Re: ELA Question: Entry as soon as MA xover vs at the close

["Gary Fritz" <fritz@xxxxxxxx>]

> 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. 

Ohhh.  I never use MACD and I never even thought about that.  :-)

> 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!? 

OK, then you probably had it right to start with.  If I modify my 
equations for that, I'd get:

> > 0 = FZ*C*(FX-FY) + FZ*(1-FX)*xavgX - FZ*(1-FY)*xavgY + (1-FZ)*macdZ

Instead of 0=, it should be C*(FX-FY) + (1-FX)*avgX - (1-FY)*avgY =.

Then

C*(FX-FY) - FZ*C*(FX-FY) 
  = FZ*(1-FX)*avgX - (1-FX)*avgX - FZ*(1-FY)*avgY + (1-FY)*avgY
       + (1-FZ)*macdZ

(1-FZ)*C*(FX-FY) 
   = -(1-FZ)*(1-FX)*avgX + (1-FZ)*(1-FY)*avgY + (1-FZ)*macdZ

So the value of C that causes the fast MACD to cross the smoothed 
MACD is:

C = -(1-FX)*avgX + (1-FY)*avgY + macdZ
    ----------------------------------
                FX-FY

...which, interestingly enough, is **identical** to the previous 
equation I derived (for the value of C that causes the smoothed MACD 
to cross zero), except for a (1-FZ)/FZ factor on the macdZ term:

> > C = -(1-FX)*avgX + (1-FY)*avgY - (1-FZ)*macdZ/FZ
> >     --------------------------------------------
> >                        FX-FY

As always, this is untested, your mileage may vary, etc etc.
Gary