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Dimitris,
Whether for the purposes of mechanical or discretionary analysis and
trading, I would agree that being able to look at how this or any
other indicator "performed" or "what it told us" in the past is
important in order to have some idea of what to expect from it in the
future.
I have not looked at Ace's code in detail. However, if what it is
doing is some form of interpolation if you will then the way to
correct this in order to develop plotable historical data points
would be to limit the scope of the calculations for each point along
the array to data which has already occured.
This is doable and not all that painful in the scope of AB/AFL.
Fred
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
> Fred,
> The results of my research [at least using Ace code] are totally
> negative. Signals of the past depend on new data. Have you met any
> application without this terrific "bug" ?
> Dimitris Tsokakis
> --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxxx> wrote:
> > Does it work is a very general question that is difficult to
field.
> >
> > However, IMHO Hurst's work does have value to it.
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <wd78@xxxx>
wrote:
> > >
> > > ----- Original Message -----
> > > From: DIMITRIS TSOKAKIS
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Sent: Tuesday, February 17, 2004 7:30 AM
> > > Subject: [amibroker] Re: Sigma Bands
> > >
> > >
> > > BTW, since the greater part of Sigma bands is without use, an
> > idea of
> > > adjustable Displaced MA may be useful, as exposed at
> > > http://groups.yahoo.com/group/amibroker/message/59001
> > > I believe there are many ways to Rome.
> > >
> > > A displaced MA is not the same as the required extrapolation.
> > >
> > > Dimitris Tsokakis
> > > --- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <wd78@xxxx>
> > wrote:
> > > >
> > > > ----- Original Message -----
> > > > From: Fred
> > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > Sent: Monday, February 16, 2004 10:57 PM
> > > > Subject: [amibroker] Re: Sigma Bands
> > > >
> > > >
> > > > It should also be no surprise that the examples look
> > wonderful.
> > > >
> > > > After all couldn't we easily put up a dozen examples of a
> > MACD
> > > > Histogram divergence that looked wonderful ?
> > > >
> > > > The question is does Sigma/Hurst work? There are at
least
> > four
> > > (as I recall) sources for services and software available so
> one
> > can
> > > pick and choose, or write your own (as some traders have
shown
> > that
> > > they have done). And there are traders that claim that this
> > approach
> > > is helpful to them and that's the bottom line.
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, Wayne Skerritt
> > <ecodesign@xxxx>
> > > > wrote:
> > > > > wavemechanic wrote:
> > > > > > **
> > > > > >
> > > > > > ----- Original Message -----
> > > > > > *From:* DIMITRIS TSOKAKIS <mailto:TSOKAKIS@x...>
> > > > > > *To:* amibroker@xxxxxxxxxxxxxxx
> > > > <mailto: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??
> > > > >
> > > > > Simple.... someone on this list was asking for
> information
> > and
> > > > ideas
> > > > > regarding Sigma Bands. Many responded with interesting
> code
> > > ideas
> > > > and
> > > > > questions. For my part, I offer no warranty nor ideas
as
> to
> > how
> > > the
> > > > info
> > > > > might be used or traded. Readers can take it or leave
it.
> > 8^)
> > > > >
> > > > > Regarding the above URL and the message on that
site.....
> > it
> > > should
> > > > not
> > > > > surprise anyone that the owner should claim to be the
one
> > and
> > > only
> > > > > 'interpreter' of Hurst's secrets.... the one true way.
> > > > >
> > > > > Wayne
> > > >
> > > >
> > > >
> > > >
> > > > Send BUG REPORTS to bugs@xxxx
> > > > Send SUGGESTIONS to suggest@xxxx
> > > > -----------------------------------------
> > > > Post AmiQuote-related messages ONLY to:
> > amiquote@xxxxxxxxxxxxxxx
> > > > (Web page:
http://groups.yahoo.com/group/amiquote/messages/)
> > > > --------------------------------------------
> > > > Check group FAQ at:
> > > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > > Yahoo! Groups Links
> > >
> > >
> > >
> > >
> > > Send BUG REPORTS to bugs@xxxx
> > > Send SUGGESTIONS to suggest@xxxx
> > > -----------------------------------------
> > > Post AmiQuote-related messages ONLY to:
> amiquote@xxxxxxxxxxxxxxx
> > > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > > --------------------------------------------
> > > Check group FAQ at:
> > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > Yahoo! Groups Links
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
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