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Bill,
now we may have an explanation why buy/sell do not appear in the WL
code : the formula is improper for backtesting, since the history of
the past changes as new data are added.
[http://groups.yahoo.com/group/amibroker/message/59066]
We see now a signal on Jan6, 2004 BUT on the real Jan6 the signal
appears 5 days before !!
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <wd78@xxxx> wrote:
>
> ----- Original Message -----
> From: DIMITRIS TSOKAKIS
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Monday, February 16, 2004 8:27 AM
> Subject: [amibroker] Re: Sigma Bands
>
>
> Among the others, take a look at
> http://www.traderiskmanagement.com/warning.htm
> !!!!!
> What is so important for these bands??
> I tried CSCO from the Wealth-Lab code and NO trades for the last
year
> or so. Is this the importance, not to trade at all and take the
B&H
> probable profits ?
>
> Not surprisingly, the code does not have a buy/sell condition
because Sigma Bands are not noarmally used to give signals. As with
any OB/OS indicator, or imo with any indicator, they are not properly
used in a vacuum but rather in conjuction with other indicators.
>
>
> Dimitris Tsokakis
> --- In amibroker@xxxxxxxxxxxxxxx, Wayne Skerritt <ecodesign@xxxx>
> wrote:
> > Hi,
> >
> > I've been diddling around with this Sigma Band thing, so here's
my
> 2
> > cents worth.....
> >
> > I'm not sure how to drop the flat section at the end of the
offset
> > lines. Any ideas?
> >
> > The drawback of the Sigma Lines is that it's all in the past.
The
> lines
> > need to be projected into the future. Can the AFL handle this
type
> of thing?
> >
> > Hope this helps us all along..... Wayne
> >
> > ******************************
> >
> >
> >
> > /* SIGMA BANDS ??? */
> >
> >
> > //gaussian average (Ehlers)
> >
> > pd= Param("Periods",21,3,101,2); // odd number here
> > Offset= (pd-1)/2;
> > p1= Ref((H+L)/2,Offset);
> >
> > price= (p1+3.5*Ref(p1,-1)+4.5*Ref(p1,-2)+3*Ref(p1,-3)+0.5*Ref
(p1,-4)
> >
> > -0.5*Ref(p1,-5)-1.5*Ref(p1,-6))/10.5; //Ehlers smoothing filter
> >
> > TL= Ref(scGauss4ord(price,pd),Offset); //from Ehlers .dll file
> >
> > deltaUP= HHV(H,Offset) - TL;
> > deltaDN= TL - LLV(L,Offset);
> >
> >
> > devUP = StDev(deltaUP,250);
> > devDN = StDev(deltaDN,250);
> >
> > Plot(Ref(TL,Offset),"CMA",43,4);
> >
> > Plot( Ref(TL,Offset) + devUP , "Ch+1", 29 );
> >
> > Plot( Ref(TL,Offset) - devDN , "Ch-1", 29 );
> >
> > Plot( Ref(TL,Offset) + 2*devUP ,"Ch+2", 42 );
> >
> > Plot( Ref(TL,Offset) - 2*devDN ,"Ch-2", 42 );
> >
> > Plot( Ref(TL,Offset) + 3*devUP,"Ch+3", 32 );
> >
> > Plot( Ref(TL,Offset) - 3*devDN,"Ch-3", 32);
> > Plot(C,"",colorBlack,64);
> >
> >
> >
> >
> >
> > Mr Valley wrote:
> >
> > > Would someone compare this and post?
> > > Is this what you had in mind?
> > >
> > >
> > >
> > > /* Centered MA Sigma Bands */
> > >
> > > pds = Var = 128; // Select time frame
> > >
> > > CMA =Ref(MA(*C*,pds),(pds/2+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;
> > >
> > >
> > >
> > > Plot(G0,"+2",4,4);
> > >
> > > Plot(G3,"-2",4,4);
> > >
> > > Plot(G10,"+1",4,4);
> > >
> > > Plot(G13,"-1",4,4);
> > >
> > > Plot(G111,"+1.5",6,4);
> > >
> > > Plot(G333,"-1.5",6,4);
> > >
> > > Plot(G22,"+.5",7,4);
> > >
> > > Plot(G44,"-.5",7,4);
> > >
> > > Plot(G000,"0",2,4);
> > >
> > > Plot(CMA,"CMA",10,4);
> > >
> > > Plot(*C*,"Centered MA Sigma Bands Close",1,64);
> > >
> > >
> > >
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