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Hi Ron,
I'm not sure if it is in fact a StochRSI. I was just messing around
with smoothing periods when it appeared. It appears to work quite
well using a 5pdMA (not EMA) and then a 7pdMA for the signal line.
This is a standard MA approach I use to smooth volatile Indicators.
Regds Gerard
--- In amibroker@xxxxxxxxxxxxxxx, "mrdavis9" <mrdavis9@xxxx> wrote:
> 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) 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
>
> ----- Original Message -----
> From: Gerard Carey
> To: 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
further
> smoothing periods. I decided to combine the last two days
(smoothing),
> apply a 510pd RSI, smooth it with a short EMA, then smooth the
result
> with a longer MA as a signal line.
> The RSI 510210 appeared and I immediately noticed similarities to
the
> invaluable StochRSI.
>
> A cursory glance appears to show, in comparison to the StochRSI,
the
> following differences.
> In a ranging market it is visually clearer and appears to enter a
day or
> so 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
>
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