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RE: Projecting values needed to make indicators cross?



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Gibbons Burke, Mark?
Didn't Lambert [Nov 1983] somewhat predate Burke's Oct 1997 'discovery'.

bjagow@xxxxxxx <mailto:bjagow@xxxxxxx>


-----Original Message-----
From: Mark Brown [mailto:markbrown@xxxxxxxxxxxxx]
Sent: Monday, February 08, 1999 4:21 PM
To: Bob Jagow; Peter Iovanella; omega-list@xxxxxxxxxx; William Brower
Subject: Re: Projecting values needed to make indicators cross?



Sorry SIR!  But you have credited Bill and Gibbons Burke is the one you
should be giving credit to.  Not Bill Browser..sheeesh


Subject: RE: Projecting values needed to make indicators cross?


>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
>>
>>
>
>