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DT,
haven't had a chance to do any testing, however i intended to use the angle
crieria on crossing indicators, not prices. For example if two MAs are
almost horizontal but cross slightly during a consolidation phase we can get
whipsawed in/out of the trade. In this case qualifying the crossing with a
minimum angle would postpone the signal untill it is more significant. It is
just an idea i wanted to investigate...the mentioning of High and Low prices
was just to provide a simplified statement for the problem to be solved.
Thanks for you thoughts,
herman.
-----Original Message-----
From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@xxxxxxxxx]
Sent: Tuesday, September 07, 2004 8:01 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Validating Crossings with the angle between the
lines.
As for the reason of this absurdity, we make a [usual] mistake here,
we divide quantities without common measure...
[The tang is a ratio of $/time]
The tangent [in trig] is a ratio of two [perpendicular] sides of an
orthogonal triangle. These sides have a common measure and any
further relation makes sense.
Dimitris
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
> Herman,
> the angle is not indicative.
> Example for ^N225
> H1=11,186.82, L0=11,097.81
> H1-L0=89.01
> tang=89.01/1 [for two adjacent bars]
> and, finally, g=89.35 deg [!!!!!] for a H1/L0=1.008.
> In other words, the max gain was 0.8% and the angle appears almost
> 90deg !!!
> Example for BEAS
> H1=6.7, L0=6.59
> H1-L0=0.11
> and, finally, g=6.27 deg for a max gain of 1.6% !!!
>
> As you see, any quantitative comparison would give absurd results.
> Dimitris
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
> <psytek@xxxx> wrote:
> > Thank you very much DT! Will post if i get any useful results.
> >
> > btw, it seems that messages below 6433 are no longer availabel on
> Yahoo.
> >
> > take care,
> > herman.
> > -----Original Message-----
> > From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
> > Sent: Tuesday, September 07, 2004 2:42 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Re: Validating Crossings with the angle
> between the
> > lines.
> >
> >
> > Herman,
> > The angle g will be
> >
> > x=Cum(1)-1;
> > Lx=LastValue(x);
> > g1=atan(H[Lx]-L[Lx-1]);
> > g2=atan(L[Lx]-H[Lx-1]);
> > pi=4*atan(1);
> > g=g1-g2;
> > f=180/pi;
> > Title="g1="+WriteVal(f*g1)+", g2="+WriteVal(f*g2)+",
g="+WriteVal
> > (f*g);
> > Plot(LineArray(Lx-1,L[Lx-1],Lx,H[Lx]),"",colorOrange,8);
> > Plot(LineArray(Lx-1,H[Lx-1],Lx,L[Lx]),"",colorOrange,8);
> > Plot(C,"",1,64);
> >
> > BTW, the result will not satisfy the visual part, as it is
already
> > explained [see messages #3825,#3855,#3862 ]
> > Dimitris
> > --- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
> > <psytek@xxxx> wrote:
> > > Been staring at this for awhile.... a typical school
> assignment :-)
> > How
> > > would one calculate the angles (in degrees) between two lines
> that
> > cross
> > > between two adjacent bars, for example the angle between a
line
> > from the Low
> > > of bar1 to the High of bar2, that crosses a line from the
High
> of
> > Bar1 to
> > > the Low of bar2.
> > >
> > > The solution needs to include gap conditions and is intended
to
> > help me
> > > qualify line crossings by setting a minimum angle criteria
and
> thus
> > > eliminate whipsaws between near parallel lines.
> > >
> > > many thanks for any help you can give,
> > > herman
> > >
> > >
> > >
> > > [Non-text portions of this message have been removed]
> >
> >
> >
> > Check AmiBroker web page at:
> > http://www.amibroker.com/
> >
> > Check group FAQ at:
> > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> >
> >
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