MIDAS indicator - page 10

 

good old days (of daily charts w/Metastock daily data)

mladen:
They should probably be used on a daily charts They were invented for daily charts after all
 
Pava:
good old days (of daily charts w/Metastock daily data)

Now everybody is in a hurry - tickt trading and HFT

No trading any more

 

Any idea how to code deviation bands as below?  @Akif Tokuz @akifusenet or at least how to calculate.

MIDAS/AC Normal Deviation Bands

Developed by Andrew Coles, PhD, the indicator is a significant improvement over the MIDAS Standard Deviation Bands in so far as it avoids the rapid and excessive fanning problem associated with the indicator. Consequently, it can be anchored correctly to trends while its improved fitting methodology also allows it to be fit to larger trend pullbacks.