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<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
DIMITRIS
TSOKAKIS
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, February 20, 2004 3:07
AM
Subject: [amibroker] Re: Sigma
Bands
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<A
href="">http://groups.yahoo.com/group/amibroker/message/59137Ace
offer was great, we can check now in our screen and understand the tricky
mechanism.
As one who relies on mechanical
systems, I am not surprised that you find discretionary approaches
"dangerous." On the other hand, mechanical is often an uncomfortable way
to go for discretionary traders. So each type finds their way
through the maze, and in fact when properly used all get out in one
piece. I'm not sure what you mean by sources, but I have used
Maggio's charts (particularly Hurst) on and off for the past year or so
(courtesy of a friend) and find that they fit well with other techniques
(e.g., Gann So9, Fibonacci patterns, chart constructions, etc.). To be
sure, some discretionary types claim to use only one technique, but that is
"dangerous" in my world. However, the CMA-based charts are definitely
not something that I would discard and look forward to comparing Ace's code
with Maggio's charts. In toto, these techniques provide a clue as
to what to expect going forward and the combined "vote" provides a measure of
probability of success.
Dimitris Tsokakis--- In <A
href="">amibroker@xxxxxxxxxxxxxxx,
"wavemechanic" <wd78@x...> wrote:>
> ----- Original Message ----- > From:
DIMITRIS TSOKAKIS > To: <A
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);> > > >
> > > > >
> > > > > > >
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