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I visited
http://www.forextrm.com/faq.htm
but I did not see any formulas or mathematical relations to help AFL
coding.
[perhaps it is a propriatery commercial product, I didnīt have the
time for further research]
Instead of these Sigma bands I would suggest the LinearReg Keltner
alternative
Plot(C,"C",1,64);
D=10;
M=LinearReg( (H+L+C)/3,D);
M1=LinearReg(H-L,10*D);
KUP=M+M1;KUP1=M+1.5*M1;
KDOWN=M-M1;KDOWN1=M-1.5*M1;
Plot(M,"M",1,1);
Plot(KUP,"UP",3,1);Plot(KUP1,"UP1",3,1);
Plot(KDOWN,"DN",3,1);Plot(KDOWN1,"DN1",3,1);
PlotShapes(shapeUpTriangle*(C>KUP1),colorTurquoise);
PlotShapes(shapeUpArrow*(C>KUP),colorGreen);
PlotShapes(shapeDownTriangle*(C<KDOWN1),colorPink);
PlotShapes(shapeDownArrow*(C<KDOWN),colorRed);
The arrows/triangles were , in general, profitable for ^NDX .
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "larypowell" <larypowell@xxxx>
wrote:
> Steve, I don't know how this would be done, but try using a linear
> regression line and using that line for the Bollinger Bands. You
could also
> try Moving Average Envelopes of the linear regression line. You
would have
> to experiment with the time period, but a linear regression line
would
> "smooth out" the daily prices.
>
>
>
> Larry M. Powell
>
> -----Original Message-----
> From: Steve Almond [mailto:steve2@x...]
> Sent: Wednesday, February 11, 2004 11:47 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Re: Sigma Bands
>
>
>
> 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@xxxx>
> 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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