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



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well DT, your scenario below is easier to understand than Ti3
transformations and sounds extremely palatable. In terms of realization,
well who knows, I do have the tools; all I have to do is to get my brain in
gear, the problem is that i have more bugs and cobwebs there than anywhere
else.

take care,
DT
  -----Original Message-----
  From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@xxxxxxxxx]
  Sent: Wednesday, October 27, 2004 4:48 AM
  To: amibroker@xxxxxxxxxxxxxxx
  Subject: [amibroker] Re: DT's Ct prediction for the Ti3



  Herman,
  Athens would not be a bad idea.
  28 Celsius now [20min before 12:00], it will be around 30 some h
  later.
  The menu is broiled fresh fish and will be served 4h later.
  Since the fisher and the broiler is the same person, the word "fresh"
  is guaranteed.
  10-year red wine will be also available [unlimited quantity and free
  of charge].
  It would be, perhaps, the ideal condition to discuss Ti3 details.
  Although this message looks [strongly] into the future, it is not
  dangerous as the zig functions.
  Dimitris
  --- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
  <psytek@xxxx> wrote:
  > DT, your patience is much appreciated, it is 4:00 am here so I'll
  get some
  > sleep first and will study your formulas in the (later) morning,
  thanks for
  > the extra explanations, I think they will help. i have a strong gut
  feeling
  > your formulas really give me what i want  - I may just be a bit
  overwhelmed
  > by all the terms, they look a bit intimidating :-)
  >
  > Thanks again DT, I sure will enjoy working on it later.
  > herman
  >   -----Original Message-----
  >   From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
  >   Sent: Wednesday, October 27, 2004 3:13 AM
  >   To: amibroker@xxxxxxxxxxxxxxx
  >   Subject: [amibroker] Re: DT's Ct prediction for the Ti3
  >
  >
  >
  >   Herman,
  >   Do not add this "NOT when the Ct crosses anything", it makes
  things
  >   complicated without reason. No Ct touch was used in the
  >   http://finance.groups.yahoo.com/group/amibroker/message/72276
  >   solution.
  >   Ct is the [unconditional] next bar Close, as already explained.
  >   Ti3Ct is the [unconditional] next bar Ti3C.
  >   The formulas
  >
  >   Ti3Ct=(C1*f^6+C2*f^5+C3*f^4+C4*f^3)*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);
  >   and
  >   Ct=(Ti3Ct-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) ;
  >
  >   are nothing but mathematical definitions.
  >   The first gives the Ti3Ct as a function of Ct.Give a value to Ct
  and
  >   you will get the Ti3Ct.
  >   The second gives the Ct as a function of Ti3Ct. Give a value to
  Ti3Ct
  >   and you will get Ct.
  >   See also the verification in
  >   http://finance.groups.yahoo.com/group/amibroker/message/72290
  >   Dimitris
  >   --- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
  >   <psytek@xxxx> wrote:
  >   > Thank you DT,
  >   >
  >   > The problem is different. We need to know the value of
  tomorrow's
  >   Ct when
  >   > two OTHER arrays cross, NOT when the Ct crosses anything: Ct is
  not
  >   required
  >   > to touch any line. I do not know how to explain it better: the
  >   objective is
  >   > to know at what value of Ct the other two functions cross, i.e.
  >   find Ct when
  >   > a F1(Ct) touches F2(Ref(Array,-1)). This is probably a more
  useful
  >   > application than having the raw C touch any line because the C
  is
  >   subject to
  >   > a lot of noise and would give many false signals.  I think your
  >   innovative
  >   > math functions provide the solution for this problem but i can't
  >   figure out
  >   > how, I hoped my code would illustrated the problem more
  clearly...
  >   Forgive
  >   > me if i am just plain dumb and the solution is staring at me.
  >   >
  >   > Anyway, thanks very much for your time DT,
  >   > best regards,
  >   > herman.
  >   >
  >   >
  >   >
  >   >   -----Original Message-----
  >   >   From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
  >   >   Sent: Tuesday, October 26, 2004 2:08 AM
  >   >   To: amibroker@xxxxxxxxxxxxxxx
  >   >   Subject: [amibroker] Re: DT's Ct prediction for the Ti3
  >   >
  >   >
  >   >
  >   >   Herman,
  >   >   The formula is correct and gives the next bar close Ct as a
  >   function
  >   >   of tomorrow´s Ti3Ct.
  >   >   When Ti3Ct value is known [or equal to another function] then
  Ct
  >   is
  >   >   calculated.
  >   >   For a simple verification, set
  >   >   Ti3Ct=Ref(Ti3C,1);
  >   >   and then Ct will be EXACTLY the Ref(C,1).
  >   >
  >   >   Plot(C,"C",colorBlack,1);
  >   >   periods=5;s=0.7;f=2/(periods+1);R=1-f;
  >   >   //the Ti3C
  >   >   price=C;
  >   >   e1C=EMA(price,periods);
  >   >   e2C=EMA(e1C,Periods);
  >   >   e3C=EMA(e2C,Periods);
  >   >   e4C=EMA(e3C,Periods);
  >   >   e5C=EMA(e4C,Periods);
  >   >   e6C=EMA(e5C,Periods);
  >   >   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;
  >   >   Ti3C=c1*e6C+c2*e5C+c3*e4C+c4*e3C;
  >   >   Ti3Ct=Ref(Ti3C,1);// condition
  >   >   //the Ct as a function of Ti3Ct
  >   >   Ct=(Ti3Ct-R*(c1*(f^5*e1C+f^4*e2C+f^3*e3C+f^2*e4C+f*e5C+e6C)
  +c2*
  >   >   (f^4*e1C+f^3*e2C+f^2*e3C+f*e4C+e5C)+c3*
  (f^3*e1C+f^2*e2C+f*e3C+e4C)
  >   +c4*
  >   >   (f^2*e1C+f*e2C+e3C)))/(C1*f^6+C2*f^5+C3*f^4+C4*f^3) ;
  >   >   Plot(Ref(Ct,-1),"Ct",colorRed,8);
  >   >
  >   >   Dimitris
  >   >
  >   >
  >   >   --- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
  >   >   <psytek@xxxx> wrote:
  >   >   > Hello DT,
  >   >   >
  >   >   > I really appreciate your help with this however is that your
  >   >   solution looks
  >   >   > somewhat the same but isn't accurate...perhaps you
  misunderstood
  >   >   and are
  >   >   > calculating something else...
  >   >   >
  >   >   > The best way for me to illustrate my need is with a generic
  >   >   iterative
  >   >   > solution. Sorry to impose on you DT but to see how the
  result
  >   >   differs you
  >   >   > have to display both your solution and mine. When you have
  >   loaded
  >   >   the demo
  >   >   > code below, click on any bar and open the Param() window.
  Then
  >   >   apply an
  >   >   > offset to the selected close price until you see the two T3s
  >   (white
  >   >   and
  >   >   > black) cross, at that point the C price is exactly on the
  >   Predicted
  >   >   Close
  >   >   > price (Red). This is not the case with your formula. Note
  that I
  >   >   moved the
  >   >   > Red predicted value forward one bar to allow easier
  comparison
  >   to
  >   >   the Close
  >   >   > and show a little square when the target is hit. The key
  >   >   requirement of
  >   >   > course it that C falls exactly on the predicted value when
  the
  >   T3s
  >   >   cross -
  >   >   > this doesn't happen with your indicator.
  >   >   >
  >   >   > With EOD data and restricting the calculation to the display
  >   area
  >   >   only, my
  >   >   > solutions works OK, but i need a continuous indicator for
  the
  >   >   entire data RT
  >   >   > history, this means about 100K bars. If your formula worked
  it
  >   >   would enable
  >   >   > me to do that!!!
  >   >   >
  >   >   > Any change of making your solution match mine?
  >   >   >
  >   >   > thanks again DT,
  >   >   > herman.
  >   >   >
  >   >   >
  >   >   > ------------------------------------------------------------
  ----
  >   ----
  >   >   --------
  >   >   > ----
  >   >   >
  >   >   > SetBarsRequired(1000000,1000000);
  >   >   >
  >   >   > function Ti3(array,p,s)
  >   >   >  {
  >   >   >  f=2/(p+1);
  >   >   >  e1=EMA(array,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;
  >   >   >  T3=c1*e6+c2*e5+c3*e4+c4*e3;
  >   >   >  return T3;
  >   >   >  }
  >   >   >
  >   >   > function ReferenceFunction( ReferenceArray )
  >   >   >  {
  >   >   >  global T3Periods, T3Sensitivity, ResetReference;
  >   >   >  R = Ti3( ReferenceArray, T3Periods ,T3Sensitivity);
  >   >   >  return R;
  >   >   >  }
  >   >   >
  >   >   > function TestFunction( TestArray )
  >   >   >  {
  >   >   >  global T3Periods, T3Sensitivity, ResetReference;
  >   >   >  R = Ti3( TestArray, T3Periods ,T3Sensitivity);
  >   >   >  return R;
  >   >   >  }
  >   >   >
  >   >   > function GetTriggerPrice( ReferenceArray, TestArray,
  TestBarNum,
  >   >   T3Period,
  >   >   > T3Sensitivity )
  >   >   >  {
  >   >   >  Precision  = 0.0001;
  >   >   >
  >   >   >  RefArray  = ReferenceFunction( ReferenceArray );
  >   >   >  RefValue  = RefArray[TestBarNum ];
  >   >   >
  >   >   >  TestValue = TestArray[TestBarNum];
  >   >   >  TestIncr  = TestValue/3;
  >   >   >
  >   >   >  do {
  >   >   >   TestArray[TestBarNum ]  = TestValue;
  >   >   >   T3t     = TestFunction( TestArray);
  >   >   >   TodaysT3   = T3t[TestBarNum ];
  >   >   >   if( abs(TodaysT3-RefValue) < Precision );
  >   >   >   else if(TodaysT3< RefValue) TestValue= TestValue+
  TestIncr ;
  >   >   >   else TestValue= TestValue- TestIncr ;
  >   >   >   TestIncr = TestIncr /2;
  >   >   >   Error = abs(TodaysT3- RefValue);
  >   >   >   } while ( Error > Precision );
  >   >   >
  >   >   >  return TestArray[TestBarNum ];
  >   >   >  }
  >   >   >
  >   >   > PriceOffSet = Param("Price offset",0,-2,2,0.001);
  >   >   > BarNum = SelectedValue(BarIndex());
  >   >   > CursorBar = BarNum == BarIndex();
  >   >   > ParamPrice = C + PriceOffSet;
  >   >   > C = IIf(CursorBar, ParamPrice, C);
  >   >   > ReferenceArray = Ref(H,-1);
  >   >   > TestArray = C;
  >   >   > T3Periods = 3;
  >   >   > T3Sensitivity = 0.7;
  >   >   >
  >   >   > FirstVisibleBar = Status( "FirstVisibleBar");
  >   >   > Lastvisiblebar = Status("LastVisibleBar");
  >   >   > TP=Null;
  >   >   > for( b = Firstvisiblebar; b < Lastvisiblebar AND b <
  BarCount;
  >   b++)
  >   >   >  {
  >   >   >  TP[b] = GetTriggerPrice( ReferenceArray, TestArray, b,
  >   T3Periods,
  >   >   > T3Sensitivity );
  >   >   >  }
  >   >   >
  >   >   > TargetHit = IIf(abs(C-TP) < 0.01,1,Null);
  >   >   > Plot(C,"C",1,128);
  >   >   > Plot(Ti3( ReferenceArray,
  >   >   T3Periods ,T3Sensitivity),"ReferenceArray",1,1);
  >   >   > Plot(Ti3( TestArray,
  T3Periods ,T3Sensitivity),"TestArray",2,1);
  >   >   > PlotShapes(TargetHit*shapeHollowSquare,9,0,TP,0);
  >   >   > Plot(TP,"TP",4,1);
  >   >   >
  >   >   > ------------------------------------------------------------
  ----
  >   ----
  >   >   --------
  >   >   > ----
  >   >   >
  >   >   >
  >   >   >
  >   >   >
  >   >   >
  >   >   >   -----Original Message-----
  >   >   >   From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
  >   >   >   Sent: Monday, October 25, 2004 3:04 PM
  >   >   >   To: amibroker@xxxxxxxxxxxxxxx
  >   >   >   Subject: [amibroker] Re: DT's Ct prediction for the Ti3
  >   >   >
  >   >   >
  >   >   >
  >   >   >   Herman,
  >   >   >   As I wrote in previous post, Ct is a function of Ti3Ct
  [and
  >   vice
  >   >   >   versa]
  >   >   >   In your example, Ti3C and Ti3H should be calculated
  >   separately, to
  >   >   >   avoid any confusion.
  >   >   >   The expected next bar Close Ct would be
  >   >   >
  >   >   >   Plot(C,"C",colorBlack,8);
  >   >   >   periods=5;s=0.7;f=2/(periods+1);R=1-f;
  >   >   >   //the Ti3H
  >   >   >   price=H;
  >   >   >   e1H=EMA(price,periods);
  >   >   >   e2H=EMA(e1H,Periods);
  >   >   >   e3H=EMA(e2H,Periods);
  >   >   >   e4H=EMA(e3H,Periods);
  >   >   >   e5H=EMA(e4H,Periods);
  >   >   >   e6H=EMA(e5H,Periods);
  >   >   >   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;
  >   >   >   Ti3H=c1*e6H+c2*e5H+c3*e4H+c4*e3H;
  >   >   >   //Plot(Ti3H,"Ti3H",1,1);
  >   >   >   //the Ti3C
  >   >   >   price=C;
  >   >   >   e1C=EMA(price,periods);
  >   >   >   e2C=EMA(e1C,Periods);
  >   >   >   e3C=EMA(e2C,Periods);
  >   >   >   e4C=EMA(e3C,Periods);
  >   >   >   e5C=EMA(e4C,Periods);
  >   >   >   e6C=EMA(e5C,Periods);
  >   >   >   Ti3C=c1*e6C+c2*e5C+c3*e4C+c4*e3C;
  >   >   >   //Plot(Ti3C,"Ti3C",2,1);
  >   >   >   Ti3Ct=Ti3H;//your condition:the next bar Ti3C is equal to
  >   todays
  >   >   Ti3H
  >   >   >   //the Ct as a function of Ti3Ct
  >   >   >   Ct=(Ti3Ct-R*(c1*
  (f^5*e1C+f^4*e2C+f^3*e3C+f^2*e4C+f*e5C+e6C)
  >   +c2*
  >   >   >   (f^4*e1C+f^3*e2C+f^2*e3C+f*e4C+e5C)+c3*
  >   (f^3*e1C+f^2*e2C+f*e3C+e4C)
  >   >   +c4*
  >   >   >   (f^2*e1C+f*e2C+e3C)))/(C1*f^6+C2*f^5+C3*f^4+C4*f^3) ;
  >   >   >   Plot(Ct,"Ct",colorRed,8);
  >   >   >
  >   >   >   For periods>10 the condition is quite rare.
  >   >   >   Dimitris
  >   >   >   --- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
  >   >   >   <psytek@xxxx> wrote:
  >   >   >   > In my requirements there is only one unknown, the next
  day
  >   Ct as
  >   >   >   the other
  >   >   >   > Ti3 was using the previous bar's value. The equation is
  >   >   solvable by
  >   >   >   > iteration however it is too slow for Real Time data,
  where
  >   in a
  >   >   >   backtests i
  >   >   >   > want to process 100,000 bars. The problem could also be
  >   stated,
  >   >   >   since both
  >   >   >   > Ti3s have the same value when crossing, and assigning
  >   arbitrary
  >   >   >   familiar
  >   >   >   > price arrays to Array1 and Array2, as:
  >   >   >   >
  >   >   >   > Ti3( ref(H,-1), period, sensitivity )  =  Ti3( C,
  period,
  >   >   >   sensitivity )
  >   >   >   >
  >   >   >   > and solving for C. In this equation C is the only
  unknown
  >   >   because H
  >   >   >   is
  >   >   >   > yesterday's known value. Your earlier solutions are
  close to
  >   >   this
  >   >   >   but i
  >   >   >   > haven't been able to modify them to this requirement.
  Note
  >   that
  >   >   >   periods and
  >   >   >   > sensitivities are the same on both sides of the
  equation.
  >   >   >   >
  >   >   >   > Best regards,
  >   >   >   > herman
  >   >   >   >
  >   >   >   >
  >   >   >   >   -----Original Message-----
  >   >   >   >   From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
  >   >   >   >   Sent: Monday, October 25, 2004 6:58 AM
  >   >   >   >   To: amibroker@xxxxxxxxxxxxxxx
  >   >   >   >   Subject: [amibroker] Re: DT's Ct prediction for the
  Ti3
  >   >   >   >
  >   >   >   >
  >   >   >   >
  >   >   >   >   To be more specific:
  >   >   >   >   Ti3t, the next bar Ti3 of an array, is ALWAYS a
  [known]
  >   >   function
  >   >   >   of
  >   >   >   >   the next bar array value arrayt.
  >   >   >   >   Arrayt is NOT ALWAYS a [known] function of the next
  bar
  >   Close
  >   >   Ct.
  >   >   >   >   Dimitris
  >   >   >   >   PS : If you could be more specific about array1,
  array2 we
  >   >   could
  >   >   >   >   probably come to some result...
  >   >   >   >   --- In amibroker@xxxxxxxxxxxxxxx, "Herman van den
  Bergen"
  >   >   >   >   <psytek@xxxx> wrote:
  >   >   >   >   > Thank you Dt.
  >   >   >   >   >
  >   >   >   >   > herman
  >   >   >   >   >   -----Original Message-----
  >   >   >   >   >   From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
  >   >   >   >   >   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);
  >   >   >   >   >   >   >
  >   >   >   >   >   >   >
  >   >   >   >   >   >   >
  >   >   >   >   >   >   >
  >   >   >   >   >   >   >
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