Bollinger Bandwith Delta
Posted: Sat Mar 30, 2019 11:13 amFormulas:
BBD[i] = 100*(Bandwidth[i]-Bandwidth[i-Delta_Length+1])/Bandwidth[i-Delta_Length+1], if Percentage,
BBD[i] = Bandwidth[i]-Bandwidth[i-Delta_Length+1], if not Percentage, where
Bandwidth = 2*Deviation*StdDev/MA,
StdDev - Standard Deviation(Price) with [Length] number of periods,
MA = MVA(Price) with [Length] number of periods.
Download:
BBD[i] = 100*(Bandwidth[i]-Bandwidth[i-Delta_Length+1])/Bandwidth[i-Delta_Length+1], if Percentage,
BBD[i] = Bandwidth[i]-Bandwidth[i-Delta_Length+1], if not Percentage, where
Bandwidth = 2*Deviation*StdDev/MA,
StdDev - Standard Deviation(Price) with [Length] number of periods,
MA = MVA(Price) with [Length] number of periods.
Download:
Bollinger Bandwith Delta_JS.jsl- (2.7 KiB) Downloaded 404 times