I’ve looked but can’t find
anything to help me…hope someone here can shed some light.
As far as I can see, with the exception of
AMA, the “standard” indicator functions, such as RSI, will not
accept variable periods…i.e. they can’t readily be made adaptive by
using an array as an input. I want to use a modified version of Ehler’s
Dominant Cycle Period (which I already have) as the period input to RSI and
stochastic momentum (the bit I’m stuck on).
Before I go off and try and build these up
from ground level I was wondering if anyone has any advice or could turn me
round and point me in the right direction.
Andy