|
PureBytes Links
Trading Reference Links
|
Thank you Dt.
herman
-----Original Message-----
From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@xxxxxxxxx]
Sent: Monday, October 25, 2004 6:41 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: DT's Ct prediction for the Ti3
Herman,
There is no answer for this general question.
Some arrays may be RevEnged [RSI, Ti3], some others not [StochD].
The next bar RSI is a function of the next bar Close Ct, the next bar
StochD is [unfortunately] a function of Ht, Lt and Ct.
Dimitris
--- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
<psytek@xxxx> wrote:
> 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@x...]
> 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
> >
> >
> > Yahoo! Groups Sponsor
> > ADVERTISEMENT
> >
> >
> >
> >
> >
> > ----------------------------------------------------------------
----
> --------
> > --
> > Yahoo! Groups Links
> >
> > a.. To visit your group on the web, go to:
> > http://groups.yahoo.com/group/amibroker/
> >
> > b.. To unsubscribe from this group, send an email to:
> > amibroker-unsubscribe@xxxxxxxxxxxxxxx
> >
> > c.. Your use of Yahoo! Groups is subject to the Yahoo!
Terms of
> Service.
> >
> >
> >
> > [Non-text portions of this message have been removed]
>
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
>
> Yahoo! Groups Sponsor
> ADVERTISEMENT
>
>
>
>
>
> --------------------------------------------------------------------
--------
> --
> Yahoo! Groups Links
>
> a.. To visit your group on the web, go to:
> http://groups.yahoo.com/group/amibroker/
>
> b.. To unsubscribe from this group, send an email to:
> amibroker-unsubscribe@xxxxxxxxxxxxxxx
>
> c.. Your use of Yahoo! Groups is subject to the Yahoo! Terms of
Service.
>
>
>
> [Non-text portions of this message have been removed]
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Sponsor
ADVERTISEMENT
----------------------------------------------------------------------------
--
Yahoo! Groups Links
a.. To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
b.. To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
c.. Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
[Non-text portions of this message have been removed]
------------------------ Yahoo! Groups Sponsor --------------------~-->
$9.95 domain names from Yahoo!. Register anything.
http://us.click.yahoo.com/J8kdrA/y20IAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~->
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|