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Tks for all your help guys. I really can't thank you enough; even this will
be an understatement.
This is my first major EasyLanguage exploit. Pathetic as it may sound, but
this is the truth; I am but only a novice in this. A novice of the
novices... Thanks for all your patience with me and my illogical questions.
When I had first read the initial solution, I thought I had it all under
control, only to realise that there are both function and indicator files to
look into. I thought I needed to change both but the idea of just changing
one was in my mind too. The problem apparently was that I didn't know which
was the right solution. I went into elaborate amendments on both files, only
to end up with lots of syntax errors.
But now I finally understand. Correct me if I am wrong in my conclusion, but
the function file is the one that contains the actual mathematical formula
for RSI while the indicator file is the one that specifies the type of data
required and plots it on the screen. As such, input for RSI comes from
Indicator file while Function file is responsible for calculating it. Thus,
amending the indicator file is all that is required because be it whether
the input is outright or spread prices, the mathematical formula for RSI is
still the same, which BTW resides in the function file.
Did I finally get it correct this time?
tks
----- Original Message -----
From: "Jeffrey Harteam" <jharteam@xxxxxxxxxxxxxx>
To: <drwar@xxxxxxxxxxxx>; "'Tanoto Sau Ian'" <sitanoto@xxxxxxxxxxxxxx>;
"'Jim Johnson'" <jejohn@xxxxxxxxxxxxxxxx>
Cc: <omega-list@xxxxxxxxxx>
Sent: Friday, February 01, 2002 23:59
Subject: RE: Applying stat. indicators to spreads
> Greetings All:
>
> Like Jerry, I have just gone through this thread seriously, I think I
> would've done the same thing as Jerry and Bill. Come to think of it, I
have
> done exactly the same thing for the HSBC technical analyst last year. By
> the way, it works for Prosuite 2000i as well. Regards
>
> Have a good one
> Jeff Harteam
> Hong Kong
>
> -----Original Message-----
> From: JerryWar [mailto:drwar@xxxxxxxxxxxx]
> Sent: Friday, February 01, 2002 11:45 PM
> To: 'Tanoto Sau Ian'; 'Jim Johnson'
> Cc: omega-list@xxxxxxxxxx
> Subject: RE: Applying stat. indicators to spreads
>
>
> I have only been half following this thread so please excuse my entry at
> this late time
> and any misconceptions I might have. But, if I wanted the RSI of a spread
I
> would:
> 1) add first spread item as data1
> 2) add second spread item as data2
> 3) Add rsi indicator.
> 4) Format RSI indicator and under inputs:Price put the following: Close of
> data1-Close of data2
>
> Am I missing something ?
>
> Thanks
> Jerry
>
> > -----Original Message-----
> > From: Tanoto Sau Ian [mailto:sitanoto@xxxxxxxxxxxxxx]
> > Sent: Friday, February 01, 2002 10:34 AM
> > To: Jim Johnson
> > Cc: omega-list@xxxxxxxxxx
> > Subject: Re: Applying stat. indicators to spreads
> >
> >
> > tks for the replies, I really appreciate that.
> >
> > As for the changes, do I applly them in the "indicator" or
> > "function" files?
> >
> > I have tried to be as "hardworking as possible", but hard as
> > I had tried, I
> > still could not get them right. Thus, I hope my esteemed
> > friends here would
> > be kind enough to point me in the right direction.
> >
> > I have included the codes for RSI's indicator and function
> > files. Would u be
> > kind enough to show me the amendments to these files so that
> > RSI can be
> > applied to spread prices? I hope I am not giving u the
> > impression that I am
> > not willing to think. I have tried very hard, but still my best is not
> > enough to get them to work. Please just show me one example
> > so that I may
> > learn from it. tks a million.
> >
> > tsi
> >
> > Function
> >
> > Inputs: Price(NumericSeries), Length(NumericSimple);
> > Variables: Counter(0), DownAmt(0), UpAmt(0), UpSum(0),
> > DownSum(0), UpAvg(0),
> > DownAvg(0);
> >
> > If CurrentBar = 1 AND Length > 0 Then Begin
> > UpSum = 0;
> > DownSum = 0;
> > For Counter = 0 To Length - 1 Begin
> > UpAmt = Price[Counter] - Price[Counter+1];
> > If UpAmt >= 0 Then
> > DownAmt = 0
> > Else Begin
> > DownAmt = -UpAmt;
> > UpAmt = 0;
> > End;
> > UpSum = UpSum + UpAmt;
> > DownSum = DownSum + DownAmt;
> > End;
> > UpAvg = UpSum / Length;
> > DownAvg = DownSum / Length;
> > End
> > Else
> > If CurrentBar > 1 AND Length > 0 Then Begin
> > UpAmt = Price[0] - Price[1];
> > If UpAmt >= 0 Then
> > DownAmt = 0
> > Else Begin
> > DownAmt = -UpAmt;
> > UpAmt = 0;
> > End;
> > UpAvg = (UpAvg[1] * (Length - 1) + UpAmt) / Length;
> > DownAvg = (DownAvg[1] * (Length - 1) + DownAmt) / Length;
> > End;
> >
> > If UpAvg + DownAvg <> 0 Then
> > RSI = 100 * UpAvg / (UpAvg + DownAvg)
> > Else
> > RSI = 0;
> >
> >
> >
> > Indicator
> >
> > Inputs: NumericStream(Close), Length(14), BuyZone(30), SellZone(70),
> > BZColor(Green), SZColor(Magenta);
> >
> > Plot1(RSI(NumericStream, Length), "RSI");
> > Plot2(BuyZone, "BuyZone");
> > Plot3(SellZone, "SellZone");
> >
> > If Plot1 > SellZone then Begin
> > Alert("The RSI is in overbought territory");
> > SetPlotColor(1, SZColor);
> > End
> > Else
> > If Plot1 < BuyZone then Begin
> > Alert("The RSI is in oversold territory");
> > SetPlotColor(1, BZColor);
> > End;
> >
> > {RSI Expert Commentary }
> > #BeginCmtry
> > Commentary(ExpertRSI(Plot1, Plot2, Plot3));
> > #End;
> >
> > ----- Original Message -----
> > From: "Jim Johnson" <jejohn@xxxxxxxxxxxxxxxx>
> > To: "Tanoto Sau Ian" <sitanoto@xxxxxxxxxxxxxx>
> > Cc: <omega-list@xxxxxxxxxx>
> > Sent: Friday, February 01, 2002 11:02
> > Subject: Re: Applying stat. indicators to spreads
> >
> >
> > > Hello Tanoto,
> > >
> > > for any indicator where Price is an input (often you;ll see
> > > Price(close) ) you would substitute Price(Close of Data1 - Close of
> > > Data2). Obviously the minus could be "divide by" depending the kind
> > > of spread you want.
> > >
> > > Thursday, January 31, 2002, 5:26:47 PM, you wrote:
> > >
> > > TSI> Hi,
> > >
> > > TSI> I am trying to apply stat. indicators like RSI,
> > momentum, etc to
> > spread =
> > > TSI> charts of spreads. However, that is not possible as I
> > can only choose
> > =
> > > TSI> either data1 or data2, which are components of the
> > spread, instead of
> > =
> > > TSI> the spread itself.
> > >
> > > TSI> Do i have to rewrite all these indicators to work with
> > spreads or are
> > =
> > > TSI> they just impossible to do so?
> > >
> > > TSI> Tks, for all the help u guys are giving here.
> > >
> > > TSI> tsi
> > >
> > >
> > >
> > > --
> > > Best regards,
> > > Jim mailto:jejohn@xxxxxxxxxxxxxxxx
> >
>
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