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hello !
can someone tell me where can I get the formula which
are able to plot the weekly RSI or weekly Stochastic
on the daily charts ?
thanks !
--- Roy Larsen <rlarsen@xxxxxxxxxxxxxx> wrote:
> jaguar
>
>
> > What I am tring to do is to add a number of
> different timeframes of
> > the Stochastic to one chart. If I have a 14,3 on
> a 10 minute chart
> > and want to show this indicator from a 20 minute
> chart on the 10
> > minute chart do I double the 14,3?
>
> This "Frame Stochastic Osc SMA" is based on my
> weekly Stoch Osc for daily charts and will do what
> you say you want much more accurately than merely
> changing the numbers. Changing the numbers just
> changes the oscillator values for the existing
> timeframe. It has little relationship to the
> oscillator values for a longer (or shorter)
> timeframe.
>
> Getting the oscillator to work as intended requires
> one primary variable 'M' to be defined by you.
> This is the first bar of the required timeframe -
> for use on daily charts as a weekly oscillator
> this would be Monday, or the first trading day of
> the week.
>
> It's also necessary (if you want to use other than
> the "test" mode) to define the last bar of the
> frame, 'F' variable, if and when it is present. For
> daily/weekly usage this would be the Friday bar.
> This enables the indicator to update as this bar is
> formed. In test mode each frame will be updated
> when the first bar of the next frame is created.
>
> The 'G' variable is there to signal when the chart
> periodicy is already set to the longer time frame
> and therefore there is no need to group bars into
> separate frames to form a new data array (the
> indicator is to operate in the same timeframe as the
> chart).
>
> I have only made a crude attempt to set 'M', and no
> attempt at all to set 'F' and 'G' to your
> requirements. 'G' is presently set to differentiate
> between intraday and daily charts.
>
> This indicator has an SMA signal line. A slightly
> different version is required for an EMA signal
> line.
>
> Roy
>
> {Frame Stochastic Osc SMA}
> {Copyright© 2003-2004 Roy Larsen}
> {rlarsen@xxxxxxxxxxxxxx}
> {for use on intraday charts}
> K:=Input("%K Periods",1,99,5);
> N:=Input("%K Slowing Periods" ,1,99,3);
> R:=Input("%D SMA Periods",1,99,3);
> Q:=Input("Display Mode, 0=Static 1=Dynamic
> 2=Test",0,2,2);
> {0=Display, update at last bar of frame}
> {1=Display, update on each new bar}
> {2=Backtest, update on first bar of new frame}
> M:=Frac(Minute()/20)=0; {first bar of frame ?}
> F:=0; {last bar of frame ?}
> G:=LastValue(Highest(Sum(DayOfWeek()<>
> ValueWhen(2,1,DayOfWeek()),5))=5);
> F:=F OR G;
> A:=LastValue(Cum(1)-1)=Cum(1);
> B:=LastValue(Cum(1))=Cum(1);
> J:=If(F,1,If(Alert(F,2)=0 AND M,2,0));
> J:=If(A+LastValue(J)>2 OR B+Q=2,1,(B=0)*J);
> J:=If(G,1,If(Q=2 OR Cum(J)<=1,M*2,J));
> M:=G OR M;
> Hw:=HighestSince(1,M,H);
> Hw:=ValueWhen(1,J,If(J=1,Hw,ValueWhen(2,1,Hw)));
> Lw:=LowestSince(1,M,L);
> Lw:=ValueWhen(1,J,If(J=1,Lw,ValueWhen(2,1,Lw)));
> Cw:=ValueWhen(1,J,If(J=1,C,ValueWhen(2,1,C)));
> Hw:=ValueWhen(1,Lw>0,Hw);
> Lw:=ValueWhen(1,Lw>0,Lw);
> Cw:=ValueWhen(1,Lw>0,Cw);
> G:=Cum((Cw-LowestSince(K,J,Lw))*(J>0));
> G:=G-ValueWhen(N+1,J,G);
> I:=Cum((HighestSince(K,J,Hw)-
> LowestSince(K,J,Lw))*(J>0));
> I:=I-ValueWhen(N+1,J,I);
> I:=ValueWhen(1,Cum(I>0)>0,I);
> X:=100*G/I;
> Y:=Cum((J>0)*X);
> Y:=(Y-ValueWhen(R+1,J,Y))/R;
> X; {%K}
> Y; {%D}
>
>
>
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