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[amibroker] I need a simple help...



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The 
example was for 250 days, Steve.
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class=619405021-11022004>-----
Note: You have probably noticed that 
the charts for sigma bands and signal bands are very similar. This is because 
signal bands are actually sigma bands of shorter duration. They are based on a 
preset control parameter. For signal bands the control parameter is 21 periods, 
for sigma bands the parameter is set to 250 periods. So for daily data signal 
bands are based on 21 days, or one trading month, and sigma bands are based on 
250 days, or one trading year. 
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Based 
on a quick look at chart 9, I'd agree that the sigma bands must be based on the 
last value of stddev from a extended centered 250SMA. [Note that the use 
Hurst CSMAs in much of their work.
Maybe 
we can get Dimitri to extrapolate the SMA 8>)
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<FONT face=Arial color=#0000ff 
size=2>Bob
 

  <FONT face=Tahoma 
  size=2>-----Original Message-----From: Steve Almond 
  [mailto:steve2@xxxxxxxxxxxxxxxxxxxx]Sent: Wednesday, February 11, 
  2004 1:35 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: 
  [amibroker] Sigma Bands
  sjaak,
   
  This is close, but not the same. I read (somewhere, whilst searching 
  Sigma bands) that the 'trend' may be a centred moving average. That would seem 
  to make more sense, but I don't know what happens at the end when the centred 
  MA finishes. 



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