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--- In amibroker@xxxxxxxxxxxxxxx, "Rik Rasmussen" <hrasmussen@xxxx>
wrote:
> The feature in SA does set OHLC all to the same calculated future
price
> based on the % change you input.
>
> Obviously, this is not most desirable, but does allow some
speculation.
Rik,
how often the % change of Close is the same with the % of High ?
The statistics is dramatic.
In 788 bars since Jan3, 2000, we have 787 ROCs per N100 stock, ie
79487 ROCs [include the 100 N100 stocks plus the index ^NDX]
>From an exploration
ROCclose=ROC(C,1);
ROChigh=ROC(H,1);
Filter=ROCclose==ROChigh;
AddColumn(ROCclose,"");
AddColumn(ROChigh,"");
AddColumn(LastValue(Cum(1)),"");
I see 78 results, ie ~1/1000,
from
ROCclose=ROC(C,1);
ROClow=ROC(L,1);
Filter=ROCclose==ROClow;
AddColumn(ROCclose,"");
AddColumn(ROClow,"");
I see 86/79487
and if I try your suggestion ROChigh==ROCclose==ROClow it is
impossible.
Consequently, you hypothesis for same % is out of reality and does
not allow any speculation.
It is not easy and you should reconsider the hypothesis, perhaps.
Thank you for your reply.
Dimitris Tsokakis
> Also, volume is left blank so indicators using volume break also.
>
> Rik Rasmussen
> Stock Analyzer mailing list moderator
> http://groups.yahoo.com/group/stockanalyzer/
>
> > -----Original Message-----
> > From: DIMITRIS TSOKAKIS <TSOKAKIS@xxxx> [mailto:TSOKAKIS@x...]
> > Sent: Tuesday, February 25, 2003 6:50 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Re: looking into the future
> >
> >
> > Rik,
> > I do not use the Stockanalyser, but, let me ask a question.
> > Suppose that today´s StochD is 68 and I need a 70 cross to obtain
my
> > sell criterion.
> > As known, StochD is a function of C, H and L.
> > How do you overcome this fact?
> > Do you give all the probable C, H, L combinations that will give
> > tomorrow´s StochD above 70 ? It would be rather confusing...
> > Or you speak for monoparametric indicators only ?
> > It would help to know what we ask from amibroker and Tomasz may
> > materialise it, sooner or later...
> > DT
> > --- In amibroker@xxxxxxxxxxxxxxx, "Rik Rasmussen"
<hrasmussen@xxxx>
> > wrote:
> > > In the Stock Analyzer we have a feature that allows you to
create a
> > > hypothetical price for tomorrow at a +/-% you set. This then
> > creates a
> > > fictitious price on the charts for tomorrow. You can then see
the
> > result on
> > > the price and indicator charts. By playing with the %, you can
see
> > what
> > > price action will be required for a certain indicator condition.
> > When done,
> > > you turn it off and your charts are restored without the
tomorrow
> > price.
> > > This feature is called "Signal Forecast and Estimation."
> > >
> > > Perhaps a similar "what if" feature could be done in Amibroker.
> > >
> > > Rik Rasmussen
> > > Stock Analyzer mailing list moderator
> > > http://groups.yahoo.com/group/stockanalyzer/
> >
> >
> > Send BUG REPORTS to bugs@xxxx
> > Send SUGGESTIONS to suggest@xxxx
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> >
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> >
> >
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
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-----------------------------------------
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