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WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
EMA - Bollinger Band Volatility Adjusted for Metastock
Bollinger Band volatility-adjusted, dynamic-period EMA with multiple output choices
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Indicator / Formula
{ Bollinger Band volatility-adjusted, dynamic-period EMA v1.1 } { Positive sensitivity: EMA periodicity shortens on high BB volatility - increases on low BB volatility } { Negative sensitivity: EMA periodicity shortens on low BB volatility - increases on high BB volatility } { [1]EMA: BB volatility-adjusted EMA } { [2]Dyn periods: EMA periodicity used } { [3]BB vlty: BB volatility 0~100% } { [4]Signals: EMA/price crossover signals } { ©Copyright 2004 Jose Silva } { http://www.metastocktools.com } pds:=Input("EMA avg periods",1,2520,21); sens:=Input("BB volatility sensitivity (+100 to -100)%",-100,100,75)/100; pdsVlty:=Input("BB volatility sampling periods", 2,2520,126); pdsBB:=Input("Bollinger Band periods", 2,2520,10); x:=Input("[1]Open [2]High [3]Low [4]Close [5]Vol [6]P",1,6,4); plot:=Input("[1]EMA, [2]Dyn periods, [3]BB vlty, [4]Signals",1,4,1); x:=If(x=1,O,If(x=2,H,If(x=3,L,If(x=5,V,If(x=6,P,C))))); y:=(BBandTop(x,pdsBB,S,2)-BBandBot(x,pdsBB,S,2)) /Mov(x,pdsBB,S); BBvlty:=(y-LLV(y,pdsVlty))/(HHV(y,pdsVlty) -LLV(y,pdsVlty)+.000001); multi:=If(BBvlty<=.5, 10*Power(BBvlty,3.4739)+.1, 10*Power(BBvlty,3.32)+.000001); multi:=If(sens>0,1/multi,multi); multi:=If(multi<1,1-(1-multi)*Abs(sens), (multi-1)*Abs(sens)+1); pds:=pds*multi; pds:=If(pds>Cum(IsDefined(x))-(pdsVlty+pdsBB), Cum(IsDefined(x))-(pdsVlty+pdsBB),pds); pds:=If(pds<1,1,pds); BBema:=x*2/(pds+1)+PREV*(1-2/(pds+1)); signals:=Cross(x,BBema)-Cross(BBema,x); If(plot=2,pds,If(plot=3,BBvlty*100, If(plot=4,signals,BBema)))
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