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I checked the UTube video. The upper and lower bands + the dashed lines are a least squares regression fit to a cubic equation. They are offset above and below by some measure of volatility like ATR. The yellow line in the middle is a least squares fit to a straight line (linear regression) over the same number of bars as the cubic.
I have coded a least squares fit to a quadratic in AFL - and there have been postings here also. The main problem with coding is that the x-axis time values numbers get so big that they occasionally exceed the maximum 32 bit floating point range (10^38 i think) causing the calculation to blow up. I got around this problem by copying the price/time data to separate arrays with time time array starting at zero. This stopped the code from blowing up when the numbers got too big.
With a cubic, things would be even worse since the matrix is 4x4 rather than 3x3 as in the quadratic case.
ReefBreak
--- In amibroker@xxxxxxxxxxxxxxx, "conrad_faber" <cfaber@xxx> wrote:
>
> The money he claims to make comes mostly from his Martingale MM....many small wins till the Tsunami strikes. Good luck, it may be worth it in the end.
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Edward Pottasch" <empottasch@> wrote:
> >
> > thanks. Yes came across oan and read somewhere about repainting. Oan claims he makes tons of money with it. But repainting is basicly looking into the future. Hard to test such a system but will study it some more,
> >
> > regards, Ed
> >
> >
> >
> > ----- Original Message -----
> > From: conrad_faber
> > To: amibroker@xxxxxxxxxxxxxxx
> > Sent: Friday, April 10, 2009 3:31 PM
> > Subject: [amibroker] Re: Gravity center mustafa Belkhayate
> >
> >
> >
> >
> >
> > FWIW
> >
> > The indicator that is used by oan on his FF benkyalate thread is based on the centre of gravity indicator of which there are two types. One repaints the past as new bars are formed (used by oan) and one does not. Not having used it myself I do not know which one your code relates to. Best to search FF forums.
> >
> > Regards Conrad
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Edward Pottasch" <empottasch@> wrote:
> > >
> > > thanks,
> > >
> > > yes similar to what you see on this video:
> > >
> > > http://www.youtube.com/watch?v=zD_zIkEymE0
> > >
> > > it plots the lines in real time but I can't see if it changes the lines at a later stage when information poures in. I do not "speak" mql4 language therefor I ask. But it shouldn't be too hard to translate. If somebody knows it will save me the effort.
> > >
> > > regards, Ed
> > >
> > >
> > >
> > >
> > >
> > > ----- Original Message -----
> > > From: reinsley
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Sent: Friday, April 10, 2009 1:56 PM
> > > Subject: Re: [amibroker] Gravity center mustafa Belkhayate
> > >
> > >
> > >
> > >
> > >
> > >
> > > I have got a CD demo running with MetaTrader 4 platform.
> > > I did not checkin to get real time quotes, but on historical datas only
> > > the last 150 bars can plot the GC.
> > > I did not count exactly, it's between 150 and 200 bars. Always the last
> > > bars and the same number of bars, you cannot move the indicator in the
> > > past, unless to remove datas.
> > >
> > > So I suppose it looks into the future. We cannot have such a smooth
> > > curve in the past and keep the same turning points.
> > >
> > > Another Belkhayate Timing indicator was supplied but it hangs the PC.
> > >
> > > However it worth to test it in real time before to write bad things
> > > about it.
> > >
> > > Best regards
> > >
> > > Edward Pottasch a écrit :
> > > >
> > > >
> > > >
> > > > looks interesting:
> > > >
> > > > http://www.tradingsystemforex.com/expert-advisors-backtesting/219-belkhayate-expert-advisor.html
> > > > <http://www.tradingsystemforex.com/expert-advisors-backtesting/219-belkhayate-expert-advisor.html>
> > > >
> > > > did not try to translate it yet. Anyone know if this code looks into the
> > > > future? Is this system of Belkhayate related to this filter:
> > > >
> > > > http://codebase.mql4.com/2297 <http://codebase.mql4.com/2297>
> > > >
> > > > ?
> > > >
> > > > thanks,
> > > >
> > > > regards, Ed
> > > >
> > > >
> > > >
> > > >
> > > > ----- Original Message -----
> > > > *From:* Michel Guibert <mailto:michelg14@>
> > > > *To:* amibroker@xxxxxxxxxxxxxxx <mailto:amibroker@xxxxxxxxxxxxxxx>
> > > > *Sent:* Thursday, April 09, 2009 8:23 PM
> > > > *Subject:* [amibroker] Gravity center mustafa Belkhayate
> > > >
> > > > Hi
> > > >
> > > > The gravity center from Mustafa Belkhayate on Prorealtime is looking
> > > > close to the following code , anybody has an idea about converting
> > > > it in Amibroker ??
> > > > ====================================================
> > > > k=p3 // Variable p3= 65
> > > >
> > > > de48=DPO[k*2](close)
> > > > if de48=de48[1] and de48[1]=de48[2] and de48[2]<>de48[3] then
> > > > flag=1
> > > > endif
> > > > n=(k*2)-4
> > > > p=(n/2)-1
> > > > d100=DPO[n](close)
> > > > moy100=close-d100
> > > > co=(moy100-moy100[1]+(close[p])/n)*n
> > > > if flag[1]=1 and flag[2]=0 then
> > > > hh=co[1]
> > > > endif
> > > > if flag[1]=1 then
> > > > co=hh
> > > > endif
> > > > n=p3 mod 2
> > > > p=(p3-n)/2
> > > > p3=(2*p)+1
> > > > once x=0
> > > > w=abs((p-x)/p)
> > > > w=w*w*w
> > > > w=(1-w)
> > > > w=w*w*w
> > > > x=x+1
> > > > if barindex=p3 then
> > > > a=0
> > > > b=0
> > > > e=0
> > > > for i=1 to p3
> > > > z=barindex-i+1
> > > > a=a+w[z]
> > > > b=b+w[z]*(i)
> > > > e=e+(i)*(i)*w[z]
> > > > next
> > > > endif
> > > > if barindex>p3 then
> > > > c=0
> > > > d=0
> > > > for i=1 to p3
> > > > z=barindex-i+1
> > > > c=c+co[p3+p-i]*w[z]
> > > > d=d+co[p3+p-i]*w[z]*(i)
> > > > next
> > > > endif
> > > > alpha=(a*d-b*c)/(a*e-b*b)
> > > > beta=(c*e-b*d)/(a*e-b*b)
> > > > lowess=alpha*(p+1)+beta
> > > > if barindex < p3*2 then
> > > > lowess=undefined
> > > > endif
> > > >
> > > > zz = close - lowess
> > > > zzsigma = STD[p3](zz)
> > > > bb1 = lowess + zzsigma
> > > > bb2 = lowess +1.618* zzsigma
> > > > bb3 = lowess +2* zzsigma
> > > > bl1 = lowess - zzsigma
> > > > bl2 = lowess - 1.618* zzsigma
> > > > bl3 = lowess - 2* zzsigma
> > > >
> > > > return lowess, bb1, bb2, bb3, bl1, bl2, bl3
> > > >
> > > >
> > > > ----------------------------------------------------------
> > > > Internet Explorer 8 makes surfing easier. Get it now!
> > > > <http://go.microsoft.com/?linkid=9655265>
> > > >
> > > >
> > >
> >
>
------------------------------------
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