[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Reverse Dema



PureBytes Links

Trading Reference Links




I am trying to find a price 
value for when Dema will equal a certain value.
First I am not sure what AB 
uses for EMA but I have used this formula
PerD = 5;K = 2 / (perD 
+ 1);myEMA = ref(C,1) * K + EMA(c,perD) * (1-K);
 
Then from the DEMA 
formula
PerD = 5;myDEMA = 2 * 
EMA( C, PerD ) - EMA( EMA( C, PerD ), PerD );
 
I tried to reverse it to 
get the price value for tomorrow that it would need to be to get a value of 
Dema
Looking for someone with a 
mathematically twisted brain to see what I have done wrong in 
this
Level is the price needed 
for a signal during the next trading day, and BreakC is the equivalent price to 
make Dema equivalent to the Level price.
BreakC  = ( Level - 
EMA(c,perD)*(2*(1-K)-(1-K)*K) - c*K*(1-K) - ref(EMA(c,perD),-1)*(1-K)*(1-K) ) / 
( 2*K - K*K );
 
Hope this is enough 
information.
 <?xml:namespace prefix = o ns = 
"urn:schemas-microsoft-com:office:office" /><o:SmartTagType name="PersonName" 
namespaceuri="urn:schemas-microsoft-com:office:smarttags">






<B 
><I 
><SPAN 
>Cheers<SPAN 
class=GramE>,<?xml:namespace prefix = st1 ns = 
"urn:schemas-microsoft-com:office:smarttags" /><st1:PersonName 
><B 
><I 
><SPAN 
>Graham
<A 
href=""><SPAN 
>http://groups.msn.com/ASXShareTrading
<A 
href=""><SPAN 
>http://groups.msn.com/FMSAustralia
 






Yahoo! Groups Sponsor


  ADVERTISEMENT 









Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx 
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html



Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.