[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] How to dynamically adapt the RSI periods?



PureBytes Links

Trading Reference Links



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));








------------------------ Yahoo! Groups Sponsor --------------------~--> 
Make a clean sweep of pop-up ads. Yahoo! Companion Toolbar.
Now with Pop-Up Blocker. Get it for free!
http://us.click.yahoo.com/L5YrjA/eSIIAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~-> 

Check AmiBroker web page at:
http://www.amibroker.com/

Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/