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Herman,
Ct is the next bar close.
Ti3t is the next bar Ti3.
1. The Ti3t is a function of Ct according to the
p=20;s=0.7;f=2/(p+1);R=1-f;
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;
Ct=...//set here the next bar close
//relation 1
Ti3t=(C1*f^6+C2*f^5+C3*f^4+C4*f^3)*Ct+
R*((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);
2. The Ct is a function of Ti3t according to the
p=20;s=0.7;f=2/(p+1);R=1-f;
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;
Ti3t=...//set here the next bar Ti3
//relation2
Ct=
(Ti3t-R*(c1*(f^5*e1+f^4*e2+f^3*e3+f^2*e4+f*e5+e6)
+c2*(f^4*e1+f^3*e2+f^2*e3+f*e4+e5)
+c3*(f^3*e1+f^2*e2+f*e3+e4)
+c4*(f^2*e1+f*e2+e3)))/(C1*f^6+C2*f^5+C3*f^4+C4*f^3) ;
I hope it is clear.
Dimitris
--- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
<psytek@xxxx> wrote:
> Hello,
>
> 'been looking at DT's Ct formula (nice work!) to predict where
tomorrow's
> Close will touch the Ti3 - see code below. Can anybody see a way to
use this
> formula to predict the Close of tomorrow needed to have the Ti3
touch any
> arbitrary point? For example a point on another indicator.
>
> My math is not up to this, any help would be appreciated!
>
> herman.
>
> 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(Ct,"Ct",2,1);
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