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Traders TIPs S&C August issue (www.trades.com tips section)
http://traders.com/Documentation/FEEDbk_docs/TradersTips/TradersTips.
html provides AmiBroker's version of John Ehlers "Modeling The
Market". Tomaszs' version is outstanding and concise as usual.
But in the article the TradeStation version also applies
the StochasticRSI transformation of Ehlers' model and/or
Ehlers' cyclic component.
>From some searches in AmiBroker files I found StochasticRSI as:
period=Param("Periods",14,5,50,1);
StochasticRSI=( ( RSI( period) - LLV( RSI(period) ,period) ) / ( (
HHV( RSI(period) ,period) ) - LLV(RSI(period),period) ) );
Plot(EMA(StochasticRSI ,5),EncodeColor(colorBlue)
+"StoRsi",colorBlue,1);
Assuming this is the same as the StochasticRSI in the article how
would one apply the StochasticRSI to the Model component or the
Cycle component to reproduce the graph in Figure 7 of the Article as
the TradeStaion version does?
Thanks for any help.
Art F
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