Uncategories Re: [amibroker] cross price calculations

Re: [amibroker] cross price calculations

Coolman 07.13
 

no problem. That solution I gave for the Bbands is not correct. Also no simple math solution possible .... But I have an idea (using Howards method) how to solve it
 
 
Sent: Tuesday, May 03, 2016 2:38 PM
Subject: Re: [amibroker] cross price calculations
 
 



Yes Ed. Thanks. That's it ...

I knew there was something somewhere but ...

So indeed pages 182 – 186.

Regards, Ton.

----- Original Message -----
Sent: Tuesday, May 03, 2016 11:14 AM
Subject: Re: [amibroker] cross price calculations
 
 

I think it is GenericBinarySearch.afl or "Binary search" in the index. Probably I have one of the earlier versions and therefor it is on page 182-185 in the volume I have,
 
regards, Ed
 
 
Sent: Tuesday, May 03, 2016 11:03 AM
Subject: Re: [amibroker] cross price calculations
 
 



Hi Howard,

Please let me know the "Figure #" of the AFL code you're talking about.

Regards, Ton.

----- Original Message -----
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
 
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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