function VarPeriodRSI( array, periods )
{
Chg = array - Ref( array, -1 );
pc = Max( Chg, 0 );
nc = Max( -Chg, 0 );
pa = AMA( pc, 1/periods );
na = AMA( nc, 1/periods );
return 100 * pa / ( pa + na );
}
----- Original Message -----
Sent: Wednesday, March
29, 2006 11:06 PM
Subject: RE: [amibroker]
Re: Adaptive indicators / variable periods
RSIa() is not
what I’m after though…that’s for if you want to do the RSI
calculation on an array different to close. I’m after a function that
accepts an array for the *periods*.
Oh well, I
needed an excuse to learn C++ anyway…
From:
amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of Steve Dugas
Sent: 29 March 2006 21:49
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re:
Adaptive indicators / variable periods
They are built-in Dick - just
call RSIA() instaed of RSI(). If you look at
RSI() function in the help file, you will see the
2 versions listed.
Steve
----- Original Message -----
From: "areehoi"
<rhoierman@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, March 29, 2006 3:39 PM
Subject: [amibroker] Re: Adaptive indicators /
variable periods
> Steve,
> I'm interested in looking at the adaptive
versions of RSIA() and
> CCIA() but can't find them in library or
files section. Could you be
> so kind as to direct me to where they may be
found. Thanks
>
> Dick H.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Steve
Dugas" <sjdugas@xxx> wrote:
>>
>> Hi,
>>
>> A couple of the standard indicators have
adaptive versions - RSIA()
> and CCIA() come to mind. I think you may have
to write the others for
> yourself.
>>
>> Steve
>> ----- Original Message -----
>> From: Andy
>> To: amibroker@xxxxxxxxxxxxxxx
>> Sent: Wednesday, March 29,
2006 1:27 PM
>> Subject: [amibroker] Adaptive
indicators / variable periods
>>
>>
>> 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
>>
>>
>>
>> Please note that this group
is for discussion between users only.
>>
>> To get support from AmiBroker
please send an e-mail directly to
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>>
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please check also:
>> http://www.amibroker.com/support.html
>>
>>
>>
>>
>>
>>
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