Uncategories Re: [amibroker] cross price calculations

Re: [amibroker] cross price calculations

Coolman 08.05
 



I have two problems Ed. Firstly I do not see the Bollinger in your video. Did you already plot the bands ?

 

 

Secondly I do not understand your problem. If you have the average and the stdev than you should have the Bollingers. And the crossing of the price with the bands should be a simple thing to do. Am I missing something ?

 

Regards, Ton.

 

----- Original Message -----
Sent: Tuesday, April 26, 2016 3:02 PM
Subject: Re: [amibroker] cross price calculations

 

hi Ton,
 
what I am trying to do is related to what Dimitris is doing but my problem is simple and certainly solvable.
 
all I want is to calculate the exact price at which a Bollinger band is crossed, it is basically high school mathematics
 
see the signals in the top chart here https://sites.google.com/site/amitradingideas/
 
it is oil ,1 hour bars. The Bollinger bands use 3 bars and are calculated using the High. For the entry price I use the Bollinger band price, In reality you will almost never get this price. So I want to calculate at which price the price is the same as the Bollinger bands. This is the price in reality I will buy or short.
 
a simpler problem would be for instance to calculate at which price the MA(C,3) will be crossed. The price should be equal to the MA ( in highschool we had to calculate the cross point of 2 functions). So simply put
 
P[i] = (C[i-2] + C[i-1] + PP[i] ) / 3
 
or: P[i] = 0.5*( C[i-2] + C[i-1] )
 
price P will be the exact price where the MA(C,3) is crossed. For a Bollinger band it becomes a bit more complicated and I have difficulties translating this into a general algorithm, like Dimitris has done.
 
I will get back to this tomorrow to explain it a bit in greater detail.
 
But for this Bollinger band system I show in the chart I can calculate the exact price where the buy/short signals will be generated. Then I can more precisely calculate if the system will work or not
 
regards, ed
 
Sent: Tuesday, April 26, 2016 2:24 PM
Subject: Re: [amibroker] cross price calculations
 
 

Hi Edwards,

Assume you're talking about https://groups.yahoo.com/neo/groups/amibroker/conversations/topics/45738

Please check following : It is obvious that there are extended periods for which the DEMAcross is impossible.

Question is how to build the bands without having the average ?

Regards, Ton.

----- Original Message -----
Sent: Tuesday, April 26, 2016 10:14 AM
Subject: [amibroker] cross price calculations
 
 

hi,
 
Dimitris posted algorithms to calculate MA cross prices in the files section back in 2003 (file Cross Predictions.txt).
 
Anyone made an algorithm to calculate the cross price of a Bollinger Band?  I should be able to do it but would be nice if somebody did this already,
 
thanks
 
 

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Posted by: "Ton Sieverding" <ton.sieverding@scarlet.be>
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