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Didn't Dimitri publish an article on this in TASC magazine?
h
Wednesday, June 20, 2007, 6:41:49 AM, you wrote:
> George, I believe that what you want
> has already been done by Dimitris Tsokakis.
> For thread see:
> http://elitetrader.com/vb/showthread.php?
> s=&threadid=45378&highlight=The+probable+Cross+between+MACD+and+its+Si
> gnal
> directaim
> // The probable Cross between MACD and its Signal, by D. Tsokakis,
> Feb2005
> //The code may be used as a good daily consultant for the probable
> continuation of a trend.
> SetBarsRequired(10000,0);
> function EMAn ( Cnext , p)
> {
> return ( 2 * Cnext + ( P - 1 ) * EMA ( C , P ) ) / ( P + 1 ) ;
> }
> function MACDn ( Cnext , p1 , p2 )
> {
> return EMAn ( Cnext ,p1 ) - EMAn ( Cnext , p2 ) ;
> }
> p1=12;p2=26;p=9;
> det = 500 ;
> perc = 25/100 ;
> Clast = SelectedValue ( C ) ;
> MACDlast = SelectedValue ( MACD() ) ;
> SIGNALlast = SelectedValue ( Signal ( ) );
> Cnextmin = ( 1 - perc ) * Clast ;Cnextmax = ( 1 + perc ) * Clast ;
> step = ( Cnextmax - Cnextmin ) / det ;
> nextROC1 = -100 * perc ;
> nextROC2 = -100 * perc ;
> for ( Cnext = Cnextmin ; Cnext <= Cnextmax ; Cnext = Cnext + step )
> {
> X = MACDn ( Cnext , 12 , 26 ) ;
> Y = EMA ( X , 9 ) ;
> MACDnext = SelectedValue ( X );
> SIGNALnext = SelectedValue ( Y );
> NextROC = 100 * ( -1 + Cnext / Clast ) ;
> NextROC0 = 100 * ( -1 + Cnext / Clast ) ;
> if ( macdnext < SignalLAST )
> {
> NextROC1 = NextROC ;
> }
> if ( MACDnext < MACDlast )
> {
> nextROC2 = nextROC0;
> }
> }
> --- In amibroker@xxxxxxxxxxxxxxx, "slamming26_11" <george.rayzis@xxx>
> wrote:
>> r1 = Param( "Fast avg", 12, 2, 200, 1 );
>> r2 = Param( "Slow avg", 26, 2, 200, 1 );
>> r3 = Param( "Signal avg", 9, 2, 200, 1 );
>> mm = MACD(r1, r2);
>> ms = Signal(r1, r2, r3);
>> UpCrossover = Cross( mm, ms );
>> DownCrossover = Cross( ms, mm);
>> IIf( mm > ms, DownCrossover, UpCrossover );
>> ValueWhen( DownCrossover, Ref(C,1));
>> ValueWhen( UpCrossover, Ref(C,1));
>> MACDPredictor = ValueWhen( DownCrossover, Ref(C, 1)) OR
>> ValueWhen( UpCrossover, Ref(C,1));
>> Plot(MACDPredictor,"",4);
>> The above code is a my feeble attempt to show the very next future
>> closing price that would create a crossover of the mm and ms.
> Please
>> help as I am not experienced with AFL coding.
>> Thanks.
>> George
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