Welcome. FYI: key is to custom-code any static-period indicator by using variable-period ones already available in AFL. Always faster than looping. AFAIK the var-period ones are MA, WMA, DEMA, TEMA, REF, SUM, HHV, LLV, HHVBars and LLVBars.
-treliff --- In [email protected], "Ton Sieverding" <[EMAIL PROTECTED]> wrote: > > Thanks Treliff. Works fine indeed ... > > Regards, Ton. > > ----- Original Message ----- > From: treliff > To: [email protected] > Sent: Saturday, April 12, 2008 5:22 AM > Subject: [amibroker] Re: Bollinger Band with variable period in AFL > > > 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" > <ton.sieverding@> 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" <ton.sieverding@> > > 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 > > > > > > > > >
