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Bill was correct, Mark.
Simple algebra gives the solution in the case of a single price series [ma
crossings and hence MACD or RSI],but not for Stoc [need C & L]. CCI uses
only 1 price series [typical price] so you can, of course, project the
crossing, but it's hard to place an order at the typical price ;)
Kaufman credited Lambert [TASC 11/83] for the concept and its extension to
MDI.
Technifilter Plus provides all the TARget formulas.
Bob
bjagow@xxxxxxx <mailto:bjagow@xxxxxxx>
-----Original Message-----
From: Mark Brown [mailto:markbrown@xxxxxxxxxxxxx]
Sent: Monday, February 08, 1999 9:45 AM
To: Peter Iovanella; omega-list@xxxxxxxxxx; William Brower
Subject: Re: Projecting values needed to make indicators cross?
http://www.futuresmag.com/library/oct97/comptrdr.html
Bill, thanks for trying to help, however here is the Original work and code
for free !
thank you for your continued support
mark brown
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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