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You have to use Wilders Smoothing in order to get the same results as in AB
which correspond to the calculation method used by Welles Wilder.
> Good evening,
> I'm using Amibroker to write a system and also the C++ language. The
> problem is my RSI value doesn't match up to AmiBrokers. Here is my data for
> a RSI of 8 periods using GBP/USD; the values;
> 1.9796
> 1.9810
> 1.9796
> 1.9736
> 1.9663
> 1.9629
> 1.9531
> 1.9545
> 1.9566
> differences;
> +14
> -14
> -60
> -73
> -34
> -98
> +14
> +21
> plus_average = .0049 / 8 = 0.0006125
> minus_average = .0279 / 8 = .0034875
> (plus_average / minus_average) + 1 = 1.1756272401
> 100 / 1.1756272401 = 85.0609
> 100 - 85.0609 = 14.9391 - my result
> Amibroker shows 17.9051 - AmiBrokers
> This is the RSIa indicator using the first RSI value and no smoothed RS
> since it's the first value for both my system and AmiBrokers. Driving me
> nuts. Chris
>
>
>
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