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I don't understand your question ... Are you asking why the shorter
length CMA band extrapolations sometimes extend well past bands of
longer length ?
--- In amibroker@xxxxxxxxxxxxxxx, "Rakesh Sahgal" <rakeshsahgal@xxx>
wrote:
>
> 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@xxx> 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@> 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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