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<SPAN
class=421521313-26072003>Dimitris,
While
the description (from A-Z) is ambiguous I believe that your formula
demonstrates that indeed RSI looks at one piece of data (Close) rather than a
combination. That being the case renaming the close variable to any data set
should in fact work.
<SPAN
class=421521313-26072003>
As I
type this I am suddenly reminded that Tomasz has already made our life easier
with RSIa which would be a far simpler solution....
<SPAN
class=421521313-26072003>
<SPAN
class=421521313-26072003>period=Param("Periods",6,5,50);smooth= 5;spread
= Foreign("EDZ03", "C") - Foreign("EDU03", "C" );<FONT
color=#0000ff face=Arial size=2><SPAN
class=421521313-26072003>
storsi
=( ( RSIa(spread, period) - LLV( RSIa(spread,period) ,period) ) /HHV(
RSIa(spread,period) ,period) ) - LLV(RSIa(spread,period),period) )
); Plot(EMA(storsi,5),EncodeColor(colorWhite)+"Sto
Rsi",colorBlue,1); Plot(EMA(EMA(storsi,5),smooth),"5
DMA",colorYellow,1); Plot(.30,"",colorRed,1); Plot(.80,"",colorGreen,1); Buy=Cross(EMA(storsi,5),EMA(EMA(storsi,5),smooth)); Sell=Cross(EMA(EMA(storsi,5),smooth),EMA(storsi,5)); PlotShapes(IIf (Buy,shapeUpArrow,shapeNone)
,colorBrightGreen,0,Graph0,-15);PlotShapes(IIf(Sell,shapeDownArrow,shapeNone),colorRed,0,Graph1,- 15);
Regards,
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: DIMITRIS TSOKAKIS
[mailto:TSOKAKIS@xxxxxxxxx]Sent: Saturday, July 26, 2003 2:31
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
Stochastic RsiJason,I have to confess that I never
understood this [A-Z]description.Thats why I wrote the analytic RSI
formula<A
href="">http://www.amibroker.com/library/detail.php?id=143Since
we are lucky enough to speak AFL, there is no need for ambiguous
descriptions."An average of upward price change" is a multisense verbal
description and may be translated in many ways. Note also that the
"upward price change" is not defined somewhere .Dimitris Tsokakis--- In
amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> wrote:>
Daniel,> I see no reason why you could not. Simply create a composite
ticker called> spread that is constructed with the data you have
outlined. then bring up> the new ticker and apply the indicator to
it.> > Another way may be to rename the closing data to
spread,> > c=spread> > I believe that the math for
RSI is derived from closing data so if that is> the case than simply
add the lines> > spread = Foreign("EDZ03", "C") - Foreign("EDU03",
"C" );> c=spread;> > and you should have the StoRSI of
Spread. I checked the site TA A-Z and> found the formula for RSI to
be> > The RSI is a fairly simple formula, but is difficult to
explain without> pages of examples. Refer to Wilder's book for
additional calculation> information. The basic formula is:>
> > > Where:> > > > I would
interpret that to be closing data. Try it!!> > > >
Regards,> Jayson> > -----Original Message----->
From: traderix2003 [mailto:d.adam@xxxx]> Sent: Friday, July 25, 2003
12:43 PM> To: amibroker@xxxxxxxxxxxxxxx> Subject: [amibroker] Re:
Stochastic Rsi> > > Hi, Jason,> > I would
like to use your Stochastic Rsi formula for Spreads.> Is it possible to
adapt it ?> > spread = Foreign("EDZ03", "C") - Foreign("EDU03",
"C" );> > > > Thxs a lot for your help.>
> Daniel> > period=Param("Periods",6,5,50);> >
smooth= 5;> > storsi =( ( RSI( period) - LLV( RSI(period) ,period) )
/> > HHV( RSI(period) ,period) ) - LLV(RSI(period),period) )
);> >> > Plot(EMA(storsi,5),EncodeColor(colorWhite)+"Sto
Rsi",colorBlue,1);> > Plot(EMA(EMA(storsi,5),smooth),"5
DMA",colorYellow,1);> > Plot(.30,"",colorRed,1);> >
Plot(.80,"",colorGreen,1);> >> >
Buy=Cross(EMA(storsi,5),EMA(EMA(storsi,5),smooth));> >
Sell=Cross(EMA(EMA(storsi,5),smooth),EMA(storsi,5));> >> >
PlotShapes(IIf> (Buy,shapeUpArrow,shapeNone)
,colorBrightGreen,0,Graph0,-15);> >
PlotShapes(IIf(Sell,shapeDownArrow,shapeNone),colorRed,0,Graph1,->
15);> >> >> > Regards,> > Jayson>
> -----Original Message-----> > From: mleonsprint
[mailto:mleonsprint@xxxx]> > Sent: Thursday, July 24, 2003 1:45
AM> > To: amibroker@xxxxxxxxxxxxxxx> > Subject: [amibroker]
Stochastic Rsi> >> >> > Does anyone have the
formula to the Stochastic Rsi?> >> > Thanks for your
help> > Mark> >> >>
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