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<SPAN
class=565580701-27072003>Dimitris,
<SPAN
class=565580701-27072003>anything older than 10 minutes is obsolete
:)
Regards,
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: DIMITRIS TSOKAKIS
[mailto:TSOKAKIS@xxxxxxxxx]Sent: Saturday, July 26, 2003 5:39
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
Stochastic RsiJayson,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@xxxx]>
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> <A
href="">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@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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