Hi Ed --
I believe you have a copy of my "Quantitative Trading Systems" book.
There is a listing (pages 190-193) of an AmiBroker program that implements a binary search. It will find the price at which any indicator will have a specific value. There is no need to know the formula of the indicator. It works for indicators as simple as bands based on simple moving averages. Or as complex as almost anything you imagine, including indicators whose parameters change bar-by-bar.
Best regards,
Howard
I believe you have a copy of my "Quantitative Trading Systems" book.
There is a listing (pages 190-193) of an AmiBroker program that implements a binary search. It will find the price at which any indicator will have a specific value. There is no need to know the formula of the indicator. It works for indicators as simple as bands based on simple moving averages. Or as complex as almost anything you imagine, including indicators whose parameters change bar-by-bar.
Best regards,
Howard
On Tue, Apr 26, 2016 at 1:14 AM, 'Edward Pottasch' empottasch@skynet.be [amibroker] <amibroker@yahoogroups.com> wrote:
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: Howard B <howardbandy@gmail.com>
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