|
PureBytes Links
Trading Reference Links
|
One further note on TC2000's RSI dialog for RSI. They have an additional
setting called Avg period. This setting is a moving average of the RSI.
It is this Avg setting to which the simple and exponential settings
apply. We would use mov of the tanslated RSI. This is useful as small
numbers remove a lot of the whipsawing that otherwise happens. Of course
the signals are also delayed somewhat.
Ron
billhebert wrote:
>Ron,
>
>I also agree with your RSI version to match TC2000. Becauce TC2000
>did not have the Wilder smoothing function in their program. They used
>a SMA instead which is how you have it programmed below.
>
>BH
>
>----- Original Message -----
>From: "Ron" <ronber@xxxxxxxxxxxxx>
>To: <metastock@xxxxxxxxxxxxx>
>Sent: Saturday, May 18, 2002 12:51 PM
>Subject: TC2000's RSI formula
>
>
>>I believe the following formula echoes the results of TC2000's RSI .
>>
>>A:=Input("Period",2,40,21);
>>B:=C;
>>Up:=If(B>Ref(B,-1),B-Ref(B,-1),0);
>>Dn:=If(B<=Ref(B,-1) ,Ref(B,-1)-B,0);
>>Upavg:=Mov(Up,A,S);
>>Dnavg:=Mov(Dn,A,S);
>>100-(100/(1+(Upavg/Dnavg)));
>>50;
>>
>>Ron
>>
>>
>
>
>
|