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Dimitri,
Thanks,I'll test them tuesday
stephane
wrote:
> Stephane,
> To be more specific:
> PROCEDURE 1:
> Run first the
> /*MEAN RSI*/
> for(n=10;n<=30;n=n+10)
> {
> s1=IIf(RSI(n)>=0 AND RSI(n)<=100,RSI(n),0);
> AddToComposite(s1,"~SUMRSI"+WriteVal(n,1.0),"C");
> }
> AddToComposite(1,"~COUNT","V");
> Buy=0;
> and then, select, for example, ^NDX and optimize
>
> x=Optimize("x",10,10,30,10);
> MeanRSI10=Foreign("~SUMRSI10","C")/Foreign("~COUNT","V");
> MeanRSI20=Foreign("~SUMRSI20","C")/Foreign("~COUNT","V");
> MeanRSI30=Foreign("~SUMRSI30","C")/Foreign("~COUNT","V");
> MeanRSI=IIf(x==10,MeanRSI10,IIf(x==20,MeanRSI20,MeanRSI30));
> Buy=Cross(MeanRSI,50);
> Sell=Cross(50,MeanRSI);
> Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);
>
> PROCEDURE 2:
> Select ^NDX and optimize
>
> period=Optimize("pds",10,10,30,10);
> list = GetCategorySymbols( categoryGroup, 254 );SumRSI = 0;
MeanRSI=0;
> for( i = 0; ( sym = StrExtract( list, i ) ) != ""; i++ )
> {
> SetForeign(sym,True,True);
> f=RSI(period); SumRSI=SumRSI+ f;MeanRSI=SumRSI/(i+1);
> }
> RestorePriceArrays(True);
> Buy=Cross(MeanRSI,50);
> Sell=Cross(50,MeanRSI);
> Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);
>
> The results are identical, procedure2 is slow, procedure1 needs two
steps.
> Dimitris Tsokakis
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