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Despite my little knowledge in programming (C++ ), I won't bother you
digging up sources.
Our friend Harish, get very, very close, and that was enough for me.
Thank you so much Ferreira.
Best regards,
Mormax
----- Original Message -----
From: "MG Ferreira" <quant@xxxxxxxxxxxxxxxx>
To: <equismetastock@xxxxxxxxxxxxxxx>
Sent: Tuesday, May 03, 2005 6:45 AM
Subject: Re: [EquisMetaStock Group] RSI does anyone have tried manualy ?
>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
>> >
>> >
>> >
>> >
>> >
>
>
>
>
>
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
>
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