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<FONT face=Arial color=#0000ff
size=2> Harvey,
I
don't understand why your bands, like Sjaak's, are below the
price.
In any
case, the trendline has to be a SMA because EMAs inflect at
every price crossing.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Bob
<FONT face=Tahoma
size=2>-----Original Message-----From: HarveyHP
[mailto:harveyhp@xxxxxxx]Sent: Wednesday, February 11, 2004 2:43
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
Re: Sigma Bands
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 */<FONT face="Courier New, Courier"
size=2>TL = <FONT face="Courier New, Courier" color=#0000ff
size=2>EMA<FONT face="Courier New, Courier"
size=2>(C,<FONT face="Courier New, Courier" color=#ff00ff
size=2>250);<FONT
face="Courier New, Courier" color=#008000 size=2>//
TrendlineDiff =
(C - TL)*<FONT face="Courier New, Courier" color=#ff00ff
size=2>100/ TL;<FONT
face="Courier New, Courier" color=#008000 size=2>// Price percent
differenceOS =
<FONT face="Courier New, Courier" color=#0000ff
size=2>StDev(Diff,<FONT
face="Courier New, Courier" color=#ff00ff size=2>250<FONT
face="Courier New, Courier" size=2>);<FONT face="Courier New, Courier"
color=#008000 size=2>// Offset<FONT face="Courier New, Courier"
color=#0000ff size=2>Plot<FONT face="Courier New, Courier"
size=2>(TL,<FONT face="Courier New, Courier" color=#ff00ff
size=2>""<FONT face="Courier New, Courier"
size=2>,colorBrown,styleLine);<FONT
face="Courier New, Courier" color=#0000ff size=2>Plot<FONT
face="Courier New, Courier" size=2>(TL+OS,<FONT
face="Courier New, Courier" color=#ff00ff size=2>""<FONT
face="Courier New, Courier"
size=2>,colorGreen,styleLine);<FONT
face="Courier New, Courier" color=#0000ff size=2>Plot<FONT
face="Courier New, Courier" size=2>(TL-OS,<FONT
face="Courier New, Courier" color=#ff00ff size=2>""<FONT
face="Courier New, Courier"
size=2>,colorGreen,styleLine);<FONT
face="Courier New, Courier" color=#0000ff size=2>Plot<FONT
face="Courier New, Courier" size=2>(TL+OS*<FONT
face="Courier New, Courier" color=#ff00ff size=2>2<FONT
face="Courier New, Courier" size=2>,<FONT face="Courier New, Courier"
color=#ff00ff size=2>""<FONT face="Courier New, Courier"
size=2>,colorBlue,styleLine);<FONT
face="Courier New, Courier" color=#0000ff size=2>Plot<FONT
face="Courier New, Courier" size=2>(TL-OS*<FONT
face="Courier New, Courier" color=#ff00ff size=2>2<FONT
face="Courier New, Courier" size=2>,<FONT face="Courier New, Courier"
color=#ff00ff size=2>""<FONT face="Courier New, Courier"
size=2>,colorBlue,styleLine);<FONT
face="Courier New, Courier" color=#0000ff size=2>Plot<FONT
face="Courier New, Courier" size=2>(TL+OS*<FONT
face="Courier New, Courier" color=#ff00ff size=2>3<FONT
face="Courier New, Courier" size=2>,<FONT face="Courier New, Courier"
color=#ff00ff size=2>""<FONT face="Courier New, Courier"
size=2>,colorIndigo,styleLine);<FONT
face="Courier New, Courier" color=#0000ff size=2>Plot<FONT
face="Courier New, Courier" size=2>(TL-OS*<FONT
face="Courier New, Courier" color=#ff00ff size=2>3<FONT
face="Courier New, Courier" size=2>,<FONT face="Courier New, Courier"
color=#ff00ff size=2>""<FONT face="Courier New, Courier"
size=2>,colorIndigo,styleLine);<FONT
face="Courier New, Courier" color=#0000ff size=2>Plot<FONT
face="Courier New, Courier" size=2>(C,<FONT
face="Courier New, Courier" color=#ff00ff size=2>""<FONT
face="Courier New, Courier"
size=2>,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: <A
href="">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: <A
href="">http://www.forextrm.com/faq.htm
and a picture:
>
>
>
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