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Anthony,
See my code using AMA to provide variable-period RSI.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Anthony Faragasso" <ajf1111@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, February 18, 2003 7:21 PM
Subject: Re: [amibroker] Need Help (Tomasz)
> Jim,
>
> Sorry for the last post....there is an error.
>
> RSIA() function should read :
>
> RSIA(array,period);
>
> It does not work as I have inserted it into your formula.
> StochRsi=EMA((RSIa(RS)-LLV(RSIa(RS),8))/(HHV(RSIa(RS),8)-LLV(RSIa(RS),8)),3)*100;//this
> is incorrect.
>
> StochRsi=EMA((RSIa(C,RS)-LLV(RSIa(C,RS),8))/(HHV(RSIa(C,RS),8)-LLV(RSIa(C,RS),8)),3)*100;//this
> would be correct syntax...but we again would need Lastvalue() function..
>
> Anthony
>
>
>
>
> Jim Hutchison wrote:
>
> > For Back test results I want to use the value for RS: if Trend =
> > 1,
> > RS =14, or if Trend = 2, RS =7, or if Trend = 3, RS =4 .
> > Is that what will happen or will it use the value from the last data
> > point: if Trend = 2, RS =7. I want the RS value to reflect the value
> >
> > of the current day on each day of the back test.
> >
> > Thank You
> >
> > Jim Hutchison
> >
> > -----Original Message-----
> > From: Anthony Faragasso [mailto:ajf1111@xxxxxxxx]
> > Sent: Tuesday, February 18, 2003 12:01 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: Re: [amibroker] Need Help (Tomasz)
> >
> > Jim,.
> >
> > I sent you the post and explained that it returns the lastvalue as of
> > the last data point in your database.....So, if today the lastvalue is
> >
> > RS=7, you will see that number in your explore results...
> >
> > Anthony
> >
> > Jim Hutchison wrote:
> >
> > > When run Explore I get the attached results after I added LastValue
> > > () to my formula.RS is always 7 regardless if Trend is 1 or 2 or 3.
> > >
> > > Thank You
> > >
> > > Jim Hutchison
> > >
> > > -----Original Message-----
> > > From: Tomasz Janeczko [mailto:amibroker@xxxxxx]
> > > Sent:Tuesday, February 18, 200311:15 AM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: Re: [amibroker] Need Help
> > >
> > > Jim,
> > > IIF always returns array while RS accepts only number. To convert
> > use
> > > LastValue:
> > > RS= LastValue ( IIf(Trend == 1,14,IIf(Trend == 2,7, 4)) );
> > >
> > > Best regards,
> > > Tomasz Janeczko
> > > amibroker.com
> > >
> > > ----- Original Message -----
> > > From: Jim Hutchison
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Sent:Tuesday, February 18, 20032:55 PM
> > > Subject: [amibroker] Need Help
> > >
> > > When I try to back test the fowling program I get this AFL
> > > Error message:
> > >
> > > Bad args.
> > >
> > > 0-th argument of function call has invalid (or unsupported)
> > > type at line 20, column 21:
> > >
> > > StochRsi=EMA((RSI(RS)
> > >
> > > --------------------^
> > >
> > > I can not figure out why the RS variable does not work and
> > > the B and S variable work fine.
> > >
> > > Bull=9;
> > >
> > > Bear=-3;
> > >
> > > Trend
> > > = IIf(Bull<ROC(EMA(C,50), 14),1,IIf(Bear<ROC(EMA(C,50),
> > 14),2,3));
> > >
> > > //xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx
> > >
> > > B =IIf(Trend == 1,17,IIf(Trend == 2,63, 22));
> > >
> > > S =IIf(Trend == 1,58,IIf(Trend == 2,79, 83));
> > >
> > > RS=IIf(Trend == 1,14,IIf(Trend == 2,7, 4));
> > >
> > > Filter=1;
> > >
> > > AddColumn(Trend,"Trend");
> > >
> > > AddColumn(B,"B");
> > >
> > > AddColumn(S,"S");
> > >
> > > AddColumn(RS,"RS");
> > >
> > > AddColumn(ROC(EMA(C,50), 14),"ROC");
> > >
> > >
> > >
> >
> > ochRsi=EMA((RSI(RS)-LLV(RSI(RS),8))/(HHV(RSI(RS),8)-LLV(RSI(RS),8)),3)*
> >
> > 100;
> > >
> > > Buy=Cross(B,StochRsi) ANDADX(14) > 20ANDRSI(4)<50;
> > >
> > > Sell=Cross(StochRsi,S)ANDADX(14) > 13ANDRSI(4)>50;
> > >
> > > Short=Sell;Cover=Buy;
> > >
> > > Thank you
> > >
> > > Jim Hutchison
> > >
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