Thanks Bill. See my answer to Treliff ...
Regards, Ton.
----- Original Message -----
From: wavemechanic
To: amibroker@yahoogroups.com
Sent: Friday, April 11, 2008 11:30 PM
Subject: Re: [amibroker] Bollinger Band with variable period in AFL
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: amibroker@yahoogroups.com
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: amibroker@yahoogroups.com
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: <amibroker@yahoogroups.com>
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.
>
>
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