingerBand(c, 21, -1.5)[1] and (close
> data2)>BollingerBand(2,21,-1.5) then buy;
> If BarsSinceEntry=12 or (BarsSinceEntry=5 and
> PositionProfit <0) or close of
> Data2>BollingerBand(c,21,1.5) then Exitlong;
> If c<Average(c, 20) and (Close Data2)[1] >
> BollingerBand(c,21,1.5)[1] and (close
> Data2)<BollingerBand(c,21,1.5) then Sell;
> If BarsSinceEntry=12 or (BarsSinceEntry=5 and
> PositionProfit<0) or Close of
> Data2<BollingerBand(c,21,-1.5) Then Exitshort;
>
>
>
>
>
>
>
>
>
>
>
>
>
> --- Piranhas R Us <piranhasrus@xxxxxxxxx> wrote:
> > In the Feb issue of Futures, Price Headley wrote an
> > article showing the performance of a system. The
> > code
> > he provided does not verify. Could someone pont out
> > where the problem is, please? Thank you.
> >
> > {Written by Price Headley in Futures February 2001}
> > If c>Average(c, 20) and Close of
> > Data2[1]<BollingerBand(c, 21, -1.5)[1] and close of
> > data2>BollingerBand(2,21,-1.5);
> > If BarsSinceEntry=12 or (BarsSinceEntry=5 and
> > PositionProfit <0) or close of
> > Data2>BollingerBand(c,21,1.5) then Exitlong;
> > If c<Average(c, 20) and close of Data2[1] >
> > BollingerBand(c,21,1.5)[1] and close of
> > Data2<BollingerBand(c,21,1.5);
> > If BarsSinceEntry=12 or (BarsSinceEntry=5 and
> > PositionProfit<0) or Close of
> > Data2<BollingerBand(c,21,-1.5);
> >
> >
> >
> >
> > =====
> > Julian
> >
>
>
> =====
> Julian
>
>
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