ПОЛОСЫ БОЛИНДЖЕРА ОТ ДЕННИСА МАКНИЧЕЛА

Type : Indicator, Name : Better Bollinger Bands

inputs:
lookback(20),
mult(2);

vars:
alpha(0),
mt(0),
ut(0),
dt(0),
mt2(0),
ut2(0),
dt2(0),
but(0),
blt(0);

alpha = 2 / (lookback + 1);
mt = alpha * close + (1 — alpha) * mt;
ut = alpha * mt + (1 — alpha) * ut;
dt = ((2 — alpha) * mt — ut) / (1 — alpha);
mt2 = alpha * absvalue(close — dt) + (1 — alpha) * mt2;
ut2 = alpha * mt2 + (1 — alpha) * ut2;
dt2 = ((2 — alpha) * mt2 — ut2) / (1 — alpha);
but = dt + mult * dt2;
blt = dt — mult * dt2;
plot1(dt,»CenterB»);
plot2(but,»UpperB»);
plot3(blt,»LowerB»);