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Re: FW: attention maths gurus ..more detail



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Your two statements are not the same.  This second one is trival.


   From: "c" <camacazi@xxxxxxxxxxx>
   Date: Thu, 16 Oct 2003 17:22:13 -0500

   just to clarify my problem.... in other words

   Meaning close of tomorrow being = price 'x'
   and x has to be < average of the ['close of today'{eg 1030} and ' close of
   tomorrow'  {which is 'x'} ]

   cheers
   cameron

   -----Original Message-----

   Here is my problem , i am backtesting a new system , but i need to calculate
   the closing price of tomorrow that would make the close of tomorrow be under
   the average close of two days ago.

   eg

   close[3] = 1000
   close[2] = 1010
   close[1] = 1020
   close today = 1030

   what would be the close of tomorrow to make the close of tomorrow <
   average(close,2) ?