|
PureBytes Links
Trading Reference Links
|
Hello,
Formula courtesy Dimitris Tsokakis:
_SECTION_BEGIN ("#-PredictCross");
// Probable MAcross bars
//p=20;
p= Param("fast",8,3,30,1);MAp=EMA(C,p);
//k=30;
k= Param("slow",13,3,30,1);MAk=EMA(C,k);
y=p* EMA(C,p)-(p-1)*Ref(EMA(C,p-1),-1);//Plot(y," ",colorPlum);
tClose=(p*(k- 1)*MA(C,k-1)-k*(p-1)*MA(C,p-1))/(k-p);
DescCrossPrediction= Cross(tClose,C);
AscCrossPrediction= Cross(C,tClose);
ExpectMAcross=DescCrossPrediction OR AscCrossPrediction;
Confirmed= Cross(MAk,MAp) OR Cross(MAp,MAk);
UR= 2*Highest(ROC(C,1));LR=2*Lowest(ROC(C,1));
Ucoeff= 1+UR/100;Lcoeff=1+LR/100;
Filter = 1;//for the autoanalyser
//Filter=tClose<Lcoeff*C OR tClose>Ucoeff*C;//for the graph
AddColumn (MAp,"MAp");
AddColumn (MAk,"MAk");
AddColumn (Confirmed,"C-Cr");
AddColumn (ExpectMAcross,"Ex-Cr");
Plot (C,"",7*Filter+1,64);
Plot (MAp,"",4,1);Plot(MAk,"",5,1);
bars= BarsSince(Cross(MAp,MAk) OR Cross(MAk,MAp));
expect=NOT(Filter);
Title= Name()+" , "+
WriteIf (expect AND NOT(expectMAcross) AND NOT(Confirmed) AND bars>3 AND tClose<C,"EXPECT a bearish MAcross SOON","")+
WriteIf (expect AND NOT(expectMAcross) AND NOT(Confirmed) AND bars>3 AND tClose>C,"EXPECT a bullish MAcross SOON","")+
WriteIf (DescCrossPrediction,"EXPECT a bearish MAcross TOMORROW","")+
WriteIf (AscCrossPrediction,"EXPECT a bullish MAcross TOMORROW","")+
WriteIf (Confirmed,"--Confirmed_Cross","");
//In many cases Now, there is one "EXPECT SOON" AND one "EXPECT TOMORROW".
GraphXSpace= 8;
_SECTION_END ();Eugene <eugenecpinto@xxxxxxxxxxx> wrote:
ema is calculated by using the following formula
PDA = Prior Day's Average (Begin with simple MA, thereafter PDA is
an exponential value.)
Exp = Exponent
CDV = Current Day's Value (If you are averaging a stock price, CDV is
today's price.)
EMA = Current Day's Exponential Moving Average
The formula to calculate the exponential average with this method is:
(CDV * Exp) + (PDA * (1 - Exp)) = EMA
I want to be able to estimate the close needed for and ema cross...
Any idea on how to accomplish it?
Thanks
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
Warm regards,
Natasha !!
Discover Yahoo!
Use Yahoo! to plan a weekend, have fun online & more. Check it out!
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
|