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Notice also (further down on your reference) that "sigma bands
are based on 250 days, or one trading year. " That
smoothes out the curves. Here's my amateur shot at it, but I don't
think this is it either.
/* SIGMA?
BANDS */
TL =
EMA(C,250);//
Trendline
Diff = (C -
TL)*100/
TL;//
Price percent difference
OS =
StDev(Diff,250);//
Offset
Plot(TL,"",colorBrown,styleLine);
Plot(TL+OS,"",colorGreen,styleLine);
Plot(TL-OS,"",colorGreen,styleLine);
Plot(TL+OS*2,"",colorBlue,styleLine);
Plot(TL-OS*2,"",colorBlue,styleLine);
Plot(TL+OS*3,"",colorIndigo,styleLine);
Plot(TL-OS*3,"",colorIndigo,styleLine);
Plot(C,"",colorBlack,styleLine);
HHP
====================
At 01:22 PM 11/02/2004, you wrote:
Indeed, Harvey. I tried calculating
something like STDEV(MA(C,100)/Ref(MA(C,100),-100),100) and adding
it to MA(C,100) [the 'trend'], but got hopelessly confused. Hence my
original question.
Can anyone help?
Steve
----- Original Message -----
From: HarveyHP
To:
amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, February 11, 2004 8:37 PM
Subject: Re: [amibroker] Re: Sigma Bands
Read the text in the reference you quoted: "The three lines above and below this trendline are the 1, 2 and 3 standard deviations of the percent change of the actual data from the trendline." This is different from Bollinger Bands.
HHP
================
At 11:47 AM 11/02/2004, you wrote:
Bill,
You may well be right, but the curves don't look anything like BB curves.
Are you suggesting something different which I don't understand?
Steve
----- Original Message -----
From: "billbarack" <wbarack@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, February 11, 2004 3:43 PM
Subject: [amibroker] Re: Sigma Bands
> Steve,
> The sigma bands are nothing but standard deviations above and below
> the price action. One way to do this is with bollinger bands. Try
> this: Make a custom indicator with price and 3 BBandTop functions at
> 1, 2 and 3 standard deviations. Then do the same with the BBandBot
> AFL function. I think you will find this to be what you want.
>
> Ask if you run into any difficulties.
>
> Bill
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Steve Almond" <steve2@xxxx> wrote:
> > Has anyone managed to write the AFL code for Sigma bands? It seemed
> simple, but was beyond me...
> > Here is a reference: http://www.forextrm.com/faq.htm and a picture:
>
>
>
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