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You should have these two elas already in your functions as a Read-Only
files.
{ *** Study : BollingerBand Last Edit : 7/7/95
Provided By : Omega Research, Inc. (c) Copyright 1995 ***}
Inputs: Price(NumericSeries), Length(NumericSimple), SDev(NumericSimple) ;
BollingerBand = Average(Price,Length) + (SDev * StdDev(Price,Length)) ;
{ *** Study : StdDev Last Edit : 7/7/95
Provided By : Omega Research, Inc. (c) Copyright 1995 ***}
inputs : Price(NumericSeries),Length(NumericSimple);
vars : SumSqr(0),Avg(0),Counter(0);
if Length <> 0
then begin
Avg = Average(Price,Length);
SumSqr = 0;
for counter = 0 to Length - 1
begin
SumSqr = SumSqr + (Price[counter]-Avg) * (Price[counter]-Avg);
end;
StdDev = SquareRoot(SumSqr / Length);
end
else
StdDev = 0;
-----Original Message-----
From: Frank Zappa <omegalist2001@xxxxxxxxx>
To: Omega List <omega-list@xxxxxxxxxx>
Date: Wednesday, February 21, 2001 6:14 PM
Subject: help b-bands
>Could someone please post the basic ela code for the
>bollinger band study.
>
>In advance, thanks.
>
>Frank
>
>
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