Using the adaptive moving average in the standard deviation formula produces an "adaptive" standard deviation for the specified period. If you have a way to make the period for the standard deviation adaptive you can code the standard deviation with this modification instead of using the canned AB formulation. Or I guess you could loop through the periods and evaluate the adaptive moving average Bollinger Band output by some metric(s).
Bill ----- Original Message ----- From: Ton Sieverding To: [email protected] Sent: Friday, April 11, 2008 3:18 PM Subject: Re: [amibroker] Bollinger Band with variable period in AFL That I understand Bill. And to get the adaptive MA is the easy part. But how do you get the adaptive standard deviation ? Impossible in AFL. <Periodes> in StDev() can not be an array ... Regards, Ton. ----- Original Message ----- From: wavemechanic To: [email protected] Sent: Friday, April 11, 2008 6:40 PM Subject: Re: [amibroker] Bollinger Band with variable period in AFL BB is just X standard deviations around a moving average. So, I suppose one way to go is to use an adaptive moving average (e.g., Kaufman's) to get an adaptive BB. Bill ----- Original Message ----- From: "amsiev" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Friday, April 11, 2008 5:35 AM Subject: [amibroker] Bollinger Band with variable period in AFL > AFL has BBandTop with following syntax : > BBandTop( ARRAY, periods = 15, width = 2 ) > > <Periods> must be numerical. As I want to get a dynamic BB I need an > array in periods. Any suggestions how to get this done ? > > Regards, Ton. > > > ------------------------------------ > > Please note that this group is for discussion between users only. > > To get support from AmiBroker please send an e-mail directly to > SUPPORT {at} amibroker.com > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > Yahoo! Groups Links > > > > > > -- > No virus found in this incoming message. > Checked by AVG. > Version: 7.5.519 / Virus Database: 269.22.12/1372 - Release Date: 4/10/2008 5:36 PM > > ------------------------------------------------------------------------------ No virus found in this incoming message. Checked by AVG. Version: 7.5.519 / Virus Database: 269.22.12/1372 - Release Date: 4/10/2008 5:36 PM
