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

["aff392" <aff392@xxxxxxxxxxx>]

Thanks Terry,
I think I need to use RSIa instead of RSI in the StochasticRSI 
formular and use Ehlers' cyclic component "SmoothHP" as the array 
portion, ie RSIa(SmoothHP,period).
This may get me closer to the TradeStation StocRSI graph I'm
trying to generate.

Art F



--- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@xxx> wrote:
>
> A stochastic simply ranks the relative position of today's value
> compared to the value over the previous specified period.
> 
> StochasticRSI (SRSI) specifically compares the current value of 
the RSI
> to it's range over the past x days (typically 14 or 21, but pick 
your
> #).
> 
> So, the formula is the same, just use the value of whatever 
indicator
> you want a stochastic of instead of the RSI.
> 
> Cv = current value
> H = highest value of x bar period
> L = lowest value of x bar period
> 
> Stochastic = (Cv - L) / (H - L)
> --
> Terry
> 
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] 
On
> Behalf Of aff392
> Sent: Friday, August 25, 2006 15:22
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: John Ehlers "Modeling The Market"
> 
> 
> Correction for August 2006 TIPs regarding John Ehlers "Modeling 
The 
> Market" use this site:
> 
> 
http://www.traders.com/Documentation/FEEDbk_docs/Archive/082006/Trade
rsT
> ips/TradersTips.html 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "aff392" <aff392@> 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
> >
> 
> 
> 
> 
> 
> 
> 
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