I don't understand your question ... Are you asking why the shorter length CMA band extrapolations sometimes extend well past bands of longer length ?
--- In [email protected], "Rakesh Sahgal" <[EMAIL PROTECTED]> wrote: > > Hi Fred > > 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" <ftonetti@> 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 ... > > > > > > > > > > <<...>> <<...>> <<...>> > > > > > > > > > > > > > > > > > > > > > > > > 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 > > > > > > > > > > > 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 <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> Your email settings: Individual Email | Traditional <*> To change settings online go to: http://groups.yahoo.com/group/amibroker/join (Yahoo! ID required) <*> To change settings via email: mailto:[EMAIL PROTECTED] mailto:[EMAIL PROTECTED] <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
