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Gerard, I am impressed.
I just placed your indicator on a chart of
ACF from 6/30/95 to 1/9/96. This chart shows just how good this version
is
I have tried to create my own versions of stoch RSI, but
my results were not as good as yours in this
version. Has anyone created an even smoother
version?
I tried to create a K line (the fast line) <FONT
face=Arial>using very short periods down to RSI(3) and a longer period for the D
line(the slow line). I never got to spend more that a
few minutes on trying it, but it looked like this different timeframe approach
may be worth looking at a little more. Another attempt used linnearreg on the
fast line.
The Cross(blue,red that occurred on 9/20/95 is no problem
for me at all, because I have very little patience with price dips. I
sell, and get in again if the uptrend starts again.
I am especially impressed that the red did not cross the
blue on 11/13/95.
I would be interested in examining other versions of stoch
RSI that have been developed. Ron D
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Gerard
Carey
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">AB Yahoo group
Sent: Wednesday, December 10, 2003 6:20
PM
Subject: [amibroker] So you like your
STOCHRSI ? ... Try this
I recognise value in using lo....ng periods in Indicator studies, 255
&510 days, to signal short/intermediate trend movements.I had
been messing about with the RSI, playing with MA's and furthersmoothing
periods. I decided to combine the last two days (smoothing),apply a 510pd
RSI, smooth it with a short EMA, then smooth the resultwith a longer MA as
a signal line.The RSI 510210 appeared and I immediately noticed
similarities to theinvaluable StochRSI. A
cursory glance appears to show, in comparison to the StochRSI,
thefollowing differences. In a ranging market it is visually clearer
and appears to enter a day orso later and exit a day or so earlier,
maybe.In a slow to medium trend it keeps you in the trend longer, yes.
More precise entry signals at sudden market turns, check sept 2001.
I did said a cursory glance.Here's the formula just as it
appeared. Title=Name() + "
RSI 510210";MaxGraph=5; GraphXSpace=10;Plot( EMA(RSI(510),2) +
Ref(EMA(RSI(510),2),-1) ,"",4,1) ;Plot( MA(EMA(RSI(510),2),10) +
Ref(MA(EMA(RSI(510),2),10),-1) ,"",6,1) ;/*xxxx end
xxxx*/Regds Gerard-- <A
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