Re: CCI and Brown's

["A.J. Maas" <anthmaas@xxxxxxxxx>]

According, to the latest to the List send Easy Language info,
have also adjusted the originaly send indicator.
Note that not every EL detail is included, since that it would have
taken away the spontaniousness of this early developped version.

>From the send info and IMO, the
  "  RSI derivative index (EL) - C. Brown {the Easy Language version} "
seems to fit the picture (described by Mike Robb) a lot better than
my "original".

Therefore, for this "original" one, have added my (than better distinguishing)
name to the developper's section. (The Formula can be Copied + Pasted
directly from this mail into the Indicator Builder).

Plotting both versions (mine + the EL)  'side by side' {eg below one another}
will give some intresting different results.  
-----------------------------------
Name:
RSI derivative index - Ton Maas

Formula:
{The alternative RDI version partly based
on info on C. Brown's work. (Test v1.1).
Overlay with a SMA4 for trigger line.}
Part1:=
    2.3*{the average true range of
    ("RSI 14,6,S") up closes}
    If({"RSI 14,6,S=up"}
    Mov(RSI(14),6,S)>
    Ref(Mov(RSI(14),6,S),-1){=true},
    {then}ATR(1),
    {else}0);
Part2:=
    2.1*{the average true range of
    ("RSI 14,6,S") down closes}
    If({"RSI 14,6,S=down"}
    Mov(RSI(14),6,S)<
    Ref(Mov(RSI(14),6,S),-1){=true},
    {then}ATR(1),
    {else}0);
Part3:=
    {RSI 14 added with Part1 + Part2}
    RSI(14)+Mov(Part1,14,S)-Mov(Part2,14,S);
RSIderIDX:=
    {The 15 unit smoothed Part3}
    Mov(Part3,15,S);
RSIderIDX 

Regards,
Ton Maas
ms-irb@xxxxxxxxxxxxxxxx
Dismiss the ".nospam" bit (including the dot) when replying.
Homepage  http://home.planet.nl/~anthmaas


----- Original Message ----- 
From: "M. Robb" <robb@xxxxxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: zaterdag 18 maart 2000 4:32
Subject: Re: CCI and Brown's


> A. J. Mass:
> 
> Thank you very much. Your response gives new meaning to the phrase social
> cooperation in the division of labor.
> 
> Mike  Robb
> ----- Original Message -----
> 
> From: "A.J. Maas" <anthmaas@xxxxxxxxx>
> To: "Metastock-List" <metastock@xxxxxxxxxxxxx>
> Sent: Saturday, March 18, 2000 7:22 AM
> Subject: Re: CCI and Brown's
> 
> 
> > C. Brown's RSI derivative index
> >
> > "Brown's formula says to add 2.3 times the average true range of
> > up RSI 14,6,S closes, and then runs the triple smoothing.
> >
> > Brown puts it as follows:
> > A 15 unit triple smoothed RSI 14 added with 2.3 times the average true
> range
> > of up closes and 2.1 times the average true range of the down closes".
> > ------------------------------------------------
> > (Then) Brown's formula for MetaStock6.5 (is):
> >
> > Name:
> > RSI derivative index - C. Brown
> >
> > Formula:
> > Part1:=
> >     2.3*{the average true range of
> >     ("RSI 14,6,S") up closes}
> >     If({"RSI 14,6,S=up"}
> >     Mov(RSI(14),6,S)>
> >     Ref(Mov(RSI(14),6,S),-1){=true},
> >     {then}ATR(1),
> >     {else}0);
> > Part2:=
> >     2.1*{the average true range of
> >     ("RSI 14,6,S") down closes}
> >     If({"RSI 14,6,S=down"}
> >     Mov(RSI(14),6,S)<
> >     Ref(Mov(RSI(14),6,S),-1){=true},
> >     {then}ATR(1),
> >     {else}0);
> > Part3:=
> >     {RSI 14 added with Part1 + Part2}
> >     RSI(14)+Sum(Part1,14)+Sum(Part2,14);
> > RSIderIDX:=
> >     {The 15 unit triple smoothed Part3}
> >     Mov(Mov(Mov(Part3,15,S),15,S),15,S);
> > RSIderIDX
> >
> > Regards,
> > Ton Maas
> > ms-irb@xxxxxxxxxxxxxxxx
> > Dismiss the ".nospam" bit (including the dot) when replying.
> > Homepage  http://home.planet.nl/~anthmaas
> >
> > ----- Original Message -----
> > From: "M. Robb"
> > To: <metastock@xxxxxxxxxxxxx>
> > Sent: woensdag 15 maart 2000 8:11
> > Subject: Re: MS 7.0 EOD Upgrade Screen. New Features?
> >
> >
> > > In attempting to write an indicator to match C. Brown's RSI derivative
> > > oscillator the formula builder stops at the comma after the ATR(14) and
> > > says this variable must contain only constant data.
> > >
> > > Brown's formula says to add 2.3 times the average true range of up RSI
> > > 14,6,S closes, and then runs the triple smoothing.
> > >
> > > Mov((RSI(14)),6,S) + 2.3*ATR(If(INDICATOR >  PREVIOUS ,
> > > mov((RSI(14)),((RSI(14))),(RSI(14))),15)))
> > >
> > > For some reason I can't figure out how to express this correctly.
> > >
> > >
> > ----- Original Message -----
> > From: "M. Robb"
> > To: <metastock@xxxxxxxxxxxxx>
> > Sent: dinsdag 14 maart 2000 10:33
> > Subject: CCI and Brown's
> >
> >
> > > Does anyone recall where a metastock formula can be found for Lambert's
> > > CCI commodity chanel index.....and C. Brown's RSI derivative index.
> > >
> > > The last is a 15 unit triple smoothed RSI 14 combined with 2.3 times the
> > > average true range of up closes, and 2.1 times the average true range of
> > > the down closes.
> > >
> > > Thanks in advance. Help of any kind would be useful, and much appreciated
> > >
> > > Mike