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d,
I will admit it was complicated, some 6-ply parentheses needed
cautious copy/paste. When I was working the respective MA, EMA, DEMA
formulas I was using paper [landscape size...].This time everything
was written directly in IB window. It was a nice excercise,
especially when the result was appearing from the corner sooner or
later.
BTW, the predictions statistics was impressive, never met something
similar...
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@xxxx> wrote:
> I agree but how about the time (and determination) it took to get
the exact
> solution?
>
> d
>
>
> _____
>
> From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
> Sent: Monday, April 05, 2004 6:07 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: estimating price for possible crossover on
T3
> indicator
>
>
> dingo,
> It is nice to have the exact formula, when possible of course.
> It is fast, accurate and, the most important, it gives very
> interesting side effects. The Cross(Ti3a,Ti3b) prediction is one of
> them.
> Dimitris Tsokakis
> --- In amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@xxxx> wrote:
> > Here's a general purpose routine provided by Fred Tonetti that
you
> can adapt
> > to suit your needs.
> >
> > d
> >
> > >>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
> >
> >
> >
> >
> > _____
> >
> > From: Fred [mailto:ftonetti@x...]
> > Sent: Friday, January 30, 2004 12:41 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Re: Search Routine for Crossover Point --
EMA
> Version
> >
> >
> > Is there any reason to limit this to an xMA when this can easily
be
> > done for any built in AB indicator or any custom AFL "indicator"
> that
> > one cares to write ?
> >
> > // ***********************************************
> > //
> > // An all purpose routine to find the price
> > // necessary to move an indicator to a GOAL.
> > //
> > // This should work for virtually any indicator,
> > // built in or otherwise. It's demonstrated
> > // here using RSI & BBand's ...
> > //
> > // Note: It will appear to use future quotes
> > // because of the down shifting of the
> > // price array, but obviously it can't
> > // "know" tomorrows price. There's
> > // probably a way to rectify this but
> > // I was more concerned with the rest
> > // of the process.
> > //
> > // The maximum iterations have arbitrarily been
> > // set to 200 which is undoubtedly overkill
> > // as I've yet to see anything take 200 even
> > // when tolerance was set to 0 on datastreams
> > // with very high prices.
> > //
> > // For real usage the saving of i in j and the
> > // accuracy calculation can be tossed as they
> > // were only put in for demonstration purposes
> > //
> > // ***********************************************
> > //
> > // This Routine requires the following things
> > //
> > // P0 = A price array or synthetic
> > //
> > // Goal = The goal value of the indicator
> > //
> > // Acc = An accuracy level for the calculations
> > //
> > // Set this to the order of magnitude
> > // that you want. For example if you want
> > // accuracy in calculated price to within
> > // 0.01 then set it 0.01. It can even
> > // be set to 0 which will force AB to
> > // calculate until it can't find any
> > // further improvements (Usually between
> > // 150-170 iterations) but this is semi
> > // useless as improvements relative to
> > // price granularity have long since
> > // been gone by.
> > //
> > // The lower you set it the longer it
> > // will take but it's pretty quick
> > // (Usually between 15-30 iterations)
> > // unless you set it at 0.
> > //
> > // ***********************************************
> > //
> > // Note: Some goals are virtually unattainable on
> > // the next bar, especially on the downside
> > // as they would require a negative price
> > // which is what this routine will show if
> > // that is what is required.
> > //
> > // ***********************************************
> >
> > P0 = C;
> >
> > Acc = 0.0001;
> >
> > LVBI = LastValue(BarIndex());
> > Mult = 1;
> >
> > // ***********************************************
> > // Shift Price up by n orders of magnitude to make
> > // it >= 1. This is useful to increase
> > // accuracy on very low priced datastreams
> > // such as the JY.
> > // ***********************************************
> > for (i = 0; i < 10; i++)
> > {
> > if (P0[LVBI] >= 1)
> > i = 99;
> > else
> > Mult = Mult * 10;
> > }
> > // ***********************************************
> >
> > P1 = Ref(P0, 1) * Mult;
> > UpDn = 100 * P1[LVBI];
> >
> > for (i = 0; i < 200; i++)
> > {
> >
> > // An example for finding price associated with the next
bars
> > BBandTop
> > //
> > //
> >
**************************************************************
> > ***************
> > // Put whatever indicator you want to goal seek here based
on
> P1
> > //
> >
**************************************************************
> > ***************
> > Calc = P1;
> > //
> >
**************************************************************
> > ***************
> > // Put whatever you want for the goal here ...
> > //
> > // The reason for putting it in the loop is because
sometimes
> > the goal is price
> > // oriented and will need to be recalculated on each
> > iteration.
> > //
> >
**************************************************************
> > ***************
> > Goal = LastValue(BBandBot(P1, 14, 2));
> > //
> >
**************************************************************
> > ***************
> >
> >
> >
> > // An example for finding price associated with the next
bars
> > RSI value of 65
> > //
> > //
> >
**************************************************************
> > ***************
> > // Put whatever indicator you want to goal seek here based
on
> P1
> > //
> >
**************************************************************
> > ***************
> > // Calc = RSIa(P1, 14);
> > //
> >
**************************************************************
> > ***************
> > // Put whatever you want for the goal here ...
> > //
> > // The reason for putting it in the loop is because
sometimes
> > the goal is price
> > // oriented and will need to be recalculated on each
> > iteration.
> > //
> >
**************************************************************
> > ***************
> > // Goal = 65;
> > //
> >
**************************************************************
> > ***************
> >
> > if (Calc[LVBI] < Goal)
> > P1[LVBI] = P1[LVBI] + UpDn;
> > else
> > P1[LVBI] = P1[LVBI] - UpDn;
> > UpDn = UpDn / 2;
> > if (UpDn <= Acc)
> > {
> > j = i;
> > i = 99999;
> > }
> > }
> >
> > Accuracy = 100 * (abs(Goal - Calc) / Goal);
> >
> > Filter = BarIndex() == LVBI;
> >
> > AddColumn(Mult,
> > "Multiplier", 1.0);
> > AddColumn(Calc[LVBI - 1] / Mult, "Curr Ind Val", 1.9);
> > AddColumn(Goal / Mult, "Goal Ind Val",
1.9);
> > AddColumn(Calc[LVBI] / Mult, "Calc Ind Val", 1.9);
> > AddColumn(j,
> > "Iterations", 1.0);
> > AddColumn(Accuracy, "Accuray (%)",
1.9);
> > AddColumn(Ref(P1, -1) / Mult, "Todays Price", 1.9);
> > AddColumn(P1 / Mult, "Goal
> > Price", 1.9);
> >
> >
> >
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