[amibroker] Predictions I

["Dimitris Tsokakis" <TSOKAKIS@xxxxxxxxx>]

We may calculate the next bar Close necessary for a MA(C,p) to 
cross another MA(C,k).
I will overcome this procedure and I will try just to predict 
if a cross will occur tomorrow.
For your AA window explore for the n=1 last quotations 
with
// Prediction for a cross of two moving averages
<FONT 
size=2>p=20;MAp=MA(C,p);Plot(MAp,"",1,8);k=30;MAk=MA(C,k);Plot(MAk,"",2,8);y=p*MA(C,p)-(p-1)*Ref(MA(C,p-1),-1);//Plot(Ref(C,0),"",7,8);tClose=(p*(k-1)*MA(C,k-1)-k*(p-1)*MA(C,p-1))/(k-p);DescCrossPrediction=Cross(tClose,C);AscCrossPrediction=Cross(C,tClose);ConfirmedDesc=Cross(MAk,MAp);ConfirmedAsc=Cross(MAp,MAk);Title=Name()+WriteIf(ConfirmedDesc,", 
Confirmed descending MAcross","")+WriteIf(DescCrossPrediction,", A 
descending MAcross will occur tomorrow","")+WriteIf(ConfirmedAsc,", 
Confirmed ascending MAcross","")+WriteIf(AscCrossPrediction,", An ascending 
MAcross will occur 
tomorrow","");Filter=1;AddColumn(Cum(DescCrossPrediction),"Predicted 
DescCrosses",1.0);AddColumn(Cum(ConfirmedDesc),"Confirmed 
DescCrosses",1.0);AddColumn(100*Cum(DescCrossPrediction)/Cum(ConfirmedDesc),"Desc 
%");AddColumn(Cum(AscCrossPrediction),"Predicted 
AscCrosses",1.0);AddColumn(Cum(ConfirmedAsc),"Confirmed 
AscCrosses",1.0);AddColumn(100*Cum(AscCrossPrediction)/Cum(ConfirmedAsc),"Asc 
%",1.0);
 
 to see the commulative predicted/actual cross 
relation.
Replace the Filter=1; line with the 
Filter=<FONT 
color=#000000 face="Times New Roman">AscCrossPrediction OR 
DescCrossPrediction;
<FONT color=#000000 
face="Times New Roman">to see the predictions for tomorrow, or with the 

<FONT color=#000000 
face="Times New Roman">Filter=<FONT color=#ffffe0 
face=Verdana><FONT color=#000000 face="Times New Roman" 
size=2>Ref(AscCrossPrediction OR DescCrossPrediction,-1);<FONT 
size=2>
to see the confirmed 
crosses
The commulative view for my favorites selection is in the 
attached gif.
A detailed analysis will follow.
Use the same formula in Indicator Builder or Interpretation 
window.
Dimitris Tsokakis
[to be continued]






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.



Attachment:
PredictI.gif

Attachment: Description: "Description: GIF image"