布林通道寬度跨頻率計算

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最後發表 fredchang 2025 三月 04

fredchang 發文於 2025/02/25

小幫手您好，
關於布林通道寬度跨頻率計算下列程式，跨 15 分鐘，bbandwidth / mid / ema 數值有誤該如何修正

up = bollingerband(GetField("Close","15"), Length, UpperBand);

down = bollingerband(GetField("Close","15"), Length, -1 * LowerBand);

mid = (up + down) / 2;

bbandwidth = BollingerBandWidth(GetField("Close","15"),Length,UpperBand,LowerBand);

ema = XAverage(bbandwidth, EMALength);

value2 = mid - mid[1];

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虎科大許教授發文於 2025/02/25

(1)假設你是1分鐘跨15分鐘，mid[1]是前一分鐘的15分mid，而非前15分鐘的mid。若要計算前15分鐘的mid，可做如下處理：

var: bbandwidth(0),ema15(0);

var: up(0),down(0),mid(0);

var: up1(0),down1(0),mid1(0);

up1 = bollingerband(GetField("Close","15")[1], Length, UpperBand);

down1 = bollingerband(GetField("Close","15")[1], Length, -1 * LowerBand);

mid1 = (up1 + down1) / 2;

value2 = mid - mid1;

(2)bbandwidth的算法沒有問題。若要抓前一期，與(1)的處理邏輯相同。

(3)由於你又要計算bbandwidth的指數平均，建議EMA以下面的方式處理：

ema15=xfMin_XAverage("15",BollingerBandWidth(GetField("Close","15"),Length,UpperBand,LowerBand),EMALength);

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虎科大許教授發文於 2025/02/26

若寫成指標腳本，以台積電為例，可看出結果顯示1分鐘頻率抓的15分鐘數值與15分鐘頻率抓的數值是一樣的。

input: Length(20);
input: UpperBand(2);
input: LowerBand(2);
input: EMALength(5);
var: bbandwidth(0),ema15(0);
var: up(0),down(0),mid(0);
var: up1(0),down1(0),mid1(0);
up = bollingerband(GetField("Close","15"), Length, UpperBand);
down = bollingerband(GetField("Close","15"), Length, -1 * LowerBand);
mid = (up + down) / 2;
up1 = bollingerband(GetField("Close","15")[1], Length, UpperBand);
down1 = bollingerband(GetField("Close","15")[1], Length, -1 * LowerBand);
mid1 = (up1 + down1) / 2;
bbandwidth = BollingerBandWidth(GetField("Close","15"),Length,UpperBand,LowerBand);
ema15=xfMin_XAverage("15",BollingerBandWidth(GetField("Close","15"),Length,UpperBand,LowerBand),EMALength);
plot1(mid,"mid");
plot2(mid1,"mid1");
plot3(bbandwidth,"bbandwidth");
plot4(ema15,"ema15");