Re: [amibroker] Plotting StochRSI

[Terry <TH@xxxxxxxxxxxxxxxxxxxxxx>]

Marchand,

Just yesterday I had a very similar problem with StochRSI. Certain symbols would not give a back test (no trades). The reason was all the StochRSI values were blank even though the very same code WOULD plot! 

I fixed the problem by changing the formula to do the EMA portion AFTER doing the RSI portion multiplied by 100. There must be something about certain values not working with EMA (I also tried AMA to no avail). It’s still a mystery as to why Indicator Builder would create the plot (with values of course) while AA would not. Some of the symbols that worked with the original formula, SMH, QQQ, ^IXIC. Some that would not work, CSCO, INTC, MSFT. All symbols work with the modified code. In all cases I have several years of history. The plot command just plots the StochRSI array.

I believe I got the original formula from this board.

Original version:

SRSI_Period = Optimize("SRSI",5,4,30,2);
StochRsi = EMA((RSI(SRSI_Period )-LLV(RSI(SRSI_Period),SRSI_Period))/(HHV(RSI(SRSI_Period),SRSI_Period)-LLV(RSI(SRSI_Period),SRSI_Period)),3)*100;

Revised version:

SRSI_Period = Optimize("SRSIPeriod",5,4,30,2);
StochRsi=(RSI(SRSI_Period)-LLV(RSI(SRSI_Period),SRSI_Period))/(HHV(RSI(SRSI_Period),SRSI_Period)-LLV(RSI(SRSI_Period),SRSI_Period))*100;
StochRsi = EMA(StochRsi,3);

The following two charts, which are identical, are from the Original version (which does not back test on selected symbols) and the modified version which does backtest.


Terry
--

I have set up a pane with the StochRSI.  For stocks and most of my
historical commodities, everything works fine.  A few 2003 commodity
contracts and all 2004 contracts show no plot for the StochRSI.  The
grid is present with grid levels; the info box shows (null) = {empty}.
 On the contracts where the calcualtion is working the message is
Graph0 = (some value).                                               
                                                                The
data is QuotesPlus in Metastock export.  I have tried re-exporting the
data.  All price values are present.  Thanks for any help.  Charles
Marchand




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