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bit hard to say where it is wrong unless we have access to the
description of the indicator
Maybe MS8 is wrong
On 7/12/05, abcccccccccc123 <annehunt2@xxxxxxx> wrote:
> Help with RVI coding.
> I have coded 2 versions of the RVI, one version gives correct
> signals only on day data and not on weekly data.
> I am trying to backtest a system using the RVI.
> I would like the RVI to display the same values as in Metastock 8.0.
> My code is obiously incorrect,but where?
>
> _SECTION_BEGIN("AH RVI as Metastock 8.0");
> {
>
> tp = Optimize("RVI Periods ", 14, 2, 100, 5 );
> sdh = Optimize("STD Deviation Periods ", 10, 2,100, 5 );
> rv=Param("RVI Periods :",14,-50,200,1);
> rvs=Param("STD Deviation Periods :",10,-50,200,1);
> Color=ParamColor("color", colorBlue );
> style=ParamStyle("style" );
>
>
> tp= rv;
> sdh=StDev(H,rvs);
> changeh= ROC(H,1);
> Zh=Wilders(IIf(changeh>0,sdh,0),tp);
> Yh=Wilders(IIf(changeh<0,sdh,0),tp);
> RSh=Zh/Yh;
> rvih=100-(100/(1+RSh));
> sdl=StDev(L,rvs);
> changel= ROC(L,1);
> Zl=Wilders(IIf(changel>0,sdl,0),tp);
> Yl=Wilders(IIf(changel<0,sdl,0),tp);
> RSl=Zl/Yl;
> rvil=100-(100/(1+RSl));
> rviall=(rvih+rvil)/2;
> SetChartOptions(0,0,chartGrid0|chartGrid100);
>
> Plot (rviall,_DEFAULT_NAME(),Color,style);
>
> }
> _SECTION_END();
>
> ---------------------------------------------------------------------
> -------------
> ---------------------------------------------------------------------
> -------------------------
> ---------------------------------------------------------------------
> -----
> _SECTION_BEGIN("AH New RVI as Metastock 8.0");
> {
> Color=ParamColor("color", colorBlue );
> style=ParamStyle("style" );
> rv=Param("RVI Periods :",14,-50,200,1);
> rvs=Param("STD Deviation Periods :",10,-50,200,1);
> IIf (H<H-1,xh=StDev(H,10),0);
> IIf (H>H-1,x=StDev(H,10),0);
> IIf (L<L-1,yl=StDev(L,10),0);
> IIf (L>L-1,y=StDev(L,10),0);
> zz=MA(xh,14);
> z=MA(x,14);
> aa=MA(yl,14);
> a=MA(y,14);
>
> upavup=((z*(14-1))+z)/14;
> dnavup=((zz*(14-1))+zz)/14;
> upavdow=((aa*(14-1))+aa)/14;
> dnavdow=((a*(14-1))+a)/14;
> RVIUP=(upavup+dnavup)/2;
> RVIdown=(upavdow+dnavdow)/2;
> rviorig=100*(rviup/(rviup+rvidown));
> rvinew=(rviup+rvidown)/2;
> Plot (rviorig,_DEFAULT_NAME(),Color,style);
> }
> _SECTION_END();
>
> Regards Anne
>
>
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
>
--
Cheers
Graham
http://e-wire.net.au/~eb_kavan/
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