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<FONT face=Arial
color=#0000ff size=2>If I ever need a partner to try an dig a hole to China -
you're the guy! I thought I had determination but you're at higher level
for sure.
<FONT face=Arial
color=#0000ff size=2>
<FONT face=Arial
color=#0000ff size=2>d
From: DIMITRIS TSOKAKIS
[mailto:TSOKAKIS@xxxxxxxxx] Sent: Monday, April 05, 2004 1:25
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
estimating price for possible crossover on T3 indicator
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@xxxx] >
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@xxxx] > > 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);> > > >
> > > > Send BUG REPORTS to bugs@xxxx> > Send
SUGGESTIONS to suggest@xxxx> >
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