Re: [amibroker] Developing a Bands System Using Moving Trends

[uenal.mutlu@xxxxxxxxxxx]

Hi Steve,
I used the TSF (time series forecast) function:

/*
   Moving Trend Bands (MTB)  [experimental]
   Written 030408We by uenal.mutlu@xxxxxxxxxxx 
   Similar to Bollinger Bands, maybe better?
*/
// mid = LinearReg(C, Prefs(4));
   mid = TSF(C, Prefs(4));

   sd  = StDev(mid, Prefs(4));
   top = mid + 1 * sd;  // check 1
   bot = mid - 1 * sd;

   Plot(C, "Moving Trend Bands (MTB)   C",
     colorBlack, 1 + 8);
// Plot(mid,  "mid", colorRed, 1);
   Plot(top,  "top", colorWhite, 1);
   Plot(bot,  "bot", colorWhite, 1);

See also http://www.amibroker.com/library/detail.php?id=266 
UM


----- Original Message ----- 
From: "Steve Karnish" <kernish@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, April 08, 2003 7:23 PM
Subject: Re: [amibroker] Developing a Bands System Using Moving Trends


> 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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