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Jayson,
Just for your information, some formulas in the library were placed
before RSIA introduction.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> wrote:
> 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.
>
> 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....
>
> period=Param("Periods",6,5,50);
> smooth= 5;
> spread = Foreign("EDZ03", "C") - Foreign("EDU03", "C" );
>
> 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
> -----Original Message-----
> From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
> Sent: Saturday, July 26, 2003 2:31 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Stochastic Rsi
>
>
> Jason,
> I have to confess that I never understood this [A-Z]description.
> Thats why I wrote the analytic RSI formula
> http://www.amibroker.com/library/detail.php?id=143
> Since 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@x...]
> > 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@x...]
> > > 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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