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Hi,
I'm just wondering if I'm way off track here. I am studying the
relationship of bars and tracking higher highs/lows etc to get a
change of trend. If you apply a multiplier to the previous high you
can get some very good results on the S+P and the FTSE (not the
Dow). What happens is that you get spiked from time to time and I
want to prevent that. So the primary signals come from the bar
relationship and the secondary validation from the trend.
I am determining a level for the MA with respect to 0 with <0 being a
down trend etc. The variable P1 will typically be -1 unless day -1
is an inside day in which case it will be -2 etc:
MAlevel = ((MA(H-((H-L)/2), MAPeriod) - MA(Ref(H-((H-L)/2), P1),
MAPeriod+P1)));
I can then create a band around the MA and set optimised thresholds
for the bands. THis works on the S+P well but not the FTSE.
What I now want to do is predict at which point tomorrow I will get a
change of trend - if it's down then there is a value that will take
it positive.
I think I'm suffering from codeitis. I've been looking at my current
300 lines of code for weeks and sometimes I fail to see the wood for
the trees.
Anyone got any thoughts?
Thanks
John Rowlinson
--- In amibroker@xxxxxxxxxxxxxxx, "Bob Jagow" <bjagow@xxxx> wrote:
> MessageJohn,
> For your 15 day SMA, the cross is at C = MA = (15*MA0 -MA1st +
C)/15, where
> 0 is yesterdays value.
> Therefore
> 15*MA = 15*MA0 -MA1st + MA
> MA = (15*MA0 -MA1st)/14
> Might try the EMA also; it crosses when C = EMA0.
>
> Bob
>
>
>
> -----Original Message-----
> From: John Rowlinson [mailto:john@x...]
> Sent: Tuesday, March 18, 2003 10:37 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Question re MA
>
>
> Hi,
>
> Does anyone know how I can predict a trend change. I want to
know what
> value will make a MA go positive tomorrow.
>
> If I take the MA for the past 15 days and subtract the MA for one
day back
> from the 15 days then if it's positive I am saying that the trend
is up.
>
> How can I determine the value that will make it go negative?
>
> Thanks
>
>
> John Rowlinson
>
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