Gnarly, dude!
This thread appears somewhat like a brain storming session where new ideas will be introduced , tested and implemented.
Lets see where this goes.
Improved Bollinger Bands indior.
Inside this remark PipMeUp discusses issues with the typical execution of the Bands indior.
His objections are:
1) The amount of samples for the deviation must be typically much bigger than the one for the MA. This implementation allows this, as the amounts can be specified by you separately.
2) The lag of the simple moving average is half of its period. If we subtract the moving average at position [I] in the price at Nighttime [I] to obtain the standard deviation from another measure, we're making a mistake, because the moving average due to the lag corresponds to the price half a period past. So what one should do would be to subtract the moving average at position [I] in the price [I MA_period/two]. This is fixed here.
Https://www.nigeriaforextrading.com/...1444469796.mq4
The Typical tricks (mixing two timeframes to exchange pullbacks):
This ought to work particularly well on the range bar chart, likely comparable on the Renko etc..Originally Posted by ;
k
Hey K,Originally Posted by ;
Are you able to explain this a little more - looks very intriguing and I'd love to examine it with my ZZBB technique.
Cheers
V