The problem is in the end of your email. It's to slow. Solution is a STDEV where I can have a variable period. Like the one I got from Treliff. Works fine ...
Regards, Ton. ----- Original Message ----- From: Mike To: [email protected] Sent: Friday, April 11, 2008 10:25 PM Subject: [amibroker] Re: Bollinger Band with variable period in AFL What about adding a loop surrounding the call and calculating the period on a bar by bar basis? Then take the resulting bar value from BBandTop and stick it in your own array so as not to clobber the previous values. Something along the lines of: for (bar = 0; bar < BarCount; bar++) { period = ... // dynamic calculation top = BBandTop( Close, period, 2); myarray[i] = top[i]; } It's quite slow. But, I believe that it will do what you want. Mike --- 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. > > > > > > ------------------------------------ > > > > 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 > > > > >
