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The Sigma Bands are based on a CENTERED MA. The problem with centered
MA's of course is that by definition they stop in time as many bars
back as half the length of whatever MA you are using.
You need to find a way, and there are several ways using formulae
that can be found at scientific recipes and elsewhere, to extrapolate
the centered MA.
--- 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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