MACD Prediction

/
_SECTION_BEGIN("MACDPrediction");
/*
An MACD, Signal Cross is, in general, a bullish Signal.
Since it comes with a significant delay, it would be important to anticipate
this Cross. Some days before the Cross, we often see an MACD turning point. It
is interesting to investigate the related conditions AND use them before the end
of the session.
The following AFL code will give the necessary next ROC for a higher MACD
value.

The principle of the code is simple : We suppose that the next ROC changes
from -25% to +25% AND we calculate the necessary ROC for a higher MACD.
Example1 : On Oct29 [point P1] AMZN would have a higher MACD if the next ROC
would be more than +1.30%. The next Day, Nov1, AMZN closed at +2.80% AND the
MACD was higher indeed. It was known [AND almost safe] before the end of the
Nov1 session, that AMZN was gaining more than +1.30%.
Example2 : On Jan4 [point P2] the ^NDX needed a +2.70% to change the MACD
downtrend. The most probable was to see lower MACD values...
*/
SetBarsRequired(10000,0);
function EMAn ( Cnext , r3)
{
return ( 2 * Cnext + ( r3 - 1 ) * EMA ( C , r3 ) ) / ( r3 + 1 );
}
function MACDn ( Cnext , r1 , r2 )
{
return EMAn ( Cnext ,r1 ) - EMAn ( Cnext , r2 );
}
r1 = Param( "Fast avg", 12, 2, 200, 1 );
r2 = Param( "Slow avg", 26, 2, 200, 1 );
r3 = Param( "Signal avg", 9, 2, 200, 1 );

det = 500;
perc = 25/100;
Clast = SelectedValue ( C );
Plot( ml = MACD(r1, r2), StrFormat(_SECTION_NAME()+"(%g,%g)", r1,r2), ParamColor("MACD color", colorRed ), ParamStyle("MACD style") );
Plot( sl = Signal(r1,r2,r3), "Signal" + _PARAM_VALUES(), ParamColor("Signal color", colorBlue ), ParamStyle("Signal style") );
Plot( ml-sl, "MACD Histogram", IIf(ml-sl > 0,colorBrightGreen,colorRed ), styleNoTitle | ParamStyle("Histogram style",styleHistogram | styleNoLabel, maskHistogram ));

det = 500 ;
perc = 25/100 ;
Clast = SelectedValue ( C );

Plot( ml = MACD(r1, r2), StrFormat(_SECTION_NAME()+"(%g,%g)", r1, r2), ParamColor("MACD color", colorRed ), ParamStyle("MACD style") );
Plot( sl = Signal(r1,r2,r3), "Signal" + _PARAM_VALUES(), ParamColor("Signal color", colorBlue ), ParamStyle("Signal style") );
Plot( ml-sl, "MACD Histogram", IIf(ml-sl > 0,colorBrightGreen,colorRed ), styleNoTitle | ParamStyle("Histogram style",styleHistogram | styleNoLabel, maskHistogram ));
MACDlast = SelectedValue(MACD());
Buy= Cross(MACD(12,26),Signal(12,26,9));
Sell = Cross( Signal(12, 26, 9), MACD(12,26) );
PlotShapes(IIf(Buy,shapeUpArrow,shapeNone) ,colorBrightGreen);
PlotShapes(IIf(Sell,shapeDownArrow,shapeNone),colorRed);

SIGNALlast = SelectedValue ( Signal ( ) );
Title = Name ( ) + ", " + Date ( ) + ", MACD=" + WriteVal ( MACDlast )+ ",Signal=" + WriteVal ( SignalLAST ) +"\nThe nextMACD will be higher if the next ROC will be > ";
Cnextmin = ( 1 - perc ) * Clast ;Cnextmax = ( 1 + perc ) * Clast;
step = ( Cnextmax - Cnextmin ) / det;
nextROC1 = -100 * perc;
nextROC2 = -100 * perc;
for ( Cnext = Cnextmin ; Cnext <= Cnextmax ; Cnext = Cnext + step )
{
X = MACDn ( Cnext , 12 , 26 );
Y = EMA ( X , 9 );
MACDnext = SelectedValue ( X );
SIGNALnext = SelectedValue ( Y );
NextROC = 100 * ( -1 + Cnext / Clast );
NextROC0 = 100 * ( -1 + Cnext / Clast );
if ( macdnext < SignalLAST )
{
NextROC1 = NextROC;
}
if ( MACDnext < MACDlast )
{
nextROC2 = nextROC0;
}
}
Title = Title + WriteIf ( NextRoc2 >= 0.1 , "+" , "" ) + WriteVal ( NextROC2 ,1.2 ) + "%" + "\nThe nextMACD will be above the lastSIGNAL if the next ROC will be > " + WriteIf ( NextRoc1 >= 0.1 , "+" , "" ) + WriteVal ( nextROC1 , 1.2)+"%" ;
Plot ( 0 ,"", colorBlack ,styleDashed );
_SECTION_END();


Filter = C <25 AND C >2 AND C> Ref(C,-1)AND Volume > 100000;// AND NOT (IndustryID() == 34 OR IndustryID() ==36);

Result = WriteIf(Buy,"Buy","Sell");
AddTextColumn( WriteIf(Buy,"Buy", "Sell" ) ,"TRADE",5,IIf(Buy,colorYellow, colorWhite), IIf(Buy, colorDarkGreen, colorDarkRed) );
AddTextColumn(IndustryID(1) ,"     Industry Sector      ", 25.0, colorWhite, colorBlue);
AddColumn( Close, "Close", 1.2, IIf( ROC(C, 1 ) >= 0, colorDarkGreen,colorRed ),50 );
AddColumn(Ref(Close,-1),"Y-Close",1.2, IIf( ROC(Ref(C,-1),1)>=0,colorDarkGreen, colorRed ),50 );
AddColumn( Volume, "Volume", 10.0, IIf( ROC(V, 1 ) >= 0,colorDarkGreen, colorRed ) );
AddColumn( ROC( Close, 1 ), "ROC(1)", 1.2, IIf( ROC(C, 1 ) >= 0,colorDarkGreen, colorRed));
AddColumn(NextROC1,"NextROC",1.2,colorYellow,colorRed );
AddColumn(NextROC2,"NextROCO",1.2,colorWhite, colorBrown);