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Re: Different RSI in MetaStock ?



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I don't know what Wilder's Smoothing is but a close approximation is:

mov(C,(2N)-1,E)

Where N is the number of periods used in Wilder's Smoothing.
-Corey.


----- Original Message ----- 
From: "onno goedknegt" <o.goedknegt@xxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Saturday, December 22, 2001 10:01 AM
Subject: Re: Different RSI in MetaStock ?


> You're right, Corey. I overlooked Roy Larsen's mail. Thanks.
> 
> Do you know how to put this calculation in Excel?
> I cannot find the way Wilders smoothing is calculated?
> 
> Thanks, have a good weekend.
> Onno
> 
> 
> Return-Path: <majordom@xxxxxxxxxxxxxxxxxx>
> X-Authentication-Warning: listserv.equis.com: majordom set sender to 
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> From: "Corey Saxe" <csaxe@xxxxxxx>
> To: <metastock@xxxxxxxxxxxxx>
> References: <1915b14942.149421915b@xxxxxxxxx>
> Subject: Re: Different RSI in MetaStock ?
> Date: Thu, 20 Dec 2001 14:55:40 -0800
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> 
> I believe that Roy was all over this one a few days ago when he wrote:
> 
> A:=Input("RSI periods",2,50,14);
> B:=C; {RSI target array}
> U:=Wilders(If(B>Ref(B,-1),B-Ref(B,-1),0),A);
> D:=Wilders(If(B<Ref(B,-1),Ref(B,-1)-B,0),A);
> 100-(100/(1+(U/D)));
> 
> I don't know about you, but it is an exact match with the hard-wired RSI
> from MS on my machine.
> 
> -Corey.
>