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[amibroker] Fw: Cyclic Indicators



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<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  DIMITRIS 
  TSOKAKIS 
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Thursday, February 19, 2004 4:30 
  AM
  Subject: [amibroker] Re: Sigma 
Bands
  
  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 !!
   
  They are not used in backtesting mode, 
  but rather together with other indicators in the here and now by discretionary 
  traders.
  <FONT 
  color=#800000 size=2>Dimitris Tsokakis--- In <A 
  href="">amibroker@xxxxxxxxxxxxxxx, 
  "wavemechanic" <wd78@x...> wrote:> 
  >   ----- Original Message ----- >   From: 
  DIMITRIS TSOKAKIS >   To: <A 
  href="">amibroker@xxxxxxxxxxxxxxx 
  >   Sent: Monday, February 16, 2004 8:27 
  AM>   Subject: [amibroker] Re: Sigma Bands> > 
  >   Among the others, take a look at>   <A 
  href="">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 <A 
  href="">amibroker@xxxxxxxxxxxxxxx, Wayne 
  Skerritt <ecodesign@x...> 
  >   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);>   > > >   > > 
  >   > > >   > > Send BUG REPORTS 
  to bugs@x...>   > > Send 
  SUGGESTIONS to suggest@x...>   
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