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3 / 5 (Votes 3)

oscillator, amibroker, exploration

Submitted by kaiji over 15 years ago

Submitted by ali32b about 11 years ago

Submitted by viralmehta about 11 years ago

Submitted by Xswingtrader almost 15 years ago

Submitted by zaroldo almost 15 years ago

Submitted by filinta over 14 years ago

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_SECTION_BEGIN("Cross Prediction");
//Ct is the necessary tomorrows Close for a Ti3a, Ti3b touch.
//One of the most important side effects is the crosses of this Ct with the actual Close : They usually anticipate by 1 Day the Cross(Ti3a,Ti3b).
 
// Cross(Ti3a,Ti3b) predictions, by D. Tsokakis, April 2004
pa=10;pb=20;//pb should be higher than pa
Plot(C,"C",1,8);
 // Ti3a
sa=0.8;fa=2/(pa+1);
e1a=EMA(C,pa);
e2a=EMA(e1a,pa);
e3a=EMA(e2a,pa);
e4a=EMA(e3a,pa);
e5a=EMA(e4a,pa);
e6a=EMA(e5a,pa);
c1a=-sa*sa*sa;
c2a=3*sa*sa+3*sa*sa*sa;
c3a=-6*sa*sa-3*sa-3*sa*sa*sa;
c4a=1+3*sa+sa*sa*sa+3*sa*sa;
Ti3a=c1a*e6a+c2a*e5a+c3a*e4a+c4a*e3a;
Plot(Ti3a,"Ti3("+WriteVal(pa,1.0)+")",colorBlue,1);
Ga=
(1-fa)*(C1a*fa^5+C2a*fa^4+C3a*fa^3+C4a*fa^2)*e1a+
(1-fa)*(C1a*fa^4+C2a*fa^3+C3a*fa^2+C4a*fa)*e2a+
(1-fa)*(C1a*fa^3+C2a*fa^2+C3a*fa+C4a)*e3a+
(1-fa)*(C1a*fa^2+C2a*fa+C3a)*e4a+
(1-fa)*(C1a*fa+C2a)*e5a+
(1-fa)*(C1a)*e6a;
GGa=C1a*fa^6+C2a*fa^5+C3a*fa^4+C4a*fa^3;
// Ti3b
sb=0.7;fb=2/(pb+1); 
e1b=EMA(C,pb);
e2b=EMA(e1b,pb);
e3b=EMA(e2b,pb);
e4b=EMA(e3b,pb);
e5b=EMA(e4b,pb);
e6b=EMA(e5b,pb);
c1b=-sb*sb*sb;
c2b=3*sb*sb+3*sb*sb*sb;
c3b=-6*sb*sb-3*sb-3*sb*sb*sb;
c4b=1+3*sb+sb*sb*sb+3*sb*sb;
Ti3b=c1b*e6b+c2b*e5b+c3b*e4b+c4b*e3b;
Plot(Ti3b,"Ti3("+WriteVal(pb,1.0)+")",colorRed,1);
Gb=
(1-fb)*(C1b*fb^5+C2b*fb^4+C3b*fb^3+C4b*fb^2)*e1b+
(1-fb)*(C1b*fb^4+C2b*fb^3+C3b*fb^2+C4b*fb)*e2b+
(1-fb)*(C1b*fb^3+C2b*fb^2+C3b*fb+C4b)*e3b+
(1-fb)*(C1b*fb^2+C2b*fb+C3b)*e4b+
(1-fb)*(C1b*fb+C2b)*e5b+
(1-fb)*(C1b)*e6b;
GGb=C1b*fb^6+C2b*fb^5+C3b*fb^4+C4b*fb^3;
Ct=(Gb-Ga)/(GGa-GGb);
Plot(Ct,"Ct",2,1);
// Actual Cross signals
PlotShapes(shapeDownTriangle*Cross(tI3b,tI3a),colorPink);
PlotShapes(shapeUpTriangle*Cross(tI3a,tI3b),colorBlue);
// Prediction signals
PlotShapes(shapeDownArrow*Cross(Ct,C),colorRed);
PlotShapes(shapeUpArrow*Cross(C,Ct),colorBrightGreen);
 
//The statistics were better than expected:
//for Cross(Ti3(10),Ti3(20)) there was no False Signal for 3815 crosses of the N100 database from Jan2000 till Now.
//for Cross(Ti3(5),Ti3(10)) we have had 8323 crosses without any False Signal !!
//Explore for all quotations with
 
// False predictions
period1=5;period2=10;// period2 should be higher than period1
Plot(C,"C",1,8);
 // Ti3_10 
pa=period1;sa=0.8;fa=2/(pa+1);
e1a=EMA(C,pa);
e2a=EMA(e1a,pa);
e3a=EMA(e2a,pa);
e4a=EMA(e3a,pa);
e5a=EMA(e4a,pa);
e6a=EMA(e5a,pa);
c1a=-sa*sa*sa;
c2a=3*sa*sa+3*sa*sa*sa;
c3a=-6*sa*sa-3*sa-3*sa*sa*sa;
c4a=1+3*sa+sa*sa*sa+3*sa*sa;
Ti3a=c1a*e6a+c2a*e5a+c3a*e4a+c4a*e3a;
Plot(Ti3a,"Ti3a",colorBlue,1);
Ga=
(1-fa)*(C1a*fa^5+C2a*fa^4+C3a*fa^3+C4a*fa^2)*e1a+
(1-fa)*(C1a*fa^4+C2a*fa^3+C3a*fa^2+C4a*fa)*e2a+
(1-fa)*(C1a*fa^3+C2a*fa^2+C3a*fa+C4a)*e3a+
(1-fa)*(C1a*fa^2+C2a*fa+C3a)*e4a+
(1-fa)*(C1a*fa+C2a)*e5a+
(1-fa)*(C1a)*e6a;
GGa=C1a*fa^6+C2a*fa^5+C3a*fa^4+C4a*fa^3;
// Ti3_20
pb=period2;sb=0.7;fb=2/(pb+1);//pb should be higher than pa
e1b=EMA(C,pb);
e2b=EMA(e1b,pb);
e3b=EMA(e2b,pb);
e4b=EMA(e3b,pb);
e5b=EMA(e4b,pb);
e6b=EMA(e5b,pb);
c1b=-sb*sb*sb;
c2b=3*sb*sb+3*sb*sb*sb;
c3b=-6*sb*sb-3*sb-3*sb*sb*sb;
c4b=1+3*sb+sb*sb*sb+3*sb*sb;
Ti3b=c1b*e6b+c2b*e5b+c3b*e4b+c4b*e3b;
Plot(Ti3b,"Ti3b",colorRed,1);
Gb=
(1-fb)*(C1b*fb^5+C2b*fb^4+C3b*fb^3+C4b*fb^2)*e1b+
(1-fb)*(C1b*fb^4+C2b*fb^3+C3b*fb^2+C4b*fb)*e2b+
(1-fb)*(C1b*fb^3+C2b*fb^2+C3b*fb+C4b)*e3b+
(1-fb)*(C1b*fb^2+C2b*fb+C3b)*e4b+
(1-fb)*(C1b*fb+C2b)*e5b+
(1-fb)*(C1b)*e6b;
GGb=C1b*fb^6+C2b*fb^5+C3b*fb^4+C4b*fb^3;
Ct=(Gb-Ga)/(GGa-GGb);
Plot(Ct,"Ct",2,1);
PlotShapes(shapeDownTriangle*Cross(tI3b,tI3a),colorPink);
PlotShapes(shapeDownArrow*Cross(Ct,C),colorRed);
PlotShapes(shapeUpTriangle*Cross(tI3a,tI3b),colorBlue);
PlotShapes(shapeUpArrow*Cross(C,Ct),colorBrightGreen);
PredictionDN=Cross(Ct,C);PredictionUP=Cross(C,Ct);
CrossDN=Cross(Ti3b,Ti3a);CrossUP=Cross(Ti3a,Ti3b);
Filter=CrossDN OR CrossUP;
AddColumn(PredictionDN,"0barsDN",1.0);
AddColumn(Ref(PredictionDN,-1),"1barDN",1.0);
AddColumn(Ref(PredictionDN,-2),"2barsDN",1.0);
AddColumn(CrossDN AND NOT(predictionDN OR Ref(predictionDN,-1) OR Ref(predictionDN,-2)),"FalseUP",1.0);
AddColumn(PredictionUP,"0barsUP",1.0);
AddColumn(Ref(PredictionUP,-1),"1barUP",1.0);
AddColumn(Ref(PredictionUP,-2),"2barsUP",1.0);
AddColumn(CrossUP AND NOT(predictionUP OR Ref(predictionUP,-1) OR Ref(predictionUP,-2)),"FalseDN",1.0);
 
 
_SECTION_END();

1. soumya

over 7 years ago

it seems a good code .
i tested the code and it has generated view plots
i am not able to understand the logic of the code and cannot able to understand it . please explain the condition and how the crossover are predicted

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Cross Prediction for Amibroker (AFL)
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