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Your findings works very well - thanks!
Carl
--- In amibroker@xxxxxxxxxxxxxxx, "ricko8294_98" <ricko@xxx> wrote:
>
>
>
> Here is some code I found somewhere and saved.
>
> /*
> As an example, to calculate tomorrow's close to give an RSI(14) of 25%:
> nextClose = NextRSI(BarCount- 1, 14, -1, 25);
> or to calculate tomorrow's RSI for a close of $1.20:
> nrsi = NextRSI(BarCount- 1, 14, 1.20, -1);
> */
>
>
> function NextRSI( bar, period, nextClose, nrsi )
> {
> if ( bar >= period + 1 )
> {
> clb = Close[bar];
>
> if ( clb == Close[bar-1] )
> Close[bar] = Close[bar] + 0.0001; // To avoid "0/0" term
>
> rsiArr = RSI( period );
>
> rval = 0;
>
> rs = 100 / ( 100 - rsiArr[bar] ) - 1;
>
> rsp = 100 / ( 100 - rsiArr[bar-1] ) - 1;
>
> cgn = Close[bar] - Close[bar-1] ;
>
> cls = -cgn;
>
> if ( cgn < 0 )
> cgn = 0;
>
> if ( cls < 0 )
> cls = 0;
>
> alp = 0;
>
> if ( rsp - rs )
> alp = ( cls * rs - cgn ) / ( ( period - 1 ) * ( rsp - rs ) );
>
> agp = rsp * alp;
>
> als = ( alp * ( period - 1 ) + cls ) / period;
>
> agn = ( agp * ( period - 1 ) + cgn ) / period;
>
> if ( nextClose >= 0 )
> {
> cgn = nextClose - Close[bar];
> cls = -cgn;
>
> if ( cgn < 0 )
> cgn = 0;
>
> if ( cls < 0 )
> cls = 0;
>
> rsx = ( agn * ( period - 1 ) + cgn ) / ( als * ( period - 1 ) + cls );
>
> rval = 100 - ( 100 / ( 1 + rsx ) );
> }
> else
> {
> rsn = 100 / ( 100 - nrsi ) - 1;
>
> if ( nrsi < rsiArr[bar] )
> rval = Close[bar] - ( agn * ( period - 1 ) ) / rsn + als *
> ( period - 1 );
> else
> rval = Close[bar] + als * ( period - 1 ) * rsn - agn *
> ( period - 1 );
> }
>
> Close[bar] = clb; // Restore close array
> }
>
> return rval;
> }
>
> nextClose = NextRSI(BarCount- 1, 14, -1, 65);
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Steve Dugas" <sjdugas@> wrote:
> >
> > That sounds like a job for Fred's "Price Predictor" code ( thanks Fred! ). I
> > have attached it below, you will probably just need to plug your own values
> > into the Calc and Goal statements.
> >
> > Steve
> > _________________________________
> >
> > 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 = Close;
> >
> > 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;
> > }
> > }
> >
> > 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;
> > }
> > }
> >
> > 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);
> >
> >
> > ----- Original Message -----
> > From: "droskill" <droskill@>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Tuesday, June 10, 2008 1:22 PM
> > Subject: [amibroker] RSI - calculating an exit
> >
> >
> > > Let's say that I've got a defined RSI level for an exit - and I'd like
> > > to calculate a target based on that so I can have a stop order in the
> > > market at a specific target. Is there anyway for me to calculate what
> > > the price would be on a given RSI level?
> > >
> > > Thanks!
> > >
> > >
> > > ------------------------------------
> > >
> > > 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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