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 <[EMAIL PROTECTED]
> wrote:
Thanks Fred,
I appreciate guys like you and Tomasz who take me places I didn't
know I was going to.
BrianB2.
--- In [email protected], "Fred" <[EMAIL PROTECTED]> wrote:
>
> I will post a version ( To the library ) in due course with more
> flexibility and "more intelligent" extrapolation ...
>
> --- In [email protected] , "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 [email protected] , 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 ...
> > >
> > > <<...>> <<...>> <<...>>
> > >
> >
>
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