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Roger, DIMITRIS TSOKAKIS posted extensively on this topic around April 2004
and developed some wizardy formulas. Too many to repeat here, best perform a
search of the archive. I just tried a search but yahoo was too slow and i
gave up.
The code i posted was complete as posted by DIMITRIS, below is a demo
version. The white line is the predicted crossing. Open the parameter window
to vary the Close at the cursor position and you will see how it meets with
the lines at the predicted point.
bets regards,
herman
///////////////////// Manual Close Adjustment /////////////////
PriceOffSet = Param("Price offset",0,-0.40,0.40,0.001);
BarNum = SelectedValue(BarIndex());
CursorBar = BarNum == BarIndex();
ParamPrice = C + PriceOffSet;
C = IIf(CursorBar, ParamPrice, C);
// Coded by D. Tsokakis, April 2004
p=3;s=0.84;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;
//The value of tomorrow´s Close Ct that touches tomorrow´s Ti3 is
Ct=
(1-f)*((c1*f^5+c2*f^4+c3*f^3+c4*f^2)*e1+(c1*f^4+c2*f^3+c3*f^2+c4*f)*e2+(c1*f
^3+c2*f^2+c3*f+c4*1)*e3+(c1*f^2+c2*f+c3*1)*e4+(c1*f+c2*1)*e5+c1*e6)/(1-(C1*f
^6+C2*f^5+C3*f^4+C4*f^3)) ;//relation III
Plot(C,"Close",1,128);
Plot(Ti3,"Ti3",4,1);
Plot(Ref(Ct,-1),"Ct",2,1);
-----Original Message-----
From: Roger Breedlove [mailto:rogerbreedlove@xxxxxxxxxxx]
Sent: Friday, October 22, 2004 7:28 PM
To: psytek@xxxxxxxx
Subject: RE: [amibroker] DT's Ct prediction for the Ti3
Hi Herman
Is that the full set of code? If not, would you mind sending me the full
listing. I will be interested in seeing the response you get to your
question.
thanks
Roger
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