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Fred,
Thanks very much.
Question-You have reduced extrapolation length to 10 bars. Is it because
you found the extrapolations have no substantive meaning beyond this?
Rakesh
On 10/16/06, Fred <ftonetti@xxxxxxxxxxxxx> wrote:
>
> As requested I have posted a revised version of the Hurst "like" DE
> AFL to the library ... It's hardly perfect ( what is ? ), but it is
> imho an improvement to what I had posted as part of a message.
>
> Hope someone finds it useful ...
>
> --- In amibroker@xxxxxxxxxxxxxxx, "willem1940" <w.j.a.struyck@xxx>
> 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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