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Hello,
I have the following code. I am new to trading systems and
amibroker. I am trying to write a system using borrowed ideas that
will tune itself on a period by period basis. I am running into a
problem because the last stochrsi calculation will not work. The
RSI takes periods which is required to be a number. However in AFL
the periods is an array. Can anybody suggest way to work around
this problem and have a dynamically tuned periods for the RSI?
Thanks.
standarddev= 60;
periods= 14;
StochRSI=(RSI(periods)-LLV(RSI(periods),periods))/(HHV(RSI
(periods),periods)-LLV(RSI(periods),periods));
rdp1=Round(Stdev(stochrsi,standarddev)/.053);
rdv1=Round(Stdev(MA(V,periods)/1000000,standarddev));
adjust1= rdv1-rdp1+11;
adjust1=iif(adjust1<8,8,adjust1);
adjust1=iif(adjust1>12,12,adjust1);
periods=adjust1;
StochRSI=(RSI(periods)-LLV(RSI(periods),periods))/(HHV(RSI
(periods),periods)-LLV(RSI(periods),periods));
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