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[amibroker] Re: The prediction of a DEMAcross



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The
Cross Predictions.txt 
4 types of Moving Averages Cross Prediction  

in the Files section is updated with the last DEMAcross, for further 
reference.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Dimitris Tsokakis" <TSOKAKIS@xxxx> 
wrote:
> is the last part of this prediction series.
> DEMA is a useful smoother and DEMA crosses give reliable signals 
for various indicators.
> We shall decrease the lag of a DEMA cross by 1 bar.
> The next bar Close necessary for a DEMAk, DEMAp cross is a bit 
complicated
> 
> DEMAcrossClose=((1-fp)*fp*EMAp-(1-fk)*fk*EMAk+(1-fk)*DEMAk-(1-fp)
*DEMAp)/d;
> 
> The basic argument is similar to the MA or EMA crosses.
> 
> "The crosses of DEMAcrossClose with the Close line anticipate the 
DEMA crosses"
> 
> In an Ind. builder window paste the formula
> 
> // Anticipating DEMAcrosses, by D. Tsokakis, Aug2003
> k=30;p=20;fk=2/(k+1);fp=2/(p+1);
> d=(2-fp)*fp-(2-fk)*fk;
> EMAk=EMA(C,k);EMAp=EMA(C,p);
> DEMAk=DEMA(C,k);DEMAp=DEMA(C,p);
> Plot(DEMAk,"DEMAk",1,1);Plot(DEMAp,"DEMAp",2,1);
> DEMAcrossClose=((1-fp)*fp*EMAp-(1-fk)*fk*EMAk+(1-fk)*DEMAk-(1-fp)
*DEMAp)/d;
> Plot(DEMAcrossClose,"DEMAcrossClose",4,1);
> PlotShapes(shapeUpArrow*Cross(DEMAp,DEMAk),colorBrightGreen);
> PlotShapes(shapeDownArrow*Cross(DEMAk,DEMAp),colorRed);
> PlotShapes(shapeDownTriangle*Cross
(DEMAcrossClose,C),colorPink,0,Graph0,-30);
> PlotShapes(shapeUpTriangle*Cross
(C,DEMAcrossClose),colorPaleGreen,0,Graph0,-30);
> Plot(C,"C",colorDarkBlue,64);
> GraphXSpace=4;
> 
> The graph of this DEMAcrossClose [the red line] moves around the 
actual Close graph and may take very high [low]
> values. It is obvious that there are extended periods for which the 
DEMAcross is impossible. [This property will help
> the crossover trader to avoid crucial mistakes] 
> The actual DEMAcrosses are pointed by the green-red arrows. 
> The predictions are pointed by the respective triangles and, 
usually, anticipate the actual crosses.
> You may replace the Close array with an Indicator and anticipate 
the indicators DEMAcrosses.
> Dimitris Tsokakis
> 
> PS: In the attached gif you may see an interesting side effect.
> The peaks/troughs of the red DEMAcrossClose line T1, P1, match with 
increased  accuracy to the turning points of the stock.
> But, this is the beginning of the next subject and I hope you 
agree...


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