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I will jump in here because it was my message Larry was responding to.
The following plots three indicators. One is a mistake which resulted in an indicator I thought was valid. It actually looks sort of smooth when you examine it and could be used. I would recommend calling it something else as there is enough confusion with StoRSI vs RSI-Stoch.
The code:
// StoRSI vs RSI-Sto
Per=Optimize("Per",14,6,14,1);
Low1=LLV(C,Per);
High1=HHV(C,Per);
//Sto_Part=100*(C-Low1)/(High1-Low1);
StoRSI= 100*(C-Low1)/(High1-Low1)/2 + (RSIa(C,Per)/2);
StoRSI2=(EMA(100*(C-Low1)/(High1-Low1),Per)/2) + (RSIa(C,Per)/2);
RSI_Stoch =100*((RSIa(C,per) - LLV(RSIa(C,per),per))/(HHV(RSIa(C,per),per) - LLV(RSIa(C,per),per)+0.0001));
Plot(RSI_Stoch,"RSI_Stoch",10,1);
Plot(StoRSI,"14d StoRSI",4,4);
Plot(StoRSI2,"StoRSI2",colorYellow,1);
Plot(50,"",7,1);
StoRSI is the "Chas Richards" type using 1 / 2 of both Sto and RSI. In Chas' use of StoRSI in the headsup module, specific fixed periods are used.
RSI_Stoch is the formula used on StockCharts.
StoRSI2 is the mistake that actually plots a smooth curve rather than generating an error message. It has lower peaks and higher troughs and some extra delay but might make an interesting substitute indicator.
Ken
-----Original Message-----
From: taotra [mailto:ggoll@xxxxxxxxxxxx]
Sent: Thursday, November 20, 2003 7:05 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: StochRSI
Larry,
Can you republish your StoRSI AB code or point to the message where
you described it. Thanks.
--- In amibroker@xxxxxxxxxxxxxxx, "Ken Close" <closeks@xxxx> wrote:
> 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 "StoRSI" 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 "smoother" 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@x...]
> Sent: Wednesday, November 19, 2003 12:44 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] StochRSI
>
>
>
> Jayson, I appreciate the help.
>
>
>
> Larry M. Powell
>
>
>
> -----Original Message-----
> From: Jayson [mailto:jcasavant@x...]
> Sent: Tuesday, November 18, 2003 7:08 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] StochRSI
>
>
>
> Larry,
>
>
>
> period=Param("Periods",6,5,50);
> smooth= 5;
> storsi =Nz( ( 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);
> GraphXSpace=10;
>
>
>
> Regards,
>
> Jayson
>
> -----Original Message-----
> From: larypowell [mailto:larypowell@x...]
> Sent: Tuesday, November 18, 2003 10:01 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] StochRSI
>
> Does anyone have an afl for the StochRSI that is modeled after the
one
> used at stockcharts.com?
>
>
>
> Thanks,
>
>
>
> Larry M. Powell
>
>
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