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[amibroker] Re: Sigma Bands



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Bill,
I would like to see how it is "useful".[I hope you have checked your 
sources...]
For me it is just dangerous.
The proof is at
http://groups.yahoo.com/group/amibroker/message/59137
Ace offer was great, we can check now in our screen and understand 
the tricky mechanism.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <wd78@xxxx> wrote:
> 
>   ----- Original Message ----- 
>   From: DIMITRIS TSOKAKIS 
>   To: 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 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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