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Mr Valley,
Thanks for your effort. I don't think sigma bands are the same as Bollinger
bands. BBs narrow and widen, sigma bands seem to remain parallel (which makes
identifying extreme price action more obvious).
Steve
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Mr Valley
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">Amibroker
Sent: Monday, February 16, 2004 1:52
AM
Subject: [amibroker] RE: Sigma
Bands
Would someone
compare this and post?
Is this what you
had in mind?
<FONT face=Arial
size=2>
<FONT face=Arial
size=2>
<FONT color=#008000
size=1>
/* Centered MA Sigma Bands
*/
pds = Var = 128;
// Select time frame
CMA =Ref(<FONT
color=#0000ff size=1>MA(C,pds),(pds/<FONT
color=#ff00ff size=1>2+<FONT color=#ff00ff
size=1>1));
G0 = BBandTop(CMA ,
Var, 2);
G3 = BBandBot(CMA ,
Var, 2);
G10 = BBandTop(CMA ,
Var, 1);
G13 = BBandBot(CMA ,
Var, 1);
G111 = BBandTop(CMA ,
Var, 1.5);
G333 = BBandBot(CMA ,
Var, 1.5);
G22 = BBandTop(CMA ,
Var, .5);
G44 = BBandBot(CMA ,
Var, .5);
G000= (G22 + G44)/2<FONT
size=1>;
Plot(G0,<FONT color=#ff00ff
size=1>"+2",<FONT color=#ff00ff
size=1>4,<FONT color=#ff00ff
size=1>4);<FONT
color=#0000ff size=1>
Plot(G3,<FONT color=#ff00ff
size=1>"-2",<FONT color=#ff00ff
size=1>4,<FONT color=#ff00ff
size=1>4);<FONT
color=#0000ff size=1>
Plot(G10,<FONT color=#ff00ff
size=1>"+1",<FONT color=#ff00ff
size=1>4,<FONT color=#ff00ff
size=1>4);<FONT
color=#0000ff size=1>
Plot(G13,<FONT color=#ff00ff
size=1>"-1",<FONT color=#ff00ff
size=1>4,<FONT color=#ff00ff
size=1>4);<FONT
color=#0000ff size=1>
Plot(G111,<FONT color=#ff00ff
size=1>"+1.5",<FONT color=#ff00ff
size=1>6,<FONT color=#ff00ff
size=1>4);<FONT
color=#0000ff size=1>
Plot(G333,<FONT color=#ff00ff
size=1>"-1.5",<FONT color=#ff00ff
size=1>6,<FONT color=#ff00ff
size=1>4);<FONT
color=#0000ff size=1>
Plot(G22,<FONT color=#ff00ff
size=1>"+.5",<FONT color=#ff00ff
size=1>7,<FONT color=#ff00ff
size=1>4);<FONT
color=#0000ff size=1>
Plot(G44,<FONT color=#ff00ff
size=1>"-.5",<FONT color=#ff00ff
size=1>7,<FONT color=#ff00ff
size=1>4);<FONT
color=#0000ff size=1>
Plot(G000,<FONT color=#ff00ff
size=1>"0",<FONT color=#ff00ff
size=1>2,<FONT color=#ff00ff
size=1>4);<FONT
color=#0000ff size=1>
Plot(CMA,<FONT color=#ff00ff
size=1>"CMA",<FONT color=#ff00ff
size=1>10,<FONT color=#ff00ff
size=1>4);<FONT
color=#0000ff size=1>
Plot(C,<FONT color=#ff00ff
size=1>"Centered MA Sigma Bands Close"<FONT color=#000000
size=1>,1<FONT color=#000000
size=1>,64<FONT
color=#000000>);<FONT
size=1>Send BUG REPORTS to
bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
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