[amibroker] Re: question for dimitris- t3 predictor

["DIMITRIS TSOKAKIS" <TSOKAKIS@xxxxxxxxx>]

Eugene,
You may see in
http://finance.groups.yahoo.com/group/amibroker-ts/files/A%20Ti3%
20application/
the more specific
Cross(Ti3a,Ti3b) predictions.txt
Set pa=5;pb=3; and the code will calculate the necessary next bar 
Close for a Ti3(5), Ti3(3) touch.
Dimitris Tsokakis  

--- In amibroker@xxxxxxxxxxxxxxx, "Eugene" <eugenecpinto@xxxx> wrote:
> 
> I am attempting to use the t3 predictor to try to predict crossover 
of
> the t3 by a day. 
> 
> How would I accomplish that using the function which you so kindly
> provided.
> 
> I am trying a 3 and 5 period crossover.
> 
> thanks for your help
> 
> 
> function Ct(array,p,s)
> {
> f=2/(p+1);
> e1=EMA(array,p);
> e2=EMA(e1,p);
> e3=EMA(e2,p);
> e4=EMA(e3,p);
> e5=EMA(e4,p);
> e6=EMA(e5,p);
> c1=-s*s*s;
> c2=3*s*s+3*s*s*s;
> c3=-6*s*s-3*s-3*s*s*s;
> c4=1+3*s+s*s*s+3*s*s;
> //The value of tomorrow&#900;s array that touches its 
tomorrow&#900;s
> Ti3 =
> 
> arrayt=
> (1-f)*((c1*f^5+c2*f^4+c3*f^3+c4*f^2)*e1+(c1*f^4+c2*f^3+c3*f^2+c4*f)
> *e2+(c1*f^3+c2*f^2+c3*f+c4*1)*e3+(c1*f^2+c2*f+c3*1)*e4+(c1*f+c2*1)
> *e5+c1*e6)/(1-(C1*f^6+C2*f^5+C3*f^4+C4*f^3)) ;
> return arrayt;
> }





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