| trendscanner 265 posts
 msg #86938
 - Ignore trendscanner
 | 1/24/2010 8:58:39 PM 
 I'm trying to find stocks with a certain maximum ratio between the difference between the maximum Bollinger Band width over a past period and the minimum Bollinger Band width during that same period. I tried the approach below with no success.
 
 Any ideas how to code something like this? This is what I tried that didn't work.
 
 set{diff, upper Bollinger band(20,2) - lower bollinger band(20,2)}
 set{diffmax, high 12 month high diff}
 set{diffmin, low 12 month low diff}
 ratio{diffmax / diffmin}
 ratio < 5
 
 thanks
 
 
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| chetron 2,817 posts
 msg #86943
 - Ignore chetron
 modified
 | 1/24/2010 9:18:32 PM 
 MAYBE...
 
 
 
 
 
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| trendscanner 265 posts
 msg #86944
 - Ignore trendscanner
 | 1/24/2010 9:32:12 PM 
 Thanks Chetron. Using your suggestions and fidddling with it, the version below seems to get at what I was looking for
 
 
 
 
 
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| chetron 2,817 posts
 msg #86946
 - Ignore chetron
 | 1/24/2010 9:37:29 PM 
 I CHANGED THE MONTHLY THING TO AN EQUIVELANT DAILY THING.
 
 
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| trendscanner 265 posts
 msg #86947
 - Ignore trendscanner
 | 1/24/2010 9:43:28 PM 
 Yes, thanks, I think the daily approach works better. This is my basic working version now
 
 
 
 
 
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