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Re: [amibroker] Question about 'CCT StochasticRSI'



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Salil,

MOV( array, period, E ) is EMA
MOV( array, period, S ) is MA

Steve's formula translates to AFL like this:

graph0 = EMA((RSI(13)-LLV(RSI(13),13))/ (HHV(RSI(13),13)- (LLV(RSI(13),13))),3)*100;


Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "Salil V Gangal" <salil_gangal@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, April 17, 2002 2:44 PM
Subject: Re: [amibroker] Question about 'CCT StochasticRSI'


> Hi Steve,
> 
> My intent wasn't of course to find mistake. Was just going thru, saw it and 
> wondered what it was !
> 
> Questions about your revised formula ===>
> 
> 1. What's 'Mov' in AFL ? Is it simple moving average ?
> 2. What's Mov(.....,3,E) ?
> 
> Regards,
> 
> - Salil V Gangal
> 
> 
> --- Steve Karnish <kernish@xxxx> wrote:
> > Salil,
> > 
> > The correct formula is:
> > 
> > Mov((RSI(13)-LLV(RSI(13),13))/
> > (HHV(RSI(13),13)- (LLV(RSI(13),13))),3,E)*100
> > 
> > You are the first person, in three years, to notice the mistake.
> > Congratulations.
> > 
> > Take care,
> > 
> > Steve
> > www.cedarcreektrading.com
> > 
> > ----- Original Message -----
> > From: Salil V Gangal <salil_gangal@xxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Tuesday, April 16, 2002 10:12 PM
> > Subject: [amibroker] Question about 'CCT StochasticRSI'
> > 
> > 
> > > Janeczko,
> > >
> > > I was going thru the AFL library and stumbled across 'CCT StochasticRSI'.
> > > (http://www.amibroker.com/library/detail.php?id=76) I also read the
> > original @
> > > http://www.cedarcreektrading.com/momenoscdef.htm
> > >
> > > Question ===>
> > >
> > > To me it looks like 'Normalized RSI over Period'. I wonder why is it
> > > 'StochasticRSI'. What's is 'Stochastic' about it ? Personally I use a
> > simple
> > > average of RSI(14) and Stochastic(9). The 'StochasticRSI' appears too
> > noisy in
> > > comparison.
> > >
> > > Regards,
> > >
> > > - Salil V Gangal
> > >
> > > __________________________________________________
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> > 
> > 
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> 
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