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The solution is placed at
http://finance.groups.yahoo.com/group/amibroker-ts/files/A%20Ti3%
20application/
under the title "Ti3next.txt".
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
> epi,
> Nice question !
> Let Ti3 the today´s Tillson smoother, Ct the next bar Close and
Ti3t
> the next bar Ti3.
> For any e1=EMA(C,p); the next bar EMA is e1t=f*Ct+(1-f)*e1;
> The repeated use of this fundamental relation will finally give
Ti3t
> as a function of Ct.
> The solution of the
> Cond=Ct==Ti3t;
> will give the Ct.
> Will you do it ?
> [Else I will do it later]
> Dimitris Tsokakis
>
> For the verification, paste in IB the
>
> p=10;s=0.7;f=2/(p+1);
> // Ti3
> e1=EMA(C,p);
> e2=EMA(e1,p);
> e3=EMA(e2,p);
> e4=EMA(e3,p);
> e5=EMA(e4,p);
> e6=EMA(e5,p);
> c1=-s*s*s;
> c2=3*s*s+3*s*s*s;
> c3=-6*s*s-3*s-3*s*s*s;
> c4=1+3*s+s*s*s+3*s*s;
> Ti3=c1*e6+c2*e5+c3*e4+c4*e3;
> Plot(Ti3,"Ti3",colorblack,1);
> Plot(Ref(Ti3,1),"nextTi3",colorred,8);//the next bar Ti3
> // Ti3t is the next bar Ti3
> Ct=Ref(C,1);
> e1t=f*Ct+(1-f)*e1;
> e2t=f*e1t+(1-f)*e2;
> e3t=f*e2t+(1-f)*e3;
> e4t=f*e3t+(1-f)*e4;
> e5t=f*e4t+(1-f)*e5;
> e6t=f*e5t+(1-f)*e6;
> Ti3t=c1*e6t+c2*e5t+c3*e4t+c4*e3t;// relation I
> //by cascade replacements
> e1t=f*Ct+(1-f)*e1;
> e2t=f*(f*Ct+(1-f)*e1)+(1-f)*e2;
> e3t=f*(f*(f*Ct+(1-f)*e1)+(1-f)*e2)+(1-f)*e3;
> e4t=f*(f*(f*(f*Ct+(1-f)*e1)+(1-f)*e2)+(1-f)*e3)+(1-f)*e4;
> e5t=f*(f*(f*(f*(f*Ct+(1-f)*e1)+(1-f)*e2)+(1-f)*e3)+(1-f)*e4)+(1-f)
*e5;
> e6t=f*(f*(f*(f*(f*(f*Ct+(1-f)*e1)+(1-f)*e2)+(1-f)*e3)+(1-f)*e4)+(1-
f)
> *e5)+(1-f)*e6;
> // Ti3t as a function of Ct
> Ti3t=
> c1*(f*(f*(f*(f*(f*(f*Ct+(1-f)*e1)+(1-f)*e2)+(1-f)*e3)+(1-f)*e4)+(1-
f)
> *e5)+(1-f)*e6)
> +c2*(f*(f*(f*(f*(f*Ct+(1-f)*e1)+(1-f)*e2)+(1-f)*e3)+(1-f)*e4)+(1-f)
> *e5)
> +c3*(f*(f*(f*(f*Ct+(1-f)*e1)+(1-f)*e2)+(1-f)*e3)+(1-f)*e4)
> +c4*(f*(f*(f*Ct+(1-f)*e1)+(1-f)*e2)+(1-f)*e3);// relation II
> Plot(Ti3t,"Ti3t",colorwhite,1);//the analytic next bar Ti3
> Cond=Ct==Ti3t;
>
> As you see, the red and the white lines match point by point.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "epintoem" <epintoem@xxxx> wrote:
> > Is there any way this can be accomplished...
> >
> > the question is...What price must the security close at for a
> > crossover the next day?
> >
> > TIA
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