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Hi Fred
For the entire of yesterday before and market hours I have been alternating
between the book and the bands that are drawn by the afl you posted. The afl
is absolutely consistent in it's projections once the CMA is anchored to
a date. That takes care of one big drawback with the only afl that was
available. There is one thing that I am unable to comprehend. When the bands
are plotted on the CMA i.e. they have come out of the projection zone, what
appear as Edge Band Trades were visible as breakouts from the bands to the
upside/downside when that data point was in the projection zone. Is this by
design/or suggestive of the need for refinement/reworking the projection
methodology?
Rakesh
On 10/14/06, brian.z123 <brian.z123@xxxxxxxxxxxx> wrote:
>
> Thanks Fred,
>
> I appreciate guys like you and Tomasz who take me places I didn't
> know I was going to.
>
> BrianB2.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxx> wrote:
> >
> > I will post a version ( To the library ) in due course with more
> > flexibility and "more intelligent" extrapolation ...
> >
> > --- In amibroker@xxxxxxxxxxxxxxx , "willem1940" <w.j.a.struyck@>
> > wrote:
> > >
> > > Fred,
> > >
> > > Could you also upload the attached files to the library or to
> the
> > > files section of Yahoo. The attachements are not filed.
> > > Thanks.
> > > Willem Jan
> > >
> > >
> > > n--- In amibroker@xxxxxxxxxxxxxxx, Fred Tonetti <ftonetti@>
> wrote:
> > > >
> > > > 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 ...
> > > >
> > > > <<...>> <<...>> <<...>>
> > > >
> > >
> >
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
>
>
>
>
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