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UM,
Standard Error Bands accomplish this (if you are willing to accept an
"x"-period linear regression as the definition of a moving trend).
Take care,
Steve
----- Original Message -----
From: <uenal.mutlu@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, April 08, 2003 11:09 AM
Subject: [amibroker] Developing a Bands System Using Moving Trends
> The article "The Moving Trend" of William Rafter in
> TASC 1/2003 p.38 where he shows that the so
> called Moving Trend values fit better than the usual
> Moving Avarages caught my attention.
> On page 87 there is also the code of MT for AmiBroker
> MT = LinearReg(C, 20); // 20 day Moving Trend
> Ie. MT is simply a Moving Linear Regression.
>
> Inspired by this, I wonder if it would be possible to
> develop a bands system similar to the Bollinger Bands
> (ie. using standard deviations) which internally uses
> Moving Trends instead of the usual MA, EMA etc.
> Any thoughts on this welcome.
>
> UM
>
>
>
>
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