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Graham,
That plot exactly matches what I get when I manually calculate RSI,
but doesn't exactly match what AB gives. It fairly quickly converges
to be the same as AB, but is different at the start for some reason.
Regards,
GP
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxx> wrote:
>
> I believe this is same as AB in AFL (plots match), although my
encyclopaedia
> uses EMA not Wilders
>
> PerRSI = 14;
> MUp=IIf(C>Ref(C,-1),C-Ref(C,-1),0);
> MDn=IIf(C<Ref(C,-1),abs(C-Ref(C,-1)),0);
> Rup = Wilders(Mup,PerRSI);
> Rdn = Wilders(Mdn,PerRSI);
> gkRSI = 100*(Rup / (Rdn+Rup) ) ;
>
>
>
> --
> Cheers
> Graham
> AB-Write >< Professional AFL Writing Service
> Yes, I write AFL code to your requirements
> http://www.aflwriting.com
>
>
> On 27/07/07, Chris J <systemofthewave@xxx> wrote:
> >
> > 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
> >
> > ------------------------------
> > Shape Yahoo! in your own image. Join our Network Research Panel
today!<http://us.rd.yahoo.com/evt=48517/*http://surveylink.yahoo.com/gmrs/yahoo_panel_invite.asp?a=7>
> >
> >
>
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