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I am not that strong in math, but the basic principle seems ot be
that when there's a lot of volatility you increase the amount of
smoothing (i.e the number of periods ) and when you have a period of
lower volatility you decrease it. I gues you could use tha principe
with RSI. You could use the same code (but change the min and max
range).
I am not sure however of the implications of doing this. The
stochastic indicators while "sensitive" seems to be very noisy.
--- In amibroker@xxxxxxxxxxxxxxx, "Werner" <WKRAG@xxxx> wrote:
>
> Hi MM,
>
> thanks a lot for this code of ADAPTIVE STOCH.
>
> Is it also possible to come up with a flexible code that will allow
us
> to have ANY indicator "adaptive". I am thinking of an adaptive RSI,
> adaptive EMA etc. ??
>
> Thanks for any suggestions.
>
> Werner
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "micmus2002" <micmus2002@xxxx>
wrote:
> >
> > Think this should do it Rakesh,
> >
> >
> > StDevPer=Param("Std Dev Period",20,10,30);
> > lenmax= 28;
> > lenmin=7;
> > currlen=0;
> > stochma=0;
> > v1 = StDev(C,StDevPer) ;
> > v2 = HHV(v1, StDevPer) ;
> > v3 = LLV(v1, StDevPer) ;
> >
> >
> >
> > v4 =IIf (v1==v2, 1, IIf (v1=v3,0,IIf((V2 -V3) > 0,((v1 - v3)/(v2-
> > v3)) ,0)));
> > currlen = int(lenmin + (lenmax-lenmin)*(1-v4));
> > hh = HHV(H, currlen) ;
> > ll = LLV(L, currlen) ;
> > stoch = IIf ((hh-ll) > 0 ,((Close - ll)/(hh - ll)) * 100,0); ;
> > stochma =EMA(Stoch,3);
> > Plot(stoch,"Adaptive Stochastic",colorRed,styleLine);
> > Plot(stochma,"StochK",colorBlue,styleLine);
> >
> >
> > Cheers
> >
> >
> > MM
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, Rakesh Sahgal
<rakeshsahgal@xxxx>
> > wrote:
> > > Hi All
> > >
> > > Following is the link to an article on Adaptive
> > > Stochastic as created by Tushar Chande.
> > >
> > > http://trader.online.pl/ELZ/t-i-
Adaptive_Stochastic_Oscillator.html
> > >
> > > Quite simple excepting for the key bit(isnt it always
> > > that way!).
> > >
> > > =======================================================
> > >
> > > v1 = stddev(c,20) ;
> > > v2 = highest(v1, 20) ;
> > > v3 = lowest(v1, 20) ;
> > >
> > >
> > > {-- Create v4: stochastic oscillator for 20-day std.
> > > dev. --}
> > > {-- if v1=v2 (highest level) => v4 = 1; if v1=v3
> > > (lowest level) => v4=0 --}
> > >
> > > if (v2-v3) > 0 then v4 = ((v1 - v3)/(v2-v3)) Else v4 =
> > > 0 ;
> > >
> > > {-- Calculate current effective length; if v4 = 1,
> > > then length = mininum --}
> > >
> > > currlen = IntPortion(lenmin + (lenmax-lenmin)*(1-v4))
> > > ;
> > >
> > > ======================================================
> > >
> > >
> > > Can some please help out with the coding of this
> > > portion for ascertaining Stoch length?
> > >
> > >
> > > TIA
> > >
> > >
> > > Rakesh
> > >
> > >
> > >
> > >
> > > __________________________________
> > > Do you Yahoo!?
> > > Yahoo! Personals - Better first dates. More second dates.
> > > http://personals.yahoo.com
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