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Correlated trading pairs
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Correlated trading pairs

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Correlated trading pairs

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Bollinger looks for these bottoms where the second low is lower than the first, but holds above the lower band. Trading: Ago. 1 Correlated trading pairs 88.

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Correlated trading pairs


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manual bollinger bands data("x") get data object period20 Bollinger Band period width 2 Bollinger Band width aclose(x) a is the array of closing prices middlesma(a,period) middle is the array of simple moving averages using period stdarray(0) initialize the array of standard deviation, used to store the standard deviation values i0 i is the iterator index populate the standard deviation array iterate(length(a)-period1) repeat the block as many times as there are elements in the array correlated trading pairs the (period - 1) sum 0 temporary sum variable initialized to zero to be used for the standard deviation function ji j is iterator index for the nested loop, for current step, initialize to current value of i iterate(period) repeat nested loop period number of times, used to calculate the standard deviation sum sum pow(middle[iperiod-1]-a[j],2) moving standard deviation correlated trading pairs jj1 increment the nested loop iterator index end() nested loop block ends here std[iperiod-1] sqrt(sumperiod) update the current standard deviation value with the square root correlated trading pairs the final sum of the current index divided by the period ii1 increment the main loop iterator index end() main loop block ends here upper middlewidthstd correlated trading pairs the standard deviation and the middle band, calculate the upper band lower middle -widthstd using the standard deviation and the middle band, calculate the lower band plotUpper plot(upper,"upper","line","ff0000") upper band plot line in red plotLower plot(lower,"lower","line","00ff00") lower band plot line correlated trading pairs green plotMiddle plot(middle,"middle","line","0000ff") middle band plot line in blue pchart(plotUpper, plotMiddle, plotLower) display the calculated bands on correlated trading pairs price chart Plotting On Balance Volume using BBScript iterations.

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