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RE: [amibroker] Re: reverse RSI calculation



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Looks like some of the stuff is "muted"..

http://finance.groups.yahoo.com/group/amibroker/message/112064

d 

> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx 
> [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of directaim
> Sent: Thursday, November 01, 2007 6:44 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: reverse RSI calculation
> 
> flowridej
> 
> Below was posted previously by Fred Tonetti.
> 
> ---------------------------------------------------------------
> 
> From: Fred <ftonetti-p32f3XyCuykqcZcGjlUOXw@xxxxxxxxxxxxxxxx>
> 
> Subject: Generalized Price Required to Meet am Indicator Goal
> 
> I had posted this along time ago ... 
> 
> You supply:
> 
> - The array in the first statement ( Assumedly Price )
> - The Indicator in the Calc = statement
> - The Goal in the Goal = statement
> 
> ... It will return in Explore the value needed in the array in the 
> next bar to have the indicator meet the goal in the next bar.
> 
> This is set up for use with a typical MACD but can be easily modified 
> for use with any indicator you can design.
> 
> P0   = C;
> 
> Acc  = 0.00001;
> 
> LVBI = LastValue(BarIndex());
> Mult = 1;
> 
> for (i = 0; i < 10; i++)
> { 
>     If (P0[LVBI] >= 1) 
>         i = 99; 
>     else 
>     {
>         P0 = P0 * 10;		
>         Mult = Mult * 10;
>     }	
> > [quoted text muted]
> } 
> 
> P1   = Ref(P0, 1);
> UpDn = 100 * P1[LVBI];
> 
> for (i = 0; i < 200; i++)
> {
>     Calc = EMA(P1,12)-EMA(P1,26);
>     Goal = EMA(EMA(P1,12)-EMA(P1,26),9);
> 
>     if (Calc[LVBI] < Goal[LVBI])
>         P1[LVBI] = P1[LVBI] + UpDn;
>     else
>         P1[LVBI] = P1[LVBI] - UpDn;
>     UpDn = UpDn / 2;
>     if (UpDn <= Acc)
>     {
>         j = i;
>         i = 99999;
>     }
> > [quoted text muted]
> }
> 
> Accuracy = 100 * (abs(Goal[LVBI] - Calc[LVBI]) / Goal[LVBI]);
> 
> Filter = BarIndex() == LVBI;
> 
> AddColumn(Mult,	                 "Multiplier",    1.0);
> AddColumn(Calc[LVBI - 1] / Mult, "Curr Ind Val",  1.9);
> AddColumn(Goal / Mult,           "Goal Ind Val",  1.9);
> AddColumn(Calc / Mult,           "Calc Ind Val",  1.9);
> AddColumn(j,                     "Iterations",    1.0);
> AddColumn(Accuracy,              "Accuray (%)",   1.9);
> AddColumn(Ref(P1, -1) / Mult,    "Current Array", 1.9);
> AddColumn(P1 / Mult,             "Needed Array",  1.9);
> 
> 
> 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "flowridej" <flowridej@xxx> wrote:
> >
> > Does anyone know how to calculate a closing price based on an RSI 
> > value?  I am trying to figure out what the closing price has to be 
> > tomorrow for the RSI value to be above 70.  I have tried working 
> with 
> > the formula but can't figure out how to modify it to accept the 
> hard 
> > coded RSI of 70 and give me tomorrows closing price.
> > 
> > Below is a verion of RSI from Tomasz in thread:
> > http://finance.groups.yahoo.com/group/amibroker/messages/113398?
> > threaded=1&m=e&var=1&tidx=1
> > 
> > Can anybody help me figure out how to modify this to give me the 
> > close price (that would result in an RSI value over 70)?
> > 
> > thanks,
> > Jason
> > 
> > 
> > > function BuiltInRSIEquivalent( period )
> > > {
> > >  P = N = 0;
> > >
> > >  result = Null;
> > >
> > >  for( i = 1; i < BarCount; i++ )
> > >  {
> > >    diff = C[ i ] - C[ i - 1 ];
> > >    W = S = 0;
> > >    if( diff > 0 ) W = diff;
> > >    if( diff < 0 ) S = -diff;
> > >
> > >    P = ( ( period -1 ) * P + W ) / period;
> > >    N = ( ( period -1 ) * N + S ) / period;
> > >
> > >    if( i >= period )
> > >       result[ i ] = 100 * P / ( P + N );
> > >  }
> > >  return result;
> > > }
> >
> 
> 
> 
> 
> Please note that this group is for discussion between users only.
> 
> To get support from AmiBroker please send an e-mail directly to 
> SUPPORT {at} amibroker.com
> 
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
> 
> For other support material please check also:
> http://www.amibroker.com/support.html
>  
> Yahoo! Groups Links
> 
> 
> 
> 



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