[tech-spec] Re: BB()
- From: BBands <BBands@xxxxxxxxxxxxxxxxxx>
- To: "'tech-spec@xxxxxxxxxxxxx'" <tech-spec@xxxxxxxxxxxxx>
- Date: Thu, 3 Mar 2005 07:29:15 -0800
Missed first time around:
> -----Original Message-----
> From: Vincent C. Fulco [mailto:vfulco@xxxxxxxxxxxxx]
> Sent: Monday, October 25, 2004 4:08 PM
> To: BBands
> Subject: BB()
>
>
> John-
>
> The new BB() function worked perfectly for me and was very
> fast. As for
> the layout, crisp and great colors. Took a little tweaking to get
> running (on Windows machine) but that's only because I am
> still getting
> up to speed (i.e. changing working directories, etc). It would be
> helpful to have definitions for normalized volume and
> bandwith but that isn't related to R.
In Trade, a language of my own devising:
Where x is a time series:
Normalized Volume = volume(x) / average(volume(x), 50, simple) * 100
BandWidth = (upperBB(close(x), 20, 2) - lowerBB(close(x), 20, 2)) /
midBB(close(x), 20) * 100
The numerically quick will note that BandWidth as specified is four times
the coefficient of variation.
> Tomorrow, will wrestle with Mandrake Linux machine and get
> running there too.
How did that go?
> Best,
>
> Vince Fulco
jab
--
www.BollingerBands.com
Other related posts:
