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You may find this interesting also. RSI optimizer with stop. Takes a
long time to run unless you have a fast computer - would only use it
on one security at at time. Used under AB 4.6, haven't had time to
upgrade to 4.7 yet, sorry. Optimization with RSI - be warned however
- it seems to curve fit very well, but haven't had any convincing
forward looking results using it.
//RSI Optimizer
Count1=Optimize("Days",3,2,30,1);
Count2=Optimize("RSI high",92,55,99,1);
Count3=Optimize("RSI low",40,1,45,1);
stop=Optimize("stop%",10.5,1,15,1);
Buy = Cross(Count3,RSI(Count1));
Sell = Cross(RSI(Count1),Count2);
ApplyStop(stopTypeLoss,stopModePercent,stop,True);
--- In amibroker@xxxxxxxxxxxxxxx, kris45mar <kris45mar@xxxx> wrote:
> Vivek
>
> Play around with this and see if it suits your needs:
>
> Just paste into AA window and run as Scan or
> Exploration.
>
> *********
>
>
> r = RSI(14);
> e = EMA(RSI(14),9);
>
> Buy = Cross(r,e);
>
> Sell = Cross(e,r);
>
> Filter = Buy;
> //Filter = Sell;
>
> Plot(r,"RSI(14)",colorRed,styleThick);
> Plot(e,"emaRSI(14)", colorGreen,1);
> Plot(70,"70",colorGrey40,1);
> Plot(30,"30",colorGrey40,1);
> GraphXSpace=3;
>
> AddColumn(C,"C",1.3);
>
>
> *******
>
>
> ChrisB
> --- vivek.kumar-bhat@xxxx wrote:
> >
> > HI
> >
> > need the code for RSI ( 14 ) on its 9 day moving
> > average. Also a scan and
> > exploration code where
> >
> > Buy - rsi ( 14 ) crosses above its 9 day moving
> > average and
> > Sell - rsi ( 14 ) crosses below its 9 day moving
> > average
> >
> > many thanks
> > vivek
> >
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> >
>
>
>
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