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When faced with this problem a few months ago, I took the same approach that
the early US space program did. After firing a rocket at the moon and
missing the first 7 times, it occured to someone to add the ability to make
mid-course corrections.
I wrote a Visual Basic program that makes an initial guess at a crossing
value, and runs the algorithm. If it comes out too high, I take half the
difference and recompute; like if it comes out too low I crrect the other
way. Within milliseconds, when the difference is less than a predefined
difference, I display the target value.
A cheaty way of doing it but it works for any complex trading system.
Larry
-----Original Message-----
From: William Brower <1000mileman@xxxxxxxxxxxxxx>
To: Peter Iovanella <ivo1@xxxxxxxxx>; omega-list@xxxxxxxxxx
<omega-list@xxxxxxxxxx>
Date: Monday, February 08, 1999 10:09 AM
Subject: Re: Projecting values needed to make indicators cross?
>Some indicators can be projected and some cannot. The MA or the MACD can
be
>projected but Stochastics and CCI cannot because they involve multiple
>variables and there are an infinite number of solutions that could yield
the
>same value. By the way, the MACD solution was published in the Nov/Dec98
>issue of TS Express.
>
>At 08:51 AM 2/8/99 -0500, you wrote:
>>Is it at all possible to code something up that would dump to a text file
>>the prices at which certain indicators would cross over one another (like
>>where a 9-bar MA would cross an 18-bar MA) at a certain time (near the
>>close) of the trading day? The idea is to have a list of prices at which
to
>>place stop-close orders, so if the market gets to that point I'll have
>>gotten into the market and won't have had to wait to see where the
>>indicators crossed and possibly have missed the opportunity to make the
>>trade. Any ideas?
>>
>>Thanks.
>>
>>Peter
>>
>>
>>
>
>William Brower
>Publisher of TS Express
>Email: 1000mileman@xxxxxxxxxxxxxx
>Web: http://www.insideedgesystems.com
>
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