Re: [amibroker] How to dynamically adapt the RSI periods?

["john gibb" <jgibb1@xxxxxxxxxxxxx>]

Hi kubikconcepts,

Look in the Amibroker library for Dave Merrill's Auto-Optimization 
Framework. In it, he uses both an array- and scalar/number-capable indicator 
(CSI, as I recall.) You might also get some help on dynamic tuning there.

-john
----- Original Message ----- 
From: "kubikconcepts" <kubikconcepts@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, October 22, 2004 12:58 PM
Subject: [amibroker] How to dynamically adapt the RSI periods?





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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