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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 !!
Yes, one can see this on Maggio's
charts. It is, however, a useful descretionary trading tooll. And
Maggio's Hurst channels are even more useful but more difficult to
duplicate.
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
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