thanks Ton and Howard,
will study your suggestions today. I believe you meant pages 182-185 probably, Howard. Have to read it but this looks like what I am looking for. I googled a lot about this but couldn't find anything written about it. Probably I used incorrect search keywords.
I had written here more clearly what I meant https://sites.google.com/site/amitradingideas/ but solving the bollinger band seems already a task too big for me. That would be great if one does not even have to solve the formula. I never really thought about it before. I always used the close price or the price of the equation (like the BBand formula) when developing a trading system. But especially for short periods (like 3 bars) one could get a better price in reality. One has to include slippage ofcourse but still you could get a little price advantage out of it,
regards, Ed
Sent: Monday, May 02, 2016 7:10 PM
Subject: Re: [amibroker] cross price calculations
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: "Edward Pottasch" <empottasch@skynet.be>
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