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Jason, I am new to Amibroker, and I really
appreciate the details that you included in your post below. You have
notified me of some code that I should look at, and it also references the where
I can go to read about it. Ron D
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Keith
Bennett
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, March 19, 2003 7:55
AM
Subject: [amibroker] Re: RSI - RSC
(Jason?)
Jason,Thank you for the RSC afl which you
submitted in #34763. I have found it most useful.When I run your code
below on the NDX it produces very similar results to the RSC formula in
#34763 although there are some differences.Does the earlier RSC afl
which includes the ROC function have any particular advantage over the
code below?Keith--- In amibroker@xxxxxxxxxxxxxxx,
"Jayson" <jcasavant@xxxx> wrote:> Anthony,> > I was
reviewing your code for the RS comparison and thought perhaps It
would> be be an interesting study for my Sector Rotation work. It Was,
thanks! you> may find this variation of use. It provides a visual
look at the trend of> each reading. For longer term study you may
wish to adjust the ref> periods....> > Question: You had
selected 250 as a look back period. Was this arbitrary or> have you
done some tests to determine this range to be optimal??> >
> file://Relative Comparison %> > period = 21;//Period of
relative Comparison> > BaseMarket="~index";//select Base
market> > x = Foreign(BaseMarket,"C") -
Ref(Foreign(BaseMarket,"C"),-period);> x = (x /
Ref(Foreign(BaseMarket,"C"),-period)) * 100;> y = C -
Ref(C,-period);> y = ( y / Ref(C,-period)) * 100;> rs = y -
x;> Filter=1;> > AddColumn(RS,"Today>
RS%",1.2,IIf(RS==0,colorBlue,IIf(rs>Ref(rs,-1),colorGreen,colorRed)));>
AddColumn(Ref(RS,-1),"Yesterday>
RS%",1.2,IIf(RS==0,colorBlue,IIf(Ref(rs,-1)>=Ref(rs,-2),colorGreen,colorRed)>
));> AddColumn(Ref(RS,-2),"2 days>
ago",1.2,IIf(RS==0,colorBlue,IIf(Ref(rs,-2)>=Ref(rs,-3),colorGreen,colorRed)>
));> AddColumn(Ref(rs,-3),"3 days>
ago",1.2,IIf(RS==0,colorBlue,IIf(Ref(rs,-3)>=Ref(rs,-4),colorGreen,colorRed)>
));> > > Jayson> -----Original
Message-----> From: Anthony Faragasso [mailto:ajf1111@xxxx]>
Sent: Tuesday, March 18, 2003 2:40 PM> To:
amibroker@xxxxxxxxxxxxxxx> Subject: Re: [amibroker] Re: RSI>
> > Hello,> > Comparative Relative Strength can be
useful in deciding which security> to buy, by helping to pinpoint
the best performer. They can also be> useful in developing spreads,
i.e., purchase of the best performer> "long", and selling the weaker
issues "short."> > Steve, if you load the following into AA ,
select the ndx100 and> componets , n last quotation and n=1,click
explore...the results are> quite different....> > also,
the RS% value is comparing the ticker to the INDEX, your value is>
simply a ROC of the Ticker itself.> > Anthony> >
steve_almond wrote:> > > Anthony,> >>
> This works perfectly, as usual. Question is, does this gain
anything> > over a simple (ROC?) ranking using something
like:> >> > rs=(C-Ref(C,-250))/Ref(C,-250);> >
Filter=1;> > AddColumn(rs,"rs",1.2);> >> > If I
rank all the stocks in the ^NDX using the two methods, the> >
results are VERY similar (but not EXACTLY the same).> >> >
Steve> >> >> >> >> > --- In
amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso"
<ajf1111@xxxx>> > wrote:> > > Alan,>
> >> > > Here is what I use:> > >> >
> //Relative Comparison %> > > period = 250;//Period of
relative Comparison> > > BaseMarket="^ndx";//select Base
market> > > x = Foreign(BaseMarket,"C") -
Ref(Foreign(BaseMarket,"C"),-period);> > > x = (x /
Ref(Foreign(BaseMarket,"C"),-period)) * 100;> > > y = C -
Ref(C,-period);> > > y = ( y / Ref(C,-period)) * 100;>
> > rs = y - x;> > > Filter=1;> > >
AddColumn(RS,"RS_%",1.2);> > > Anthony> > >>
> > -------Original Message-------> > >> > >
From: amibroker@xxxxxxxxxxxxxxx> > > Date: Friday, March 14, 2003
12:50:55> > > To: amibroker@xxxxxxxxxxxxxxx> > >
Subject: [amibroker] RSI> > >> > > Has anybody
developed a formula that calculates and shows the RS of> >
a> > > certain stock compare to list of stocks (such as N100).
Something> > > similar to RS in Investor Business
Daily.> > >> > > Alan> > >> >
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