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Ken,
Thanks for coming to the rescue.
<span
>Larry M. Powell
<span
>
<span
>-----Original Message-----
From: Ken Close
[mailto:closeks@xxxxxxxx]
Sent: Thursday, November 20, 2003
4:37 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Re:
StochRSI
<span
>
<span
>I will jump in here because
it was my message Larry was responding to.
<span
>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.
<span
>The code:
<span
>//
StoRSI vs RSI-Sto
<span
>Per=<font
size=2 color=blue face="Courier New">Optimize<font
size=2 color=black face="Courier New">(<font size=2
color=fuchsia face="Courier New">"Per"<font
size=2 color=black face="Courier New">,<font size=2
color=fuchsia face="Courier New">14<font
size=2 color=black face="Courier New">,<font size=2
color=fuchsia face="Courier New">6<font
size=2 color=black face="Courier New">,<font size=2
color=fuchsia face="Courier New">14<font
size=2 color=black face="Courier New">,<font size=2
color=fuchsia face="Courier New">1<font
size=2 color=black face="Courier New">);
<span
>Low1=<font
size=2 color=blue face="Courier New">LLV<font
size=2 color=black face="Courier New">(<font size=2
color=red face="Courier New">C<font size=2 color=black
face="Courier New">,Per);
<span
>High1=<font
size=2 color=blue face="Courier New">HHV<font
size=2 color=black face="Courier New">(<font size=2
color=red face="Courier New">C<font size=2 color=black
face="Courier New">,Per);
<span
>//Sto_Part=100*(C-Low1)/(High1-Low1);
<span
>StoRSI=
100<font
size=2 color=black face="Courier New">*(<font
size=2 color=red face="Courier New">C<font size=2
color=black face="Courier New">-Low1)/(High1-Low1)/<font
size=2 color=fuchsia face="Courier New">2<font
size=2 color=black face="Courier New"> + (<font
size=2 color=blue face="Courier New">RSIa<font
size=2 color=black face="Courier New">(<font size=2
color=red face="Courier New">C<font size=2 color=black
face="Courier New">,Per)/<font size=2
color=fuchsia face="Courier New">2<font
size=2 color=black face="Courier New">);
<span
>StoRSI2=(<font
size=2 color=blue face="Courier New">EMA<font
size=2 color=black face="Courier New">(<font size=2
color=fuchsia face="Courier New">100<font
size=2 color=black face="Courier New">*(<font
size=2 color=red face="Courier New">C<font size=2
color=black face="Courier New">-Low1)/(High1-Low1),Per)/<font
size=2 color=fuchsia face="Courier New">2<font
size=2 color=black face="Courier New">) + (<font
size=2 color=blue face="Courier New">RSIa<font
size=2 color=black face="Courier New">(<font size=2
color=red face="Courier New">C<font size=2 color=black
face="Courier New">,Per)/<font size=2
color=fuchsia face="Courier New">2<font
size=2 color=black face="Courier New">);
<span
>RSI_Stoch
=<span
>100<span
>*((<font
size=2 color=blue face="Courier New">RSIa<font
size=2 color=black face="Courier New">(<font size=2
color=red face="Courier New">C<font size=2 color=black
face="Courier New">,per) - <font size=2
color=blue face="Courier New">LLV<font size=2 color=black
face="Courier New">(<font size=2 color=blue
face="Courier New">RSIa<font size=2 color=black
face="Courier New">(<font size=2 color=red
face="Courier New">C<font size=2 color=black
face="Courier New">,per),per))/(<font size=2
color=blue face="Courier New">HHV<font size=2 color=black
face="Courier New">(<font size=2 color=blue
face="Courier New">RSIa<FONT! COLOR="
#000000" SIZE=2 FACE="Courier New">(<font
size=2 color=red face="Courier New">C<font size=2
color=black face="Courier New">,per),per) - <font size=2
color=blue face="Courier New">LLV<font size=2 color=black
face="Courier New">(<font size=2 color=blue
face="Courier New">RSIa<font size=2 color=black
face="Courier New">(<font size=2 color=red
face="Courier New">C<font size=2 color=black
face="Courier New">,per),per)+<font size=2
color=fuchsia face="Courier New">0.0001<font
size=2 color=black face="Courier New">));
<span
>Plot<font
size=2 color=black face="Courier New">(RSI_Stoch,<font
size=2 color=fuchsia face="Courier New">"RSI_Stoch"<font
size=2 color=black face="Courier New">,<font size=2
color=fuchsia face="Courier New">10<font
size=2 color=black face="Courier New">,<font size=2
color=fuchsia face="Courier New">1<font
size=2 color=black face="Courier New">);
<span
>Plot<font
size=2 color=black face="Courier New">(StoRSI,<font
size=2 color=fuchsia face="Courier New">"14d
StoRSI"<span
>,<font
size=2 color=fuchsia face="Courier New">4<font
size=2 color=black face="Courier New">,<font size=2
color=fuchsia face="Courier New">4<font
size=2 color=black face="Courier New">);
<span
>Plot<font
size=2 color=black face="Courier New">(StoRSI2,<font
size=2 color=fuchsia face="Courier New">"StoRSI2"<font
size=2 color=black face="Courier New">,<font size=2
color=red face="Courier New">colorYellow<font size=2
color=black face="Courier New">,<font size=2 color=fuchsia
face="Courier New">1<font size=2 color=black
face="Courier New">);
<span
>Plot<font
size=2 color=black face="Courier New">(<font size=2
color=fuchsia face="Courier New">50<font
size=2 color=black face="Courier New">,<font size=2
color=fuchsia face="Courier New">""<font
size=2 color=black face="Courier New">,<font size=2
color=fuchsia face="Courier New">7<font
size=2 color=black face="Courier New">,<font size=2
color=fuchsia face="Courier New">1<font
size=2 color=black face="Courier New">);
<span
>
<span
>
<span
>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.
<span
>RSI_Stoch is the formula
used on StockCharts.
<span
>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.
<span
>Ken
<span
>-----Original Message-----
From: taotra [mailto:ggoll@xxxxxxxxxxxx]
Sent: Thursday, November 20, 2003 7:05 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: StochRSI
<span
>Larry,
<span
>Can you republish your
StoRSI AB code or point to the message where
<span
>you described it.
Thanks.
<span
>
<span
>--- In
amibroker@xxxxxxxxxxxxxxx, "Ken Close" <closeks@xxxx> wrote:
<span
>> Larry:
<span
>>
<span
>>
<span
>>
<span
>> You will already have
seen in the code I published on holygrailism
<span
>list
<span
>> that StoRSI and
RSI-Stochastics are two different animals.
<span
>>
<span
>>
<span
>>
<span
>> Looking at Stockcharts,
their formula is what I call RSI-
<span
>Stochastics,
<span
>> using RSI in place of
Price (as Jayson has shown below).
<span
>>
<span
>>
<span
>>
<span
>> I use the term
"StoRSI" for the Chas Richards/Don Beasley combo of
<span
>>
<span
>>
<span
>>
<span
>> 1 / 2 of the
stochastics using Price added to 1 / 2 of the RSI.
<span
>Chas
<span
>> uses specific periods
for the stochastics and rsi periods, but
<span
>these can
<span
>> be generalized.
<span
>>
<span
>>
<span
>>
<span
>> Some others are using
the term SRSI which is abbreviation to a
<span
>fault I
<span
>> believe, given the two
somewhat conflicting definitions.
<span
>>
<span
>>
<span
>>
<span
>> The StoRSI is much
"smoother" than the RSI-Stochastics, IMHO. Much
<span
>> better for
intermediate, slower signals crossing a trigger line for
<span
>> example.
<span
>>
<span
>>
<span
>>
<span
>> Just FYI.
<span
>>
<span
>>
<span
>>
<span
>>
<span
>>
<span
>> Ken
<span
>>
<span
>>
<span
>>
<span
>> -----Original
Message-----
<span
>> From: larypowell [<a
href="">mailto:larypowell@x...]
<span
>> Sent: Wednesday,
November 19, 2003 12:44 AM
<span
>> To:
amibroker@xxxxxxxxxxxxxxx
<span
>> Subject: RE:
[amibroker] StochRSI
<span
>>
<span
>>
<span
>>
<span
>> Jayson, I
appreciate the help.
<span
>>
<span
>>
<span
>>
<span
>> Larry M. Powell
<span
>>
<span
>>
<span
>>
<span
>> -----Original
Message-----
<span
>> From: Jayson [<a
href="">mailto:jcasavant@x...]
<span
>> Sent: Tuesday, November
18, 2003 7:08 PM
<span
>> To:
amibroker@xxxxxxxxxxxxxxx
<span
>> Subject: RE:
[amibroker] StochRSI
<span
>>
<span
>>
<span
>>
<span
>> Larry,
<span
>>
<span
>>
<span
>>
<span
>>
period=Param("Periods",6,5,50);
<span
>> smooth= 5;
<span
>> storsi =Nz( ( RSI(
period) - LLV( RSI(period) ,period) ) / ( ( HHV(
<span
>> RSI(period) ,period) )
- LLV(RSI(period),period) ) );
<span
>>
<span
>>
Plot(EMA(storsi,5),EncodeColor(colorWhite)+"Sto Rsi",colorBlue,1);
<span
>>
Plot(EMA(EMA(storsi,5),smooth),"5 DMA",colorYellow,1);
<span
>>
Plot(.30,"",colorRed,1);
<span
>>
Plot(.80,"",colorGreen,1);
<span
>>
<span
>>
Buy=Cross(EMA(storsi,5),EMA(EMA(storsi,5),smooth));
<span
>>
Sell=Cross(EMA(EMA(storsi,5),smooth),EMA(storsi,5));
<span
>>
PlotShapes(IIf(Buy,shapeUpArrow,shapeNone)
<span
>>
,colorBrightGreen,0,Graph0,-15);
<span
>>
PlotShapes(IIf(Sell,shapeDownArrow,shapeNone),colorRed,0,Graph1,-
<span
>15);
<span
>> GraphXSpace=10;
<span
>>
<span
>>
<span
>>
<span
>> Regards,
<span
>>
<span
>> Jayson
<span
>>
<span
>> -----Original
Message-----
<span
>> From: larypowell [<a
href="">mailto:larypowell@x...]
<span
>> Sent: Tuesday, November
18, 2003 10:01 PM
<span
>> To:
amibroker@xxxxxxxxxxxxxxx
<span
>> Subject: [amibroker]
StochRSI
<span
>>
<span
>> Does anyone have an afl
for the StochRSI that is modeled after the
<span
>one
<span
>> used at
stockcharts.com?
<span
>>
<span
>>
<span
>>
<span
>> Thanks,
<span
>>
<span
>>
<span
>>
<span
>> Larry M. Powell
<span
>>
<span
>>
<span
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