Ton, function SD_pop below is similar to AFL StDev and can handle
variable periods.
function SD_pop(input,n)
{ return sqrt( (n*Sum(input^2,n)-(Sum(input,n))^2) / n^2 ); }
-treliff
--- In [email protected], "Ton Sieverding"
<[EMAIL PROTECTED]> wrote:
>
> 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.
> >
> >
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