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Ken,
Thanks for the note and description of
differences.
<span
>Larry M. Powell
<span
>
<span
>-----Original Message-----
From: <font size=2
face=Tahoma>Ken Close<font
size=2 face=Tahoma>
[mailto:closeks@xxxxxxxx]
Sent: Wednesday, November 19, 2003
5:15 AM
To: <font size=2
face=Tahoma>amibroker@xxxxxxxxxxxxxxx<font
size=2 face=Tahoma>
Subject: RE: [amibroker] StochRSI
<span
>
<span
>Larry:
<span
>
<span
>You will already have
seen in the code I published on holygrailism list that StoRSI and
RSI-Stochastics are two different animals.
<span
>
<span
>Looking at Stockcharts,
their formula is what I call RSI-Stochastics, using RSI in place of Price (as
Jayson has shown below).
<span
>
<span
>I use the term
$B!H(BStoRSI$B!I(B for the Chas Richards/Don Beasley combo of
<span
>
<span
>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.
<span
>
<span
>Some others are using the
term SRSI which is abbreviation to a fault I believe, given the two somewhat
conflicting definitions.
<span
>
<span
>The StoRSI is much
$B!H(Bsmoother$B!I(B than the RSI-Stochastics, IMHO. Much better for
intermediate, slower signals crossing a trigger line for example.
<span
>
<span
>Just FYI.
<span
>
<span
>
<span
>Ken
<span
>
<span
>-----Original Message-----
From: larypowell
[mailto:larypowell@xxxxxxxxxxxxx]
Sent: Wednesday, November 19, 2003
12:44 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] StochRSI
<span
>
<span
>Jayson, I
appreciate the help.
<span
>
<font size=2 color=navy
face="Courier New">Larry M. Powell
<font size=3 color=navy
face="Times New Roman">
<span
>-----Original Message-----
From: Jayson
[mailto:jcasavant@xxxxxxxxxxx]
Sent: Tuesday, November 18, 2003
7:08 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] StochRSI
<span
>
<font size=2 color=blue
face=Arial>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
>
<font size=2 color=blue
face=Arial>Regards,
<font size=2 color=blue
face=Arial>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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