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Checked the equation in excel but couldn't get it to work?
Also checked some variations to it, but same result. IE:
included the last two parts of;
> the smoothed MACD is
> > FactorZ*((C*(FactorX-FactorY) + (1-FactorX)*xavgX[1] -
> > (1-FactorY)*xavgY[1])) + (1-FactorZ)*macdZ[1] + (1-FactorY)*xavgY -
> > (1-FactorX)*xavgX
{........ + (1-FactorY)*xavgY -(1-FactorX)*xavgX ...........}
also tried with and without the ......[1].
> It looks as though you're saying the smoothed MACD (the part before
> the =) is equal to the unsmoothed MACD with C replaced by P !?
What I was trying to do was to have the equation calculate a value for the
macd to cross the macd signal line (smoothed macd). So, where your equation
had zero on one side (at one of its earlier stages) I simply replaced it
with yesterday's macd signal line value. Then, as you had done, I tried to
get 'C' only onto one side of the equation. What i'd sent previously seemed
to work in excel, but no doubt isn't perfectly accurate. worth a try!?
Regards and thanks
Jon.
----- Original Message -----
From: "Gary Fritz" <fritz@xxxxxxxx>
To: "jonmac" <jonmac@xxxxxxxxxxx>
Cc: "omega" <omega-list@xxxxxxxxxx>
Sent: Tuesday, 25 September, 2001 6:31 AM
Subject: Re: ELA Question: Entry as soon as MA xover vs at the close
> > Hopefully, you'll find my math below not too bad?
>
> Well, I'm OK on the first part. But here you lost me:
>
> > FactorZ*((C*(FactorX-FactorY) + (1-FactorX)*xavgX[1] -
> > (1-FactorY)*xavgY[1])) + (1-FactorZ)*macdZ[1]
> > = P*(FactorX-FactorY) + (1-FactorX)*xavgX - (1-FactorY)*xavgY
>
> It looks as though you're saying the smoothed MACD (the part before
> the =) is equal to the unsmoothed MACD with C replaced by P !?
>
> I'd approach it like so, and again, I am whipping this off the top of
> my head so if you want to use it, it's your job to check it!! :-)
>
> the smoothed MACD is
> > FactorZ*((C*(FactorX-FactorY) + (1-FactorX)*xavgX[1] -
> > (1-FactorY)*xavgY[1])) + (1-FactorZ)*macdZ[1] + (1-FactorY)*xavgY -
> > (1-FactorX)*xavgX
>
> ... as you said. (You have an extra set of ()'s but that doesn't
> hurt anything.) You want to solve for the value of C that causes it
> to equal zero on the next bar. So: (using FX, FY, FZ instead of
> FactorX/Y/Z)
>
> 0 = FZ*C*(FX-FY) + FZ*(1-FX)*xavgX - FZ*(1-FY)*xavgY + (1-FZ)*macdZ
>
> FZ*C*(FX-FY) = -FZ(1-FX)*avgX + FZ*(1-FY)*avgY - (1-FZ)*macdZ
>
> C = -FZ(1-FX)*avgX + FZ*(1-FY)*avgY - (1-FZ)*macdZ
> -----------------------------------------------
> FZ*(FX-FY)
>
> which could be simplified as
>
> C = -(1-FX)*avgX + (1-FY)*avgY - (1-FZ)*macdZ/FZ
> --------------------------------------------
> FX-FY
>
> Gary
>
>
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