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I was wondering if anyone has a bollinger band scan that searches
for a tight band range -- I've seen a scan from the AFL library but
one of the parameters is that it looks for a tight range with a
recent penetration of one of the bands along with a recent widening
of the bands. I'd like a scan that finds a tight range and ignoring
the widening criteria; most of the candidates from this scan look
like great trades but the signal comes a little later than I would
like.
Here is the formula: Where does it state that it is looking for a
widening of the bands? I've been scratching my head all morning
Band= (BBandTop( C, 20, 2 ) - BBandBot( C, 20, 2)) / MA(Close, 20 )
* 100;
B= ((Close - BBandBot( Close, 20, 2 )) / (BBandTop( Close, 20, 2 ) -
BBandBot(
Close, 20, 2 ))) * 100;
Buy = band < 15 AND b > 95 AND MFI(10) > 60 AND V>275000;
Sell = Cross(Close,SAR(0.01,0.2));
Short = band < 15 AND b < 5 AND MFI(10) < 40;
Cover = Cross(SAR(0.01,0.2), Close);
Filter = (band < 15 AND b > 95 AND MFI(10) > 60) OR (band < 15 AND
b < 5 AND
MFI(10) < 40);
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