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RE: [amibroker] StochRSI

  • To: <amibroker@xxxxxxxxxxxxxxx>
  • Subject: RE: [amibroker] StochRSI
  • From: "Ken Close" <closeks@xxxxxxxx>
  • Date: Wed, 19 Nov 2003 05:15:44 -0800
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Larry:

 

You will already have seen in the code I
published on holygrailism list that StoRSI and RSI-Stochastics are two
different animals.

 

Looking at Stockcharts, their formula is
what I call RSI-Stochastics, using RSI in place of Price (as Jayson has shown
below).

 

I use the term &#8220;StoRSI&#8221; for
the Chas Richards/Don Beasley combo of

 

1 / 2 of the stochastics using Price added
to 1 / 2 of the RSI.  Chas uses specific periods for the stochastics and rsi
periods, but these can be generalized.

 

Some others are using the term SRSI which
is abbreviation to a fault I believe, given the two somewhat conflicting
definitions.

 

The StoRSI is much &#8220;smoother&#8221;
than the RSI-Stochastics, IMHO.  Much better for intermediate, slower
signals crossing a trigger line for example.

 

Just FYI.

 

 

Ken

 

-----Original Message-----
From: larypowell
[mailto:larypowell@xxxxxxxxxxxxx] 
Sent: Wednesday, November 19, 2003
12:44 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] StochRSI

 

Jayson,  I appreciate the help.

 





<span
>Larry M. Powell





<span
> 





<span
>-----Original Message-----
From: Jayson
[mailto:jcasavant@xxxxxxxxxxx] 
Sent: Tuesday, November 18, 2003
7:08 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] StochRSI

<span
> 



<span
>Larry,





<span
> 





<font size=3 color="#282828"
face="Courier New">period=<span
>Param<font
color="#282828" face="Courier New">(<span
>"Periods"<font
color="#282828" face="Courier New">,<span
>6<font
color="#282828" face="Courier New">,<span
>5<font
color="#282828" face="Courier New">,<span
>50<font
color="#282828" face="Courier New">); 
smooth= <span
>5<font
color="#282828" face="Courier New">; 
storsi =<span
>Nz<font
color="#282828" face="Courier New">( ( <span
>RSI<font
color="#282828" face="Courier New">( period) - <span
>LLV<font
color="#282828" face="Courier New">( <span
>RSI<font
color="#282828" face="Courier New">(period) ,period) ) / ( ( <font color=blue
face="Courier New">HHV<font
color="#282828" face="Courier New">( <span
>RSI<font
color="#282828" face="Courier New">(period) ,period) ) - <font color=blue
face="Courier New">LLV<font
color="#282828" face="Courier New">(<span
>RSI<font
color="#282828" face="Courier New">(period),period) ) ); 

Plot<font color="#282828"
face="Courier New">(<font
color=blue face="Courier New">EMA<span
>(storsi,<font
color=fuchsia face="Courier New">5<span
>),<font
color=blue face="Courier New">EncodeColor<span
>(<font
color=black face="Courier New">colorWhite<font color="#282828"
face="Courier New">)+<font
color=fuchsia face="Courier New">"Sto Rsi"<font color="#282828"
face="Courier New">,<font
color=black face="Courier New">colorBlue<font color="#282828"
face="Courier New">,<font
color=fuchsia face="Courier New">1<span
>); 
Plot<font color="#282828"
face="Courier New">(<font
color=blue face="Courier New">EMA<span
>(<font
color=blue face="Courier New">EMA<span
>(storsi,<font
color=fuchsia face="Courier New">5<span
>),smooth),<font
color=fuchsia face="Courier New">"5 DMA"<font color="#282828"
face="Courier New">,<font
color=black face="Courier New">colorYellow<font color="#282828"
face="Courier New">,<font
color=fuchsia face="Courier New">1<span
>); 
Plot<font color="#282828"
face="Courier New">(.30,<font
color=fuchsia face="Courier New">""<font color="#282828"
face="Courier New">,<font
color=black face="Courier New">colorRed<font color="#282828"
face="Courier New">,<font
color=fuchsia face="Courier New">1<span
>); 
Plot<font color="#282828"
face="Courier New">(.80,<font
color=fuchsia face="Courier New">""<font color="#282828"
face="Courier New">,<font
color=black face="Courier New">colorGreen<font color="#282828"
face="Courier New">,<font
color=fuchsia face="Courier New">1<span
>);   

Buy<font
color="#282828" face="Courier New">=<span
>Cross<font
color="#282828" face="Courier New">(<span
>EMA<font
color="#282828" face="Courier New">(storsi,<span
>5<font
color="#282828" face="Courier New">),<span
>EMA<font
color="#282828" face="Courier New">(<span
>EMA<font
color="#282828" face="Courier New">(storsi,<span
>5<font
color="#282828" face="Courier New">),smooth)); 
Sell<font
color="#282828" face="Courier New">=<span
>Cross<font
color="#282828" face="Courier New">(<span
>EMA<font
color="#282828" face="Courier New">(<span
>EMA<font
color="#282828" face="Courier New">(storsi,<span
>5<font
color="#282828" face="Courier New">),smooth),<span
>EMA<font
color="#282828" face="Courier New">(storsi,<span
>5<font
color="#282828" face="Courier New">)); 
PlotShapes<font color="#282828"
face="Courier New">(<font
color=blue face="Courier New">IIf<span
>(<font
color=black face="Courier New">Buy<font color="#282828"
face="Courier New">,<font
color=black face="Courier New">shapeUpArrow<font
color="#282828" face="Courier New">,<span
>shapeNone<font
color="#282828" face="Courier New">) ,<span
>colorBrightGreen<font
color="#282828" face="Courier New">,<span
>0<font
color="#282828" face="Courier New">,<span
>Graph0<font
color="#282828" face="Courier New">,-<span
>15<font
color="#282828" face="Courier New">); 
PlotShapes<font color="#282828"
face="Courier New">(<font
color=blue face="Courier New">IIf<span
>(<font
color=black face="Courier New">Sell<font color="#282828"
face="Courier New">,<font
color=black face="Courier New">shapeDownArrow<font
color="#282828" face="Courier New">,<span
>shapeNone<font
color="#282828" face="Courier New">),<span
>colorRed<font
color="#282828" face="Courier New">,<span
>0<font
color="#282828" face="Courier New">,<span
>Graph1<font
color="#282828" face="Courier New">,-<span
>15<font
color="#282828" face="Courier New">); 
GraphXSpace<font
color="#282828" face="Courier New">=<span
>10<font
color="#282828" face="Courier New">; 





<span
> 





<span
>Regards, 





<span
>Jayson 



-----Original
Message-----
From: larypowell
[mailto:larypowell@xxxxxxxxxxxxx]
Sent: Tuesday, November 18, 2003
10:01 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] StochRSI

<span
>Does anyone have an afl for the
StochRSI that is modeled after the one used at stockcharts.com?

<span
> 

<span
>Thanks,

<span
> 

<span
>Larry M. Powell


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