[amibroker] Re: John Ehlers "Modeling The Market"

["aff392" <aff392@xxxxxxxxxxx>]

Correction for August 2006 TIPs regarding John Ehlers "Modeling The 
Market" use this site:

http://www.traders.com/Documentation/FEEDbk_docs/Archive/082006/Trade
rsTips/TradersTips.html

--- In amibroker@xxxxxxxxxxxxxxx, "aff392" <aff392@xxx> wrote:
>
> 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
>