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RE: [amibroker] DT's Ct prediction for the Ti3



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Herman: 
 
This is not DT's version but one the Fred Tonetti worked up.  Check the
Topic "Search Routine for Crossover Point -- EMA Version" from around
1/29/2004 thru 1/31/2004  There are around 34 posts.
 
DT's posts are "estimating price for possible crossover on T3 indicator"
around the 4/1 - 4/5/2004 timeframe.
 
d


  _____  

From: Herman van den Bergen [mailto:psytek@xxxxxxxx] 
Sent: Friday, October 22, 2004 9:12 PM
To: AmiBroker YahooGroups
Subject: RE: [amibroker] DT's Ct prediction for the Ti3


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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