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I noticed after publishing this that it needed to have an additional
tweek to ensure that extrapolations begin exactly where the CMA's
leave off in terms of the Y-Axis ( usually price ) ...
I made the change to the version I have and will repost it here or
to the library
--- In amibroker@xxxxxxxxxxxxxxx, "Steve Dugas" <sjdugas@xxx> wrote:
>
> Very nice work Fred - looks just like in the books!
> I'm not quite there yet but I imagine this will come in very handy
in the near future.
> Thanks a lot!
>
> Steve
>
> ----- Original Message -----
> From: Fred Tonetti
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Wednesday, October 11, 2006 8:15 PM
> Subject: [amibroker]
>
>
> Here's the Hurst DE AFL I previously mentioned I would post ...
>
>
>
> It INCLUDES PolyFit.AFL, which you can get at the AB library, in
order to do the extrapolations.
>
>
>
> Functionality
>
>
>
> - You can plot up to 5 lengths ... This can be increased with
the inclusion of one or two statements if desired.
>
> - Bands at the moment are percentage oriented, but it would be
relatively simple to allow them to be based on StDev as well.
>
> - Always works up to the bar YOU select by creating CMA's ( my
version, slightly modified for additional smoothness ) up to n/2
bars ( Where n in the CMA Length ) prior and then extrapolating from
that point on.
>
> - Extrapolation will always be at least to the bar you selected
and can be extended beyond that by parameter selection.
>
> - Band color change ( Dark to Light ) and Down / Up triangles
show where CMA's end and Extrapolation begins.
>
> - The extrapolation portion of any given band can of course
change after the fact for any given bar but once a CMA for a
particular bar has been calculated it is in essence frozen from that
point forward.
>
>
>
> There is then NO forward looking of this AFL ... It does however
purposely offset arrays so that it can plot beyond the last bar in
the chart.
>
>
>
> See attached macro & detailed views and afl ...
>
> <<...>> <<...>> <<...>>
>
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