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Is it possible to write a afl formula for scanning for stocks with
standard deviations < 1% of Close??
regards Daniel
--- In amibroker@xxxxxxxxxxxxxxx, "Eugene" <eugenecpinto@xxxx> wrote:
> --- In amibroker@xxxxxxxxxxxxxxx, "traderix2003" <d.adam@xxxx>
wrote:
> > Hi,
> >
> > I would like to scan for futures that have an extreme low
> > volatility,when the bollinger bands are very narrow ("the
squeeze").
> > The formula for scanning could refer to the BB width indicator:
> >
> > b = (BBandTop(C,20,2)-BBandBot(C,20,2))/MA(C,20);
> > Plot(b,"Band Width",5,5);
> > GraphXSpace=5;
> >
> > Or any better idea??
> >
> > Thxs for your help
> >
> > Daniel
>
> An easier way would be to calculate the standard deviation. I have
> found that when standard deviation is less than a 1% of
Close....you
> have consolidation
>
> Hope that helps
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