When I drop the built-in Bollingers Bands on to an indicator and set the Apply to the First Indicator's Data I get the correct results. (see first two images)
Now when I try to program the BB and the underlying 'price' in one indicator to mimic the results of dropping the BB on the indicator in the chart I get very different results.
as you can see in the bottom part of the image the Red Dash line is the underlying 'price' and when I compare its values it is the say as in the upper part of the image. Now the BB upper/lower bands in the bottom image are totally different in shape and in values to the dropped BB above it.
Here are the two indicators and again what I am trying to do is add the LaguerreFilter to the code of the bollinger bands code and have it mimic the shape and values as if I dropped the built-in BB on the LaguerreFilter.
What I think is causing my problem is;
the BB references the close in the calculation but I am not sure what the built-in BB uses when it is dropped on an indicator and the price is set to 'First Indicator'
Any help is greatly appreciated.
Thank you for your Time
I finally realized that I can just use iBandsOnArray and achieve the results I am looking for.