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The 75% of the next bar Close will be in the [Down75,Up75] zone.
A 10% is expected to be out of the [Down90,Up90] zone.
Narrow bands are obviously interesting.
// Next bar Close bands
Plot(C,"C",1,8);
for(PERC=75;PERC<=90;PERC=PERC+15)
{
for(f=0;f<10;f=f+0.1)
{
Cond=C>(1-0.01*f)*Ref(L,-1) AND C<(1+0.01*f)*Ref(H,-1);
st=LastValue(100*Cum(Cond)/Cum(1));
if(st<PERC)
{
f1=f;
}
}
Plot((1-0.01*F1)*Ref(L,-1),"\nDown"+PERC,perc/10,1);
Plot((1+0.01*F1)*Ref(H,-1),"Up"+PERC,perc/10,1);
}
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
> is expected to be from f% below todays L to f% above todays H.
> For a certain value of f we will have a percentage perc of
successful
> predictions.
> Example:
> f=2, perc=90% means that the 90% of the next bar Close values will
be
> from -2% below L to +2% above H.
> The combination of highest perc with lowest f will reveal the
> interesting stocks of the database.
> XRAY needs just an 1.6% below L and above H to give 90% successful
> prediction for the next bar Close.*
> NTAP is the the most volatile : We need an f=6.8% below L and above
H
> to give a safe prediction for tomorrows Close !!
> The exploration
>
> for(perc=75;perc<=90;perc=perc+5)
> {
> for(f=0;f<10;f=f+0.1)
> {
> Cond=C>(1-0.01*f)*Ref(L,-1) AND C<(1+0.01*f)*Ref(H,-1);
> st=LastValue(100*Cum(Cond)/Cum(1));
> if(st<perc)
> {
> f1=f;st1=st;
> }
> }
> AddColumn(f1,"f["+WriteVal(perc,1.0)+"%]",1.1);
> }
> Filter=1;//Explore for the last quotation
>
> is interesting.
>
> Dimitris Tsokakis
> ____________________________________________
> *N100 statistics since Jan2000
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