Hi Guys,
I have used the code below to get the weekly plots of ift
rsi and it
looks ok.
There is a poblem though, when you look at the
stepped values, each
value is the
same for the five days (as it is
weekly) but the fist day is a Fiday
not a Monday.
Is there anything
that I have to set somewhere to have this as the
monday. I
checked
this back to 2004 at it appears that the week starts on
Friday.
Regards
Steve
_SECTION_BEGIN("IFT -
RSI");
#include "C:\Program
Files\AmiBroker\Formulas\Include\InverseFisherTransform.afl"
wc
= TimeFrameCompress( ift_rsi(5), inWeekly );
/* now the time frame is
still unchanged (say daily) and our MA will
operate on daily data
*/
daily_ift_rsi = ift_rsi( 5 );
/* but if we call MA on compressed
array, it will give MA from other
time frame */
weekly_ift_rsi = wc; //
note that argument is time-compressed array
//Plot( dailyma, "DailyMA",
colorRed );
weekly_ift = TimeFrameExpand( weekly_ift_rsi, inWeekly );
// expand
for display
Plot( weekly_ift, "WeeklyIFTRSI", colorBlue
);
_SECTION_END();