|
PureBytes Links
Trading Reference Links
|
The code is true gold for CL [long time ago].
Since the signal is known the day before, you may be ahead of these
surprises.
MACD divergences [daily AND daily-weekly] have also warned for a
bearish turn from the first day of this [interesting] year.
The MAcross prediction didnīt miss the last 3 bullish JYH04 bars, the
bullish signal of Jan5 was crystal clear.
>From what I see, similar intradays are not rare for JYH04 [Nov19,
Dec10]
Was the volume at intraday low interesting ?
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
> Yuki,
> I do not trade currencies.
> I know a few things for JYH04. My indicators have a more clear
> picture.
> One of them is the
> // MA cross Prediction
> p=3;MAp=MA(C,p);
> k=5;MAk=MA(C,k);
> TC=(p*(k-1)*MA(C,k-1)-k*(p-1)*MA(C,p-1))/(k-p);
> DescCrossPrediction=Cross(TC,C);
> AscCrossPrediction=Cross(C,TC);
> ExpectMAcross=DescCrossPrediction OR AscCrossPrediction;
> Confirmed=Cross(MAk,MAp) OR Cross(MAp,MAk);
> UR=2*HHV(ROC(C,1),500);LR=2*LLV(ROC(C,1),500);
> Ucoeff=1+UR/100;Lcoeff=1+LR/100;
> Filter=TC<Lcoeff*C OR TC>Ucoeff*C;
> AddColumn(MAp,"MAp");
> AddColumn(MAk,"MAk");
> Plot(C,"",41*Filter+1,64);
> Plot(MAp,"",5,1);Plot(MAk,"",4,1);
> 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 TC<C,"EXPECT a bearish MAcross SOON","")+
> WriteIf(expect AND NOT(expectMAcross) AND NOT(Confirmed) AND bars>3
> AND TC>C,"EXPECT a bullish MAcross SOON","")+
> WriteIf(DescCrossPrediction,"EXPECT a bearish MAcross TOMORROW","")+
> WriteIf(AscCrossPrediction,"EXPECT a bullish MAcross TOMORROW","")+
> WriteIf(Cross(MAp,MAk)," , Bullish MAcross","")+WriteIf(Cross
> (MAk,MAp)," , Bearish MAcross","");
> PlotShapes(shapeUpArrow*AscCrossPrediction,colorBrightGreen);
> PlotShapes(shapeDownArrow*DescCrossPrediction,colorRed);
>
> The Title, after Jan8 close was : "Expect a bearish MAcross
tomorrow".
> Not bad at all...
> Dimitris Tsokakis
> PS:Day by day the ^N225 invH&S is moving to its target. Some 100
> units more in the next days and it will confirm the calculations
> posted one month ago. Times change...
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, Yuki Taga <yukitaga@xxxx> wrote:
> > Obviously, the two terms might cause a little cognitive
dissonance.
> I
> > will let the gentle reader decide if either applies here in Japan
> > after this afternoon's little BoJ shenanigans.
> >
> > First and foremost, I write not out of any "sour grapes". I was
> flat
> > when the fecal matter came flying in -- I had gone flat on the
open.
> > And I was contemplating a 3-day weekend under just those
conditions:
> > flat.
> >
> > If any of you are following the Dollar/Yen, you've probably
noticed
> > it's gone to sleep the past few days. Right around 106.2, give or
> > take, most of this week.
> >
> > At about 2:25 pm today, 35 minutes before the market closed ahead
of
> > a 3-day weekend, the BoJ decided to ram the dollar up to more than
> > 108 in the space of a few minutes. (It's now right back to
107.07
> as
> > I write 45 minutes later.)
> >
> > Naturally, this caused a huge, albeit temporary, spike in the ^225
> > futures here. Okay, the BoJ certainly has the right to interfere,
> > but I smell a rat. After opening higher on the back of the US
> > numbers last night, the morning session saw the futures under
> > constant attack, actually going negative before the morning
session
> > was out. In the PM session, however, there was a quick rebound,
and
> > by about 2:15 pm (maybe 10 minutes before the BoJ) we had gotten
> back
> > to opening ground on the near futures (about 10,950).
> >
> > My questions are 1) why this timing, and 2) who else knew about
it.
> >
> > I smell a very fat rat, I'm embarrassed to say.
> >
> > I really think we need a law forcing the BoJ to act outside of
> equity
> > trading hours. They could still play games of course, but perhaps
> > not as blatantly or as easily. I think a child could reason out
> what
> > happened today. A child of about age 10.
> >
> > For those of you in the US, one think to think about perhaps.
What
> > if Yuki is wrong and the BoJ did this not to aid some market
> players,
> > but out of a fear that a huge dollar hit is coming? Might there
be
> > any connection between that fear (if it truly exists) and
tonight's
> > employment report? It will be interesting to see how the evening
> > unfolds. I am uncorking the Chardonney soon. ^^_^^
> >
> > Yuki
> >
> > P.S. Pal, I don't know what software on the planet would have
gotten
> > anyone out of a short dollar position this afternoon without major
> > damage. I attach a chart of just what happened (times on the
chart
> > are US I think -- Power E-Trade Japan via Reuters).
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
Yahoo! Groups Links
To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|