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A couple of years ago we coded the RSI in C++ and as a test got
exactly the same answer as MS, so I think you should make sure the
data is exactly the same and then revisit the formula. If you are
still struggling with this, I can dig up the source and see if there
are any funny tricks in it.
Regards
MG Ferreira
TsaTsa EOD Programmer and trading model builder
http://www.ferra4models.com
http://fun.ferra4models.com
--- In equismetastock@xxxxxxxxxxxxxxx, "Tom Sprunger"
<tlsprunger@xxxx> wrote:
> You should be able to get Excel to come very close to Metastock
providing:
> 1.you must use Wilder's smoothing in Excel,
> 2.you must use the same data for Excel and Metastock. (Open the
Downloader
> and copy the data out of there to Excel to be sure).
> 3. you compare data at same places in the price series. I.e you
compare at
> the 20th bar loaded, or 100th bar loaded or 500th bar or whatever.
>
> I say "come very close" because with Excel you have something like
32 bits
> of precision on the calculation whereas Metastock does not have that
many.
> Also,from memory ( and it could be faulty), sometimes MS rounds off or
> truncates. For example, maybe it rounds RS to a whole number prior
to doing
> the actual RSI calculation. If it does that you will be off a
little bit
> also.
>
> If you want to find out where you are off, program a custom
indicator in MS.
> Build the RSI as an indicator in pieces, one at a time, and compare the
> pieces to your Excel columns. For example take Preston's formula
and see
> what Metastock gives you for the Z values, the Y values, RS, and then
> finally RSI. Those intermediate steps should compare closely with your
> Excel spreadsheet.
>
> If you get with in 0.1 or 0.2 you should consider yourself matched.
>
>
> ----- Original Message -----
> From: "Mormax" <mormax_trader@xxxx>
> To: <equismetastock@xxxxxxxxxxxxxxx>
> Sent: Thursday, April 28, 2005 11:29 AM
> Subject: [EquisMetaStock Group] RSI does anyone have tried manualy ?
>
>
> > I've tried manualy and the results wasn't the same !
> >
> > am i doing something wrong ?
> >
> > I've used the same method that MS uses to calculate de RSI (at
least the
> > method tha's in help).
> > The results was reasonable, but not identical.
> > (the results are attached)
> >
> >
> >
> > What moving average MS uses to calculate RSI ? 'cause i've tried
EMA too.
> >
> >
> > If anyone can help me, i'll be grateful
> >
> >
> >
> > Thanks,
> >
> > MORMAX.
> >
> >
> >
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
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