Ultimate Algorithmic Trading System

Sub BollingerBand(dataList, length, numDevs, avg, upBand, dnBand,
index, offset)
Sub BollingerBand(dataList, length, numDevs, avg, upBand,
dnBand, index, offset)
Dim i As Integer
Dim sum, sum1, myDev As Double
For i = (index - offset) - (length - 1) To (index - offset)
sum = sum + dataList(i)
sum1 = sum1 + dataList(i) ^ 2
Next i
avg = sum / length
myDev = ((length * sum1 - sum ^ 2) / (length * (length - 1))) ^ 0.5
306
upBand = avg + myDev * numDevs
dnBand = avg - myDev * numDevs
EXCEL SYSTEM BACKTESTER
End Sub
Function Average(dataList, length, index, offset)
Function Average(dataList, length, index, offset)
Dim i As Integer
Dim sum, sum1, myDev As Double
For i = (index - offset) - (length - 1) To index - offset
sum = sum + dataList(i)
Next i
Average = sum / length
End Function
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