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Jim,
thank you for your comments.
You should consider some true events in advance :
Delay=0 is not always better than delay=1 [for many systems]
The main offer of my study is the flexibility [for a crossover
trader] .
Prediction signal is known by the end of Day 0.
The cross signal will be known by the end of Day 1.
The crossover trader is obliged to act at Day 2 Open, without
alternatives.
Following the prediction signal gives the whole H to L range of Day 1
to find the best buyprice/sellprice.
Another important issue is the "impossible" days [and they are many
of them ...]
If we avoid mistakes, we may surely improve our final results, not
only in crossover trading.
I know, predicting is attractive but, it should be handled with care.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "jnk1997" <jnk1997@xxxx> wrote:
> Excellent work Dimitris !
> I fully intend on studying your contribution in detail and
> implimenting this in my trading.
> Thank you for sharing your knowledge.
> Regards
> Jim
>
>
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Dimitris Tsokakis"
<TSOKAKIS@xxxx>
> wrote:
> > For the MA(C,20) MA(C,30) cross we have had for the N100, from
> Jan2000 till now
> >
> > Total MAcross predictions 3538
> > False predictions 2.26%
> >
> > For the respective MAs of StochD() the results were even better
> >
> > Total MAcross predictions 5008
> > False predictions 0.80%
> >
> > Not bad at all !!
> > Dimitris Tsokakis
> >
> > ----- Original Message -----
> > From: Dimitris Tsokakis
> > To: amibroker@xxxxxxxxxxxxxxx
> > Sent: Tuesday, July 22, 2003 10:06 AM
> > Subject: Fw: Predictions [the Composites]
> >
> >
> > We may have another verification that the MAcross Prediction
works:
> > Let us see the whole N100 market and create 4 composite tickers
> > "~DescPR", the population of the stocks with a Descending MAcross
> Prediction [black]
> > "~Dcr", the population of the stocks with a confirmed Descending
> MAcross [red]
> > "~AcrPR", the population of the stocks with an Ascending MAcross
> Prediction [light blue]
> > "~Acr", the population of the stocks with an confirmed Ascending
> MAcross [blue]
> > The anticipating character of the Prediction curves is obvious
in
> the attached gif, qualitatively and quantitatively.
> > Dimitris Tsokakis
> > ----- Original Message -----
> > From: Dimitris Tsokakis
> > To: amibroker@xxxxxxxxxxxxxxx
> > Sent: Sunday, July 20, 2003 1:25 PM
> > Subject: Predictions [the maths]
> >
> >
> > APPENDIX I [the mathematical proof of the basic tClose relation]
> > The main principle of this predictions series is the
> >
> > tClose=(p*(k-1)*MA(C,k-1)-k*(p-1)*MA(C,p-1))/(k-p);
> >
> > for tomorrows Close necessary for an MAk, MAp touch.
> > For those interested, here is the mathematical proof:
> >
> > Let
> > MAk=MA(C,k)
> > and
> > MAp=MA(C,p)
> > For tomorrow, the respective values for C, MAk and MAp will be
> called
> > tC, tMAk and tMAp
> > Applying the definition of moving average for tMAk and tMAp, we
> shall have
> > tMAk=(tC+C+Ref(C,-1)+Ref(C,-2)+...+Ref(C,-(k-2))/k
> > tMAp=(tC+C+Ref(C,-1)+Ref(C,-2)+...+Ref(C,-(p-2))/p
> > If tMAk=tMAp, then
> > (tC+C+Ref(C,-1)+Ref(C,-2)+...+Ref(C,-(k-2))/k=(tC+C+Ref(C,-1)+Ref
> (C,-2)+...+Ref(C,-(p-2))/p, or
> > p*(tC+C+Ref(C,-1)+Ref(C,-2)+...+Ref(C,-(k-2))=k*(tC+C+Ref(C,-1)
+Ref
> (C,-2)+...+Ref(C,-(p-2)), or
> > p*tC+p*(C+Ref(C,-1)+Ref(C,-2)+...+Ref(C,-(k-2))=k*tC+k*(C+Ref(C,-
1)
> +Ref(C,-2)+...+Ref(C,-(p-2))
> > Let k>p.
> > Then
> > p*(C+Ref(C,-1)+Ref(C,-2)+...+Ref(C,-(k-2))-k*(C+Ref(C,-1)+Ref(C,-
2)
> +...+Ref(C,-(p-2))=(k-p)*tC [relation R0]
> > Since
> > MA(k-1)=(C+Ref(C,-1)+Ref(C,-2)+...+Ref(C,-(k-2))/(k-1)
[relationA0]
> > and
> > MA(p-1)=(C+Ref(C,-1)+Ref(C,-2)+...+Ref(C,-(p-2))/(p-1) [relation
B0]
> > or
> > (k-1)*MA(k-1)=C+Ref(C,-1)+Ref(C,-2)+...+Ref(C,-(k-2) [relationA1]
> > and
> > (p-1)*MA(p-1)=C+Ref(C,-1)+Ref(C,-2)+...+Ref(C,-(p-2) [relation
B1]
> > Substituting relA1 and relB1 into relR0 we have
> > p*(k-1)*MA(k-1)-k*(p-1)*MA(p-1)=(k-p)*tC or, in AFL terms
> > p*(k-1)*MA(C,k-1)-k*MA(C,p-1)=(k-p)*tC or, finally
> >
> > tC=(p*(k-1)*MA(C,k-1)-k*MA(C,p-1))/(k-p), for k>p
> >
> > Dimitris Tsokakis
> >
> >
> > PART II : PREDICTIONS FOR THE CROSS OF TWO INDICATOR MOVING
AVERAGES
> >
> > The same principle may be used to predict a cross of two MAs of
an
> indicator.
> > Example : The StochD() indicator and its MAk=MA(StochD(),k) and
> MAp=MA(StochD(),p).
> > We just need to replace C by StochD() in the original Prediction
> formula.
> > The results are impressive, false predictions are rare.
> > The majority of Accurate predictions are confirmed the very next
> bar, the Acc2Desc and Acc2Asc,
> > ie predictions verified two bars later is totally removed from
the
> N100 study and, actually, are included
> > here just for the comparison [both columns are zero for ALL N100
> stocks, for the last 43 months...]
> > After this extended test, we may say that the cross of two StochD
()
> MAs is successfully predicted.
> > Use the following exploration [n=1 last quotations] for the
> absolute # of crosses
> >
> > // Prediction of MAcross of StochD()
> > C1=StochD();
> > p=20;MAp=MA(C1,p);
> > k=30;MAk=MA(C1,k);
> > y=p*MA(C1,p)-(p-1)*Ref(MA(C1,p-1),-1);
> > tC1=(p*(k-1)*MA(C1,k-1)-k*(p-1)*MA(C1,p-1))/(k-p);
> > DescCrossPrediction=Cross(tC1,C1);
> > AscCrossPrediction=Cross(C1,tC1);
> > ConfirmedDesc=Cross(MAk,MAp);
> > ConfirmedAsc=Cross(MAp,MAk);
> > DescTotalPredictions=Cum(DescCrossPrediction);
> > Accurate0DescPredictions=Cum(ConfirmedDesc AND Ref
> (DescCrossPrediction,-1));
> > Accurate1DescPredictions=Cum(ConfirmedDesc AND Ref
> (DescCrossPrediction,-2));
> > Accurate2DescPredictions=Cum(ConfirmedDesc AND Ref
> (DescCrossPrediction,-3));
> > UselessDescPredictions=Cum(ConfirmedDesc AND DescCrossPrediction);
> > AscTotalPredictions=Cum(AscCrossPrediction);
> > Accurate0AscPredictions=Cum(ConfirmedAsc AND Ref
> (AscCrossPrediction,-1));
> > Accurate1AscPredictions=Cum(ConfirmedAsc AND Ref
> (AscCrossPrediction,-2));
> > Accurate2AscPredictions=Cum(ConfirmedAsc AND Ref
> (AscCrossPrediction,-3));
> > UselessAscPredictions=Cum(ConfirmedAsc AND AscCrossPrediction);
> > Filter=1;
> > AddColumn(Accurate0DescPredictions,"Acc0 Desc",1.0);
> > AddColumn(Accurate1DescPredictions,"Acc1 Desc",1.0);
> > AddColumn(Accurate2DescPredictions,"Acc2 Desc",1.0);
> > AddColumn(UselessDescPredictions,"Useless Desc",1.0);
> > AddColumn(DescTotalPredictions-Column0-Column1-Column2-
> Column3,"False Desc",1.0);
> > AddColumn(Accurate0AscPredictions,"Acc0 Asc",1.0);
> > AddColumn(Accurate1AscPredictions,"Acc1 Asc",1.0);
> > AddColumn(Accurate2AscPredictions,"Acc2 Asc",1.0);
> > AddColumn(UselessAscPredictions,"Useless Asc",1.0);
> > AddColumn(AscTotalPredictions-Column5-Column6-Column7-
> Column8,"False Asc",1.0);
> >
> > [see some results in the upper gif]
> > and the following exploration for the % success
> >
> > // % Prediction of MAcross of StochD()
> > C1=StochD();
> > p=20;MAp=MA(C1,p);
> > k=30;MAk=MA(C1,k);
> > y=p*MA(C1,p)-(p-1)*Ref(MA(C1,p-1),-1);
> > tC1=(p*(k-1)*MA(C1,k-1)-k*(p-1)*MA(C1,p-1))/(k-p);
> > DescCrossPrediction=Cross(tC1,C1);
> > AscCrossPrediction=Cross(C1,tC1);
> > ConfirmedDesc=Cross(MAk,MAp);
> > ConfirmedAsc=Cross(MAp,MAk);
> > DescTotalPredictions=Cum(DescCrossPrediction);
> > Accurate0DescPredictions=Cum(ConfirmedDesc AND Ref
> (DescCrossPrediction,-1));
> > Accurate1DescPredictions=Cum(ConfirmedDesc AND Ref
> (DescCrossPrediction,-2));
> > Accurate2DescPredictions=Cum(ConfirmedDesc AND Ref
> (DescCrossPrediction,-3));
> > UselessDescPredictions=Cum(ConfirmedDesc AND DescCrossPrediction);
> > AscTotalPredictions=Cum(AscCrossPrediction);
> > Accurate0AscPredictions=Cum(ConfirmedAsc AND Ref
> (AscCrossPrediction,-1));
> > Accurate1AscPredictions=Cum(ConfirmedAsc AND Ref
> (AscCrossPrediction,-2));
> > Accurate2AscPredictions=Cum(ConfirmedAsc AND Ref
> (AscCrossPrediction,-3));
> > UselessAscPredictions=Cum(ConfirmedAsc AND AscCrossPrediction);
> > Filter=1;
> > AddColumn(100*Accurate0DescPredictions/DescTotalPredictions,"Acc0
> Desc %",1.0);
> > AddColumn(100*Accurate1DescPredictions/DescTotalPredictions,"Acc1
> Desc %",1.0);
> > AddColumn(100*Accurate2DescPredictions/DescTotalPredictions,"Acc2
> Desc %",1.0);
> > AddColumn
(100*UselessDescPredictions/DescTotalPredictions,"Useless
> Desc %",1.0);
> > AddColumn(100-Column0-Column1-Column2-Column3,"False Desc %",1.0);
> > AddColumn(100*Accurate0AscPredictions/AscTotalPredictions,"Acc0
Asc
> %",1.0);
> > AddColumn(100*Accurate1AscPredictions/AscTotalPredictions,"Acc1
Asc
> %",1.0);
> > AddColumn(100*Accurate2AscPredictions/AscTotalPredictions,"Acc2
Asc
> %",1.0);
> > AddColumn(100*UselessAscPredictions/AscTotalPredictions,"Useless
> Asc %",1.0);
> > AddColumn(100-Column5-Column6-Column7-Column8,"False Asc %",1.0);
> >
> > [the respective results in the lower gif]
> >
> > Dimitris Tsokakis
> >
> >
> > PART I : PREDICTIONS FOR THE CROSS OF TWO MOVING AVERAGES
> >
> > To make the probable cross window more narrow, let us forget the
> unexpected +50% or -50% daily return.
> > Each stock has a history, including gapups and gapdowns.
> > The new hypothesis is that the stock will not double its
historical
> highest ROC(C,1).
> > For the Upper [Lower] limit we have
> > UR=2*Highest(ROC(C,1));LR=2*Lowest(ROC(C,1));
> > and the respective coefficients will be
> > Ucoeff=1+UR/100;Lcoeff=1+LR/100;
> > and the more realistic condition will be
> > Filter=tClose<Lcoeff*C OR tClose>Ucoeff*C;
> > You will see now very few bars to expect an MAcross [the black
> candles in the att. gif]
> > The updated Title helps for info through the interpretation
window.
> [it is also an extended use of Boolean operators]
> >
> > // Probable MAcross bars
> > p=20;MAp=MA(C,p);
> > k=30;MAk=MA(C,k);
> > y=p*MA(C,p)-(p-1)*Ref(MA(C,p-1),-1);
> > 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);
> > ExpectMAcross=DescCrossPrediction OR AscCrossPrediction;
> > Confirmed=Cross(MAk,MAp) OR Cross(MAp,MAk);
> > UR=2*Highest(ROC(C,1));LR=2*Lowest(ROC(C,1));
> > Ucoeff=1+UR/100;Lcoeff=1+LR/100;
> > Filter=tClose<Lcoeff*C OR tClose>Ucoeff*C;
> > AddColumn(MAp,"MAp");
> > AddColumn(MAk,"MAk");
> > Plot(C,"",7*Filter+1,64);
> > Plot(MAp,"",4,1);Plot(MAk,"",5,1);
> > bars=BarsSince(Cross(MAp,MAk) OR Cross(MAk,MAp));
> > expect=NOT(Filter);
> > Title=Name()+" , "+
> > WriteIf(expect AND NOT(expectMAcross) AND NOT(Confirmed) AND
bars>3
> AND tClose<C,"EXPECT a bearish MAcross SOON","")+
> > WriteIf(expect AND NOT(expectMAcross) AND NOT(Confirmed) AND
bars>3
> AND tClose>C,"EXPECT a bullish MAcross SOON","")+
> > WriteIf(DescCrossPrediction,"EXPECT a bearish MAcross
TOMORROW","")+
> > WriteIf(AscCrossPrediction,"EXPECT a bullish MAcross TOMORROW","")
+
> > WriteIf(Confirmed,"MAcross","");
> > In many cases now, there is one "EXPECT SOON" and one "EXPECT
> TOMORROW".
> > Dimitris Tsokakis
> >
> >
> > ---- Original Message -----
> > From: Dimitris Tsokakis
> > To: amibroker@xxxxxxxxxxxxxxx
> > Sent: Thursday, July 17, 2003 2:35 PM
> > Subject: Fw: Predictions I
> >
> >
> > Let us see now the more realististic approach:
> > Hypothesis : We do not expect for tomorrow a daily return
greater
> than +50% OR less than -50% .
> > Then you will find out very few days to expect the MAcrossover.
> > Some times we see two or three premature signals before the main
> one.
> > This observation helps to speculate in advance the upcoming
MAcross
> and find best intraday prices for your movement.
> > We may have 3 types of signals
> > *EXPECT an MAcross SOON
> > *EXPECT an MAcross TOMORROW
> > *an MAcross confirmation
> > to check the value of the method.
> > Use for your ind. builder [interpretation window] the code
> >
> > // MA cross Expectation
> > p=20;MAp=MA(C,p);
> > k=30;MAk=MA(C,k);
> > y=p*MA(C,p)-(p-1)*Ref(MA(C,p-1),-1);
> > 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);
> > ExpectMAcross=DescCrossPrediction OR AscCrossPrediction;
> > Filter=tClose<0.5*C OR tClose>1.5*C;
> > AddColumn(MAp,"MAp");
> > AddColumn(MAk,"MAk");
> > Plot(C,"",7*Filter+1,64);
> > Plot(MAp,"",4,1);Plot(MAk,"",5,1);
> > bars=BarsSince(Cross(MAp,MAk) OR Cross(MAk,MAp));
> > expect=NOT(Filter) AND NOT(ExpectMAcross);
> > Title=Name()+" , "+WriteIf(expect AND bars>=2,"EXPECT an MAcross
> SOON","")+
> > WriteIf(ExpectMAcross,"EXPECT an MAcross TOMORROW","");
> > to read the respective signals.
> > In the att. gif, all the olive candles are far from any probable
> MAcross, the big black candle gives
> > the premature expectation signal and the very next bar predicts
> [successfully] that an MAcross will occur tomorrow.
> > Dimitris Tsokakis
> > ----- Original Message -----
> > From: Dimitris Tsokakis
> > To: amibroker@xxxxxxxxxxxxxxx
> > Sent: Thursday, July 17, 2003 11:17 AM
> > Subject: Fw: Predictions I
> >
> >
> > The conditions DescCrossPrediction or AscCrossPrediction give a
> quite reliable warning for an upcoming MA cross, bullish or bearish.
> > There are some periods when this cross is IMPOSSIBLE and may be
> accurately idendified.
> > This tClose is the virtual next bar Close which will fulfill the
> condition MA(C,p)=MA(C;k).
> > The argument is quite simple:
> >
> > If tClose is negative, then it is IMPOSSIBLE to see an MAcross
> tomorrow.
> >
> > [Of course there are many other cases we may exclude, for example
> tClose=0.1*C, since we do not expect a -90% daily return for
CSCO !!!
> > but, in this formula we just want to investigate the theoretical
> IMPOSSIBLE]
> > For your indicator builder [or AA] use the
> >
> > // Impossible MA cross Prediction
> > p=20;MAp=MA(C,p);
> > k=30;MAk=MA(C,k);
> > y=p*MA(C,p)-(p-1)*Ref(MA(C,p-1),-1);
> > tClose=(p*(k-1)*MA(C,k-1)-k*(p-1)*MA(C,p-1))/(k-p);
> > Filter=tClose<0;
> > AddColumn(MAp,"MAp");
> > AddColumn(MAk,"MAk");
> > Plot(C,"",6*Filter+1,64);
> > Plot(MAp,"",4,1);Plot(MAk,"",5,1);
> > In AA explore the database for the n=1 last quotations to see all
> these stocks you do not expect an MA cross, bullish or bearish.
> > Any MAcross technique should be applied to the rest...
> > For July16 there were 18 N100 stocks indifferent for an MAcross.
> > Dimitris Tsokakis
> > ----- Original Message -----
> > From: Dimitris Tsokakis
> > To: amibroker@xxxxxxxxxxxxxxx
> > Sent: Wednesday, July 16, 2003 11:04 AM
> > Subject: Fw: Predictions I
> >
> >
> > The condition
> > DescCrossPrediction=Cross(tClose,C);
> > predicts that a Descending MA cross will occur tomorrow.
> > It will be named
> >
> > Accurate0DescPredictions, if it is confirmed tomorrow
> > Accurate1DescPredictions, if it is confirmed 1 day later
> > Accurate2DescPredictions, if it is confirmed 2 days later
> > UselessDescPredictions, if it is simultaneous with the prediction
> > False, if it does not belong in one above category.
> >
> > [Last bar predictions are also considered as false, although the
> majority will be confirmed tomorrow...]
> > Similar terminology is used for the Ascending crosses.
> > The N100 results from Jan2000 till now are enthusiastic and, in
> practical terms, we may say that we can have a safe prediction
> > for the [unknown] next bar MA cross.
> > Explore your database for the n=1 last quotations with
> >
> > // MA cross Prediction Statistics, by Dimitris Tsokakis, July
2003
> > p=20;MAp=MA(C,p);
> > k=30;MAk=MA(C,k);
> > y=p*MA(C,p)-(p-1)*Ref(MA(C,p-1),-1);
> > 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);
> > DescTotalPredictions=Cum(DescCrossPrediction);
> > Accurate0DescPredictions=Cum(ConfirmedDesc AND Ref
> (DescCrossPrediction,-1));
> > Accurate1DescPredictions=Cum(ConfirmedDesc AND Ref
> (DescCrossPrediction,-2));
> > Accurate2DescPredictions=Cum(ConfirmedDesc AND Ref
> (DescCrossPrediction,-3));
> > UselessDescPredictions=Cum(ConfirmedDesc AND DescCrossPrediction);
> > AscTotalPredictions=Cum(AscCrossPrediction);
> > Accurate0AscPredictions=Cum(ConfirmedAsc AND Ref
> (AscCrossPrediction,-1));
> > Accurate1AscPredictions=Cum(ConfirmedAsc AND Ref
> (AscCrossPrediction,-2));
> > Accurate2AscPredictions=Cum(ConfirmedAsc AND Ref
> (AscCrossPrediction,-3));
> > UselessAscPredictions=Cum(ConfirmedAsc AND AscCrossPrediction);
> > Filter=1;
> > AddColumn(100*Accurate0DescPredictions/DescTotalPredictions,"Acc0
> Desc %",1.0);
> > AddColumn(100*Accurate1DescPredictions/DescTotalPredictions,"Acc1
> Desc %",1.0);
> > AddColumn(100*Accurate2DescPredictions/DescTotalPredictions,"Acc2
> Desc %",1.0);
> > AddColumn
(100*UselessDescPredictions/DescTotalPredictions,"Useless
> Desc %",1.0);
> > AddColumn(100-Column0-Column1-Column2-Column3,"False Desc %",1.0);
> > AddColumn(100*Accurate0AscPredictions/AscTotalPredictions,"Acc0
Asc
> %",1.0);
> > AddColumn(100*Accurate1AscPredictions/AscTotalPredictions,"Acc1
Asc
> %",1.0);
> > AddColumn(100*Accurate2AscPredictions/AscTotalPredictions,"Acc2
Asc
> %",1.0);
> > AddColumn(100*UselessAscPredictions/AscTotalPredictions,"Useless
> Asc %",1.0);
> > AddColumn(100-Column5-Column6-Column7-Column8,"False Asc %",1.0);
> >
> >
> > ----- Original Message -----
> > From: Dimitris Tsokakis
> > To: amibroker@xxxxxxxxxxxxxxx
> > Sent: Tuesday, July 15, 2003 5:35 PM
> > Subject: Predictions I
> >
> >
> > 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
> > 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=AscCrossPrediction OR DescCrossPrediction;
> > to see the predictions for tomorrow, or with the
> > Filter=Ref(AscCrossPrediction OR DescCrossPrediction,-1);
> > 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]
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