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Fred
I tried sending 2 graphics to the group to show the difference between
the projections and the actual shape the bands take but could not do
so due to file size limitations. One is the time when the data point
is in the projection zone. The other shows when the projection have
moved further and the data point has CMAs' plotted on it.The question
I was asking was - is this difference between the projection and the
actual bands a constraint that is imposed on us when we draw the bands
on a PC or is there some other reason for it?
I know you dont recieve emails from the group, so if it is convenient
for you I can send the same to you at your mail address as graphics
embedded in the email . Even though I have saved the two files as
graphics from within AB as png files, both are quite bulky at about
110kb each. So please let me know if it is convenient for you to
recieve the files.
Rakesh
On 10/14/06, Fred <ftonetti@xxxxxxxxxxxxx> wrote:
> 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
> > >
> > >
> > >
> > >
> > >
> >
>
>
>
>
>
> 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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