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The Adaptive Stoch has already been distributed to the
group by MM.
Simply adding the following code allows one to use the
current length as an input for RSI periods
===========================
RSI_pds=LastValue(Currlen);
Adptv_RSI=RSI(RSI_pds);
===========================
You can use your own plot style with the plot command.
Attached is a graphic of how it loooks on the DJI. I
hope some of you will look into it and share your
experience and observations about it's effectiveness.
R S
--- micmus2002 <micmus2002@xxxxxxxxx> wrote:
>
> 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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