Here are two other versions
First the classic Hurst Bands based upon
standard deviations. I use this version daily and superimpose Tillson MAs on
top of the bands. A second version of the Hurst Bands displays a similar
pattern.
pds:= Input("LR
Periods",10,100,55);
a:= Input("Stdev
Periods",10,100,30);
s1:=Input("Smoothing
Periods",2,50,10);
r:=LinearReg(C,pds);
x:=Mov(r,s1,S);
x1 :=x+1*Stdev(C,a);
x2 :=x+2*Stdev(C,a);
x3 :=x+3*Stdev(C,a);
y1:= x-1*Stdev(C,a);
y2:= x-2*Stdev(C,a);
y3:= x-3*Stdev(C,a);
x;
x1;
x2;
x3;
y1;
y2;
y3;
And, another variation:
CY1:= Input("Short Cycle length"
,1 ,1000 ,10 )/2;
CY2:= Input("Medium Cycle
length" ,1 ,1000 ,80 )/2;M1:= Input("Short
Cycle Multiplyer" ,.01 ,10 ,1 );
M2:= Input("Medium Cycle
Multiplyer" ,.01 ,10 ,3 );T1:= Ref(Mov(
CLOSE ,CY1 ,S ),CY1/2)+ M1*ATR(CY1 );
B1:= Ref(Mov( CLOSE ,CY1 ,S ),CY1/2)-
M1*ATR(CY1 );T2:= Ref(Mov(
CLOSE ,CY2 ,S ),CY2/2)+ M2*ATR(CY2 );
B2:= Ref(Mov( CLOSE ,CY2 ,S ),CY2/2)-
M2*ATR(CY2 );T1;
B1;T2;B2;
A:= Input("Periods?",1,300,21);
x:=Mov(C,a,S);
x1 :=x+1*Stdev(C,a);
x2 :=x+2*Stdev(C,a);
x3 :=x+3*Stdev(C,a);
y1:= x-1*Stdev(C,a);
y2:= x-2*Stdev(C,a);
y3:= x-3*Stdev(C,a);
From:
equismetastock@xxxxxxxxxxxxxxx [mailto:equismetastock@xxxxxxxxxxxxxxx] On Behalf Of Roy Larsen
Sent: Wednesday, December 14, 2005
12:18 AM
To: equismetastock@xxxxxxxxxxxxxxx
Subject: Re: [EquisMetaStock
Group] Hurst
Channel
My understanding of Hurst
channels is that they're supposed to be centred moving averages, and that makes
a forward reference (or 4) essential. If someone can use that to trade
then good luck to them.
----- Original Message -----
Sent: Wednesday,
December 14, 2005 11:30 AM
Subject: Re:
[EquisMetaStock Group] Hurst
Channel
Roy,
if CY1 =10
Wouldn't
"T1:=Ref(Mov(CLOSE,CY1,S),CY1/2)+M1*ATR(CY1);" include a
postive
reference of ten?
If so, I would think that this code could be
wrong.
Cheers,
Cameron
From: "Roy Larsen" <rlarsen@xxxxxxxxxxxxxx>
Reply-To: equismetastock@xxxxxxxxxxxxxxx
To: <equismetastock@xxxxxxxxxxxxxxx>
Subject: Re: [EquisMetaStock Group] Hurst Channel
Date: Wed, 14 Dec 2005 09:03:54 +1300
Hi Wallace
I found this using Google.
http://www.stoploss.ch/Metastock_Hurst_Channels.htm
And the code is..
{Hurst
Channels}
CY1:=Input("Short Cycle
length",1,1000,10)/2;
CY2:=Input("Medium Cycle
length",1,1000,80)/2;
M1:=Input("Short Cycle
Multiplier",.01,10,1);
M2:=Input("Medium Cycle Multiplier",.01,10,3);
T1:=Ref(Mov(CLOSE,CY1,S),CY1/2)+M1*ATR(CY1);
B1:=Ref(Mov(CLOSE,CY1,S),CY1/2)-M1*ATR(CY1);
T2:=Ref(Mov(CLOSE,CY2,S),CY2/2)+M2*ATR(CY2);
B2:=Ref(Mov(CLOSE,CY2,S),CY2/2)- M2*ATR(CY2);
T1;B1;T2;B2;
Regards
Roy
www.metastocktips.co.nz
----- Original Message -----
From: murusprimus
To: equismetastock@xxxxxxxxxxxxxxx
Sent: Wednesday, December 14, 2005 4:07 AM
Subject: [EquisMetaStock Group] Hurst Channel
Hi, does anyone have a Hurst Channel formula/s
they would post please.
TIA. Wallace
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