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I think I had a range of 0 - 10 in the first DE oriented AFL that was
posted as well ... You can of course change the range of the
parameter statement to whatever you like ... However, keep in mind
that from the end of the CMA to the selected bar is an extrapolation
based on real data ... beyond that is pure speculation and using a
tool like a nth order polynomial is likely to get out of control
quickly.
--- In amibroker@xxxxxxxxxxxxxxx, "Rakesh Sahgal" <rakeshsahgal@xxx>
wrote:
>
> 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@xxx> 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@>
> > 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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