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Thanks DT and dale,
herman.
-----Original Message-----
From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@xxxxxxxxx]
Sent: Saturday, October 23, 2004 1:32 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: DT's Ct prediction for the Ti3
Herman,
The related codes are in
http://finance.groups.yahoo.com/group/amibroker-ts/files/
"A Ti3 application"
As for the rest see
http://finance.groups.yahoo.com/group/amibroker/files/
"Cross Predictions.txt"
Dimitris
--- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
<psytek@xxxx> wrote:
> 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@x...]
> Sent: Friday, October 22, 2004 7:28 PM
> To: psytek@xxxx
> 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
>
> _________________________________________________________________
> Get ready for school! Find articles, homework help and more in the
Back to
> School Guide! http://special.msn.com/network/04backtoschool.armx
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