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[amibroker] Re: MAcross, EMAcross Prediction [some recent examples]



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CS,
thank you for the input.
There is a difference here. 
B. L. Cotton calculates "the future price that would trigger a moving 
average crossover". It is useful in WHAT-IF scenarios for the next 
bar. [A similar approach was done in Siligardos article for the RSI 
and the RevEngRSI].
Both methods give from today the price needed for tomorrow cross. 
Nothing more.
You will know the truth of the argument tomorrow, ie the crossover 
day. Since we speak for Close price, you have to wait till the end of 
the session to verify the cross.

My approach is different, I just predict [today] that an MAcross will 
occur tomorrow. 
The obvious benefit is the selection of your buyprice/sellprice over 
the whole H to L range of the crossover day.
My technique decreases the crossover lag by 1 bar and  the statistics 
are very good as you may see from the posted examples.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "CS" <res1wgwl@xxxx> wrote:
> DT,
> I've been following your thread on crossover prediction with 
interest.
> 
> The recent articles in TASC on Reverse Engineering RSI build on the 
earlier work by Benjamin Cotton in the Nov 1999 issue. 
> 
http://www.traders.com/Documentation/FEEDbk_docs/Archive/1199/Abstract
s_new/Cotton/Cotton.html
> Cotton shows the solution derivations for the math impared like me.
> 
> Cotton later did an article on more complicated formulas to find 
the solution to the price crossing Bollinger bands,
> 
http://www.traders.com/Documentation/FEEDbk_docs/Archive/072000/Abstra
cts_new/Cotton/Cotton.html
> a quadratic equation resulted, which means that there could be (1) 
no solution, (2) one solution, or (3) two solutions.
> 
> -CS


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