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

["Tomasz Janeczko" <amibroker@xxxxxx>]

Hello,

Built-in RSI does not accept variable periods, however it is easy to write variable-period counterpart in AFL:



function RSIV( array, periods ) 
{ 
Diff = array - Ref( array, -1 ); 
Up=IIf( diff > 0, diff, 0 ); 
Dn=IIf( diff < 0, -diff, 0 ); 
Ut=AMA( Up, 1/periods ); 
Dt=AMA( Dn, 1/periods ); 
return 100*(Ut/(Ut+Dt)); 
} 

Graph0 = RSIV( C, 15 ); // periods parameter can be variable 
Graph1 = RSIa( C, 15 ); 

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "kubikconcepts" <kubikconcepts@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, October 22, 2004 9:58 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));
> 
> 
> 
> 
> 
> 
> 
> 
> 
> 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
> 
> 
> 
> 
> 
> 
> 
>


------------------------ Yahoo! Groups Sponsor --------------------~--> 
$9.95 domain names from Yahoo!. Register anything.
http://us.click.yahoo.com/J8kdrA/y20IAA/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/