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I've said before, that an indicator needs to be free to go + or negative any amount. The tops and bottoms will then tell u things, as does the reversals and zero crossings. This indicator doesn't do that.
P
---- Original Message -----
From: AR.Holzwarth@xxxx
To: amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, October 28, 2001 10:01 PM
Subject: Re: [amibroker] smoothed RSI, Problem
Tom,
just one more point regarding smoothed RSI:
By smoothing you actually lose that possibility to judge what in my view is the most useful property of RSI: In the unsmoothed RSI(13) version you can spot double tops and head/shoulder formations (or the opposite formations at bottoms), which are often telling about trend reversals, if anything.
Al
----- Original Message -----
From: Tom Supera
To: amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, October 28, 2001 8:55 AM
Subject: Re: [amibroker] smoothed RSI, Problem
Hi Hal,
I'm not sure what you mean.
Set the scale from 0 to 100.
I've changed the formula.Now the blue line is included.
Best regards
Tom Supera
/*smoothed RSI*/
t=2;
Smooth = 9;
MC = Wilders(C,Smooth);
Up=IIf(MC>Ref(MC,-1),abs(MC-Ref(MC,-1)),0);
Dn=IIf(MC<Ref(MC,-1),abs(MC-Ref(MC,-1)),0);
Ut=Wilders(Up,t);
Dt=Wilders(Dn,t);
RSIt=100*(Ut/(Ut+Dt));
Graph0=RSIt;
Graph1 = RSI (9);
pds = 9;
Title = "smoothed RSI red line = smoothed RSI blue line = original RSI " + WriteVal (RSI(pds),1)+ " % " + "periods (RSI): " + WriteVal ((pds),1);
----- Original Message -----
From: Hal Brehe
To: amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, October 28, 2001 6:58 AM
Subject: [amibroker] smoothed RSI, Problem
Hi Tom,
Well, this day I must dedicate to being my weekly "thick headed" day.
I love what you've done with the "smoothed RSI", but I don't seem to be able to duplicate your results.
Here is my visual result:
And here is the code pasted directly from the indicator builder.
t=2;
Smooth = 9;
MC = Wilders(C,Smooth);
Up=IIf(MC>Ref(MC,-1),abs(MC-Ref(MC,-1)),0);
Dn=IIf(MC<Ref(MC,-1),abs(MC-Ref(MC,-1)),0);
Ut=Wilders(Up,t);
Dt=Wilders(Dn,t);
RSIt=100*(Ut/(Ut+Dt));
Graph1=RSIt;
Title = "smoothed RSI red line = smoothed RSI blue line = original RSI";
Would you kindly inform me of what dumb trick I'm pulling to NOT get your results?
Thanks much,
Hal
=================
At 10:13 AM 10/27/01 +0200, you wrote:
Hi,
Here's a better version.
It's interesting, when change the values for smooth with t.
Tom Supera
----- Original Message -----
From: "kailash pareek" <johnnypareek@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, October 27, 2001 8:57 AM
Subject: Re: [amibroker] smoothed RSI
> Hi TOM,
>
> It seems that something have lost in your code. When I
> tried to compare
> your smoothed RSIt with default one, there is no
> difference between them
> at all. Look below the code of yours.
>
> /*RSI 9*/
> t=9;
> C = Wilders(C,3);
> Up=IIf(C>Ref(C,-1),abs(C-Ref(C,-1)),0);
> Dn=IIf(C<Ref(C,-1),abs(C-Ref(C,-1)),0);
> Ut=Wilders(Up,t);
> Dt=Wilders(Dn,t);
> RSIt=100*(Ut/(Ut+Dt));
> Graph0=RSIt;
> Graph1=RSI(9);
>
> I have added " graph1=RSI(9); " and there is only one
> graph visible. Now change the the code as "
> graph1=RSI(14) "
> and there ARE both visible.
>
> I think you have got what I am pointing.
>
> Think about.
>
> regards
>
> Kailash K Pareek ( JOHNNY )
>
>
>
>
>
>
>
>
>
>
> --- Tom Supera <tom_supera@xxxx> wrote:
> > Hi,
> > Here I post my version of rsi. It's the same as the
> > original, but instead close, i use wilders(c,3).
> >
> > Look at the attachments.
> > If anyone of you has a better optimization of rsi,
> > please post it to the board.
> >
> > Tom Supera
> >
>
> > ATTACHMENT part 2 application/octet-stream
> name=146-1 smoothed RSI.afl
>
>
> > ATTACHMENT part 3 image/gif name=smoothed RSI
> periods 9-3.gif
>
>
>
> __________________________________________________
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> Make a great connection at Yahoo! Personals.
> http://personals.yahoo.com
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<DIV><FONT face=Arial size=2>I agree with both your coments. The maxing
out at 0 and 100 plus the timing does not make it suitable for trading. It
is also badly lagged as you point out.</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>I've said before, that an indicator needs to be
free to go + or negative any amount. The tops and bottoms will then tell u
things, as does the reversals and zero crossings. This indicator doesn't
do that.</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>P</FONT></DIV>
<DIV></DIV>
<BLOCKQUOTE
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
<DIV style="FONT: 10pt arial">---- Original Message ----- </DIV>
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black"><B>From:</B>
<A title=AR.Holzwarth@xxxx
href="mailto:AR.Holzwarth@xxxx";>AR.Holzwarth@xxxx</A> </DIV>
<DIV style="FONT: 10pt arial"><B>To:</B> <A title=amibroker@xxxxxxxxxx
href="mailto:amibroker@xxxxxxxxxxxxxxx";>amibroker@xxxxxxxxxxxxxxx</A> </DIV>
<DIV style="FONT: 10pt arial"><B>Sent:</B> Sunday, October 28, 2001 10:01
PM</DIV>
<DIV style="FONT: 10pt arial"><B>Subject:</B> Re: [amibroker] smoothed RSI,
Problem</DIV>
<DIV><BR></DIV>
<DIV><FONT face=Arial size=2>Tom,</FONT></DIV>
<DIV><FONT face=Arial>just one more point regarding smoothed RSI:</FONT></DIV>
<DIV><FONT face=Arial>By smoothing you actually lose that possibility to judge
what in my view is the most useful property of RSI: In the unsmoothed RSI(13)
version you can spot double tops and head/shoulder formations (or the opposite
formations at bottoms), which are often telling about trend reversals, if
anything.</FONT></DIV>
<DIV><FONT face=Arial></FONT> </DIV>
<DIV><FONT face=Arial>Al</FONT></DIV>
<DIV> </DIV>
<BLOCKQUOTE dir=ltr
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
<DIV style="FONT: 10pt arial">----- Original Message ----- </DIV>
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black"><B>From:</B>
Tom Supera
</DIV>
<DIV style="FONT: 10pt arial"><B>To:</B> <A title=amibroker@xxxxxxxxxxxx
href="mailto:amibroker@xxxxxxxxxxxxxxx";>amibroker@xxxxxxxxxxxxxxx</A></DIV>
<DIV style="FONT: 10pt arial"><B>Sent:</B> Sunday, October 28, 2001 8:55
AM</DIV>
<DIV style="FONT: 10pt arial"><B>Subject:</B> Re: [amibroker] smoothed RSI,
Problem</DIV>
<DIV><BR></DIV>
<DIV><FONT face=Arial size=2>Hi Hal,</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>I'm not sure what you mean.</FONT></DIV>
<DIV><FONT face=Arial size=2>Set the scale from 0 to 100.</FONT></DIV>
<DIV><FONT face=Arial size=2>I've changed the formula.Now the blue line is
included.</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>Best regards</FONT></DIV>
<DIV><FONT face=Arial size=2>Tom Supera</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2><FONT color=#008000 size=2>
<P>/*smoothed RSI*/</P></FONT><FONT size=2>
<P>t=</FONT><FONT color=#ff00ff size=2>2</FONT><FONT size=2>;</P>
<P>Smooth = </FONT><FONT color=#ff00ff size=2>9</FONT><FONT size=2>;</P>
<P>MC = </FONT><FONT color=#0000ff size=2>Wilders</FONT><FONT
size=2>(<B>C</B>,Smooth);</P>
<P>Up=</FONT><FONT color=#0000ff size=2>IIf</FONT><FONT
size=2>(MC></FONT><FONT color=#0000ff size=2>Ref</FONT><FONT
size=2>(MC,-</FONT><FONT color=#ff00ff size=2>1</FONT><FONT
size=2>),</FONT><FONT color=#0000ff size=2>abs</FONT><FONT
size=2>(MC-</FONT><FONT color=#0000ff size=2>Ref</FONT><FONT
size=2>(MC,-</FONT><FONT color=#ff00ff size=2>1</FONT><FONT
size=2>)),</FONT><FONT color=#ff00ff size=2>0</FONT><FONT size=2>);</P>
<P>Dn=</FONT><FONT color=#0000ff size=2>IIf</FONT><FONT
size=2>(MC<</FONT><FONT color=#0000ff size=2>Ref</FONT><FONT
size=2>(MC,-</FONT><FONT color=#ff00ff size=2>1</FONT><FONT
size=2>),</FONT><FONT color=#0000ff size=2>abs</FONT><FONT
size=2>(MC-</FONT><FONT color=#0000ff size=2>Ref</FONT><FONT
size=2>(MC,-</FONT><FONT color=#ff00ff size=2>1</FONT><FONT
size=2>)),</FONT><FONT color=#ff00ff size=2>0</FONT><FONT size=2>);</P>
<P>Ut=</FONT><FONT color=#0000ff size=2>Wilders</FONT><FONT
size=2>(Up,t);</P>
<P>Dt=</FONT><FONT color=#0000ff size=2>Wilders</FONT><FONT
size=2>(Dn,t);</P>
<P>RSIt=</FONT><FONT color=#ff00ff size=2>100</FONT><FONT
size=2>*(Ut/(Ut+Dt));</P><B>
<P>Graph0</B>=RSIt;</P><B>
<P>Graph1</B></FONT><FONT face="Courier New" size=2> = </FONT><FONT
face="Courier New" color=#0000ff size=2>RSI</FONT><FONT face="Courier New"
size=2> (</FONT><FONT face="Courier New" color=#ff00ff size=2>9</FONT><FONT
face="Courier New" size=2>);</P></FONT><FONT size=2></FONT><FONT
face="Courier New" size=2>
<P>pds = </FONT><FONT face="Courier New" color=#ff00ff size=2>9</FONT><FONT
face="Courier New" size=2>;</P></FONT><B><FONT size=2>
<P>Title</B> = </FONT><FONT color=#ff00ff size=2>"smoothed RSI red line =
smoothed RSI blue line = original RSI</FONT><FONT face="Courier New"
color=#ff00ff size=2> </FONT><FONT color=#ff00ff size=2>"</FONT><FONT
face="Courier New" size=2> + </FONT><FONT face="Courier New" color=#0000ff
size=2>WriteVal</FONT><FONT face="Courier New" size=2> (</FONT><FONT
face="Courier New" color=#0000ff size=2>RSI</FONT><FONT face="Courier New"
size=2>(pds),</FONT><FONT face="Courier New" color=#ff00ff
size=2>1</FONT><FONT face="Courier New" size=2>)+ </FONT><FONT
face="Courier New" color=#ff00ff size=2>" % "</FONT><FONT face="Courier New"
size=2> + </FONT><FONT face="Courier New" color=#ff00ff size=2>"periods
(RSI): "</FONT><FONT face="Courier New" size=2> + </FONT><FONT
face="Courier New" color=#0000ff size=2>WriteVal</FONT><FONT
face="Courier New" size=2> ((pds),</FONT><FONT face="Courier New"
color=#ff00ff size=2>1</FONT><FONT face="Courier New" size=2>)</FONT><FONT
size=2>;</P></FONT></FONT></DIV>
<BLOCKQUOTE
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
<DIV style="FONT: 10pt arial">----- Original Message ----- </DIV>
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black"><B>From:</B>
Hal Brehe </DIV>
<DIV style="FONT: 10pt arial"><B>To:</B> <A
title=amibroker@xxxxxxxxxxxxxxx
href="mailto:amibroker@xxxxxxxxxxxxxxx";>amibroker@xxxxxxxxxxxxxxx</A>
</DIV>
<DIV style="FONT: 10pt arial"><B>Sent:</B> Sunday, October 28, 20016:58
AM</DIV>
<DIV style="FONT: 10pt arial"><B>Subject:</B> [amibroker] smoothed RSI,
Problem</DIV>
<DIV><BR></DIV><FONT size=3>Hi Tom, <BR><BR>Well, this day I must dedicate
to being my weekly "thick headed" day.<BR>I love what you've done with the
"smoothed RSI", but I don't seem to be able to duplicate your results.
<BR><BR>Here is my visual result:<BR><IMG height=206
alt="Smoothed RSI.jpg"
src="cid:000e01c15fb3$c64240e0$2d1ba4cb@xxxx";
width=624><BR><BR>And here is the code pasted directly from the indicator
builder.<BR><BR></FONT><FONT face="Courier New, Courier"
size=1>t=</FONT><FONT face="Courier New, Courier" color=#ff00ff
size=1>2</FONT><FONT face="Courier New, Courier" size=1>;<BR>Smooth =
</FONT><FONT face="Courier New, Courier" color=#ff00ff
size=1>9</FONT><FONT face="Courier New, Courier" size=1>;<BR>MC=
</FONT><FONT face="Courier New, Courier" color=#0000ff
size=1>Wilders</FONT><FONT face="Courier New, Courier"
size=1>(<B>C</B>,Smooth);<BR>Up=</FONT><FONT face="Courier New,Courier"
color=#0000ff size=1>IIf</FONT><FONT face="Courier New, Courier"
size=1>(MC></FONT><FONT face="Courier New, Courier" color=#0000ff
size=1>Ref</FONT><FONT face="Courier New, Courier"
size=1>(MC,-</FONT><FONT face="Courier New, Courier" color=#ff00ff
size=1>1</FONT><FONT face="Courier New, Courier" size=1>),</FONT><FONT
face="Courier New, Courier" color=#0000ff size=1>abs</FONT><FONT
face="Courier New, Courier" size=1>(MC-</FONT><FONT
face="Courier New, Courier" color=#0000ff size=1>Ref</FONT><FONT
face="Courier New, Courier" size=1>(MC,-</FONT><FONT
face="Courier New, Courier" color=#ff00ff size=1>1</FONT><FONT
face="Courier New, Courier" size=1>)),</FONT><FONT
face="Courier New, Courier" color=#ff00ff size=1>0</FONT><FONT
face="Courier New, Courier" size=1>);<BR>Dn=</FONT><FONT
face="Courier New, Courier" color=#0000ff size=1>IIf</FONT><FONT
face="Courier New, Courier" size=1>(MC<</FONT><FONT
face="Courier New, Courier" color=#0000ff size=1>Ref</FONT><FONT
face="Courier New, Courier" size=1>(MC,-</FONT><FONT
face="Courier New, Courier" color=#ff00ff size=1>1</FONT><FONT
face="Courier New, Courier" size=1>),</FONT><FONT
face="Courier New, Courier" color=#0000ff size=1>abs</FONT><FONT
face="Courier New, Courier" size=1>(MC-</FONT><FONT
face="Courier New, Courier" color=#0000ff size=1>Ref</FONT><FONT
face="Courier New, Courier" size=1>(MC,-</FONT><FONT
face="Courier New, Courier" color=#ff00ff size=1>1</FONT><FONT
face="Courier New, Courier" size=1>)),</FONT><FONT
face="Courier New, Courier" color=#ff00ff size=1>0</FONT><FONT
face="Courier New, Courier" size=1>);<BR>Ut=</FONT><FONT
face="Courier New, Courier" color=#0000ff size=1>Wilders</FONT><FONT
face="Courier New, Courier" size=1>(Up,t);<BR>Dt=</FONT><FONT
face="Courier New, Courier" color=#0000ff size=1>Wilders</FONT><FONT
face="Courier New, Courier" size=1>(Dn,t);<BR>RSIt=</FONT><FONT
face="Courier New, Courier" color=#ff00ff size=1>100</FONT><FONT
face="Courier New, Courier"
size=1>*(Ut/(Ut+Dt));<BR><B>Graph1</B>=RSIt;<BR><BR><B>Title</B> =
</FONT><FONT face="Courier New, Courier" color=#ff00ff size=1>"smoothed
RSI red line = smoothed
RSI blue line = original RSI"</FONT><FONT
face="Courier New, Courier" size=1>;<BR><BR></FONT><FONT size=3>Would you
kindly inform me of what dumb trick I'm pulling to NOT get your
results?<BR><BR>Thanks much, <BR><BR>Hal<BR>=================<BR>At 10:13
AM 10/27/01 +0200, you wrote:<BR>
<BLOCKQUOTE cite="" type="cite">Hi,<BR>Here's a better version.<BR>It's
interesting, when change the values for smooth with t.<BR><BR><BR>Tom
Supera<BR><BR>----- Original Message -----<BR>From: "kailash pareek"
<johnnypareek@xxxx><BR>To:
<amibroker@xxxxxxxxxxxxxxx><BR>Sent: Saturday, October 27, 2001
8:57 AM<BR>Subject: Re: [amibroker] smoothed RSI<BR><BR><BR>> Hi
TOM,<BR>><BR>> It seems that something have lost in your code.
When I<BR>> tried to compare<BR>> your smoothed RSIt with default
one, there is no<BR>> difference between them<BR>> at all. Look
below the code of yours.<BR>><BR>> /*RSI 9*/<BR>> t=9;<BR>>
C = Wilders(C,3);<BR>>
Up=IIf(C>Ref(C,-1),abs(C-Ref(C,-1)),0);<BR>>
Dn=IIf(C<Ref(C,-1),abs(C-Ref(C,-1)),0);<BR>>
Ut=Wilders(Up,t);<BR>> Dt=Wilders(Dn,t);<BR>>
RSIt=100*(Ut/(Ut+Dt));<BR>> Graph0=RSIt;<BR>>
Graph1=RSI(9);<BR>><BR>> I have added " graph1=RSI(9); " and there
is only one<BR>> graph visible. Now change the the code as "<BR>>
graph1=RSI(14) "<BR>> and there ARE both visible.<BR>><BR>> I
think you have got what I am pointing.<BR>><BR>> Think
about.<BR>><BR>> regards<BR>><BR>> Kailash K Pareek ( JOHNNY
)<BR>><BR>><BR>><BR>><BR>><BR>><BR>><BR>><BR>><BR>><BR>>
--- Tom Supera <tom_supera@xxxx> wrote:<BR>> > Hi,<BR>>
> Here I post my version of rsi. It's the same as the<BR>> >
original, but instead close, i use wilders(c,3).<BR>> ><BR>>
> Look at the attachments.<BR>> > If anyone of you has a better
optimization of rsi,<BR>> > please post it to the board.<BR>>
><BR>> > Tom Supera<BR>> ><BR>><BR>> >
ATTACHMENT part 2 application/octet-stream<BR>> name=146-1 smoothed
RSI.afl<BR>><BR>><BR>> > ATTACHMENT part 3 image/gif
name=smoothed RSI<BR>> periods
9-3.gif<BR>><BR>><BR>><BR>>
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