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sjaak,
 
This is close, but not the same. I read (somewhere, whilst searching Sigma 
bands) that the 'trend' may be a centred moving average. That would seem to make 
more sense, but I don't know what happens at the end when the centred MA 
finishes. 
Compare these two:
 
Sigma:
 
<IMG alt="" hspace=0 src="gif00033.gif" 
align=baseline border=0>
 
and your AFL:
 
<IMG alt="" hspace=0 src="jpg00013.jpg" 
align=baseline border=0>
 
Steve
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