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Fred
This is great.Absolutely great. Now have to see it play out real time to
get a feel of how it gets along and reacts to price as new bars come in to
the chart. Thanks very much.
Rakesh
On 10/12/06, Steve Dugas <sjdugas@xxxxxxxxxxx> 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 <ftonetti@xxxxxxxxxxxxx>
> *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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