0002ct 
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Thursday, November 19, 2015 
Wednesday, January 17, 2018 10:13:47 AM 
316 [0.11% of all post / 0.40 posts per day] 

Hello. I'm intrigued by this. What is this doing, please? Is this projecting a bollinger line forward?

Thanks much; it's been pretty good! I'll loop back if after thinking over this problem it remain unclear. Thanks again, Bruce.

Thanks, Bruce. I just wondered if this had ever popped up that you could recall. Thanks again; hope you're having a good week so far.

Hello.
Has anyone calculated confidence intervals in a formula? A forum search yields nothing. Alterantely, is there an indicator that works similarly, statistically speaking?
No need to try to construct this; just curious to see what might be out there that I'm missing.
Thank you very much.

Thank you, Bruce. I'm going to test this in a variety of ways. It definitely produces a transformed view of tendency. Thanks again for attacking the problem.

Oh, that's an interesting way to think about it. I'm interested in making use of this. Help me understand the output as added to a colum. Is the output an average still?
That's an impressive attempt, btw.

Hi, Bruce. Thanks very much. For now, I think finding the far ends (MaxH, MinL) seems to address price fluctuation for how I would like to measure it.

Hello.
I'm looking for a variation of an idea I have worked with in the past.
Let's say I am evaluating price over an aribitrary period of 100 bars. Over those 100 bars, I would like to get an average interval (in bars) of the price's fluctuation at a standard deviation of 1.25. That is, I would like to output the average number of bars over the sample period that it took to fluctuate up or down the 1.25 SD.
Is an additional period needed for calcuating the SD, similar to how BB uses a 20period default? I assume so, but am not certain. In my mind, it looks like we're headed toward dividing the base period by a BB touch/cross count, but I'd like to clarify first.
Thank you very much.

Thank you, Bruce.

Well, that's wildly simple.
Seeing myself out, thanks.

