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