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Re: [amibroker] Re: Hurst Like DE's



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OK, thanks Fred - much appreciated!

Steve

----- Original Message ----- 
From: "Fred" <ftonetti@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, October 12, 2006 1:55 PM
Subject: [amibroker] Re: Hurst Like DE's


>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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