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



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Thank you DT, I tried this code but it requires that pb is greater than pa
and also it uses C in both Ti3s. I am looking for a sulution where pa==pb
and we use different price arrays.

best regards,
herman




  -----Original Message-----
  From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@xxxxxxxxx]
  Sent: Monday, October 25, 2004 1:57 AM
  To: amibroker@xxxxxxxxxxxxxxx
  Subject: [amibroker] Re: DT's Ct prediction for the Ti3



  --- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
  <psytek@xxxx> wrote:
  > DT, I am not sure i understand the Ti3t... what i am trying to find
  out is
  > what tomorrows closing price would be to cause the crossing of two
  Ti3
  > functions.

  Herman,
  this specific question is already in
  http://finance.groups.yahoo.com/group/amibroker-ts/files/A%20Ti3%
  20application/
  "Cross(Ti3a,Ti3b) predictions.txt"
  Dimitris
  For example:
  >
  > F1 = T3( Array1, 3, 0.8 );
  > F2 = T3( ref(Array2,-1), 3, 0.8 );
  >
  > Array1 and Array2 are two different arrays and could be any type of
  > indicator array. For development you can plug in any of the OHLC
  arrays, but
  > you cannot use the same price array for both function calles.
  > The Periods and Sensitivities are the same for both T3 function
  calls.
  > F2 is based on yesterdays values, F1 is based on todays values.
  > I would like to calculate tomorrows value for Array1 that would
  cause the
  > two functions to cross: cross(F1, F2).
  >
  > Do you think this is possible?
  >
  > thanks for you help DT!
  > herman
  >   -----Original Message-----
  >   From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
  >   Sent: Saturday, October 23, 2004 5:34 AM
  >   To: amibroker@xxxxxxxxxxxxxxx
  >   Subject: [amibroker] Re: DT's Ct prediction for the Ti3
  >
  >
  >
  >   Herman,
  >   Ti3t (the next bar Ti3) is a direct function of the next bar
  Close Ct.
  >   Ti3t=
  >   c1*(f*(f*(f*(f*(f*(f*Ct+(1-f)*e1)+
  >   (1-f)*e2)+(1-f)*e3)+(1-f)*e4)+(1-f)*e5)+(1-f)*e6)+
  >   c2*(f*(f*(f*(f*(f*Ct+(1-f)*e1)+(1-f)*e2)+(1-f)*e3)+
  >   (1-f)*e4)+(1-f)*e5)+
  >   c3*(f*(f*(f*(f*Ct+(1-f)*e1)+(1-f)*e2)+(1-f)*e3)+(1-f)*e4)+
  >   c4*(f*(f*(f*Ct+(1-f)*e1)+(1-f)*e2)+(1-f)*e3);
  >   If I understand your question, you want to solve Ct for any given
  >   Ti3t.
  >   Let me know and I will do it.
  >   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);
  >
  >
  >
  >
  >
  >   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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