fxcodebase-backup
Volatility Band
Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=59444
Forum: 17 · Topic 59444 · 4 post(s)
Volatility Band
Apprentice · Tue Sep 10, 2013 5:33 am
As described by Sylvain Vervoort’s article “Within The Volatility Band.”
My modification regarding Band_Adjust parameter.
The indicator was revised and updated
Re: Volatility Band
Patrick Sweet · Wed Sep 11, 2013 3:47 am
Hi and thanks!
As usual, I like your mod.adjustments! Veervort has tightened BBs a bit. A
I am wondering: In a paper by a math prof (see link) http://www.math.ucsd.edu/~politis/PAPER/VolBandsJTA.pdf GEOMEAN is used for constructing VolBands. The math looks good as do the bands. The type of moving average impacts the results. Also, in that paper, he introduces q and Q (periods and bias) as parameters.
- Could you modify your Volbands Mod.lua to include multiple methods for calculating averages, especially GEOMEAN…? and/or
- If possible, could you create a VolBand based on q and Q as in the paper above or some variation of these two alternatives? I do not know which is most effective.
Patrick
Re: Volatility Band
Alexander.Gettinger · Mon Sep 30, 2013 10:02 am
MQL4 version of Volatility Band indicators: viewtopic.php?f=38&t=59600.
Re: Volatility Band
Apprentice · Thu Jun 22, 2017 6:33 am
The indicator was revised and updated.