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Exponential Moving Average - RSI Volatility-Adjusted by Jose Silva
Exponential Moving Average - RSI Volatility-Adjusted, dynamic-period EMA with multiple output choice.


Exponential Moving Average - RSI Volatility-Adjusted

{RSI-volatility adjusted, dynamic-period EMA v2}
{ Tightens EMA on RSI over-bought/sold levels,
increases EMA periods on low RSI volatility }
{ (c) Copyright 2003-2004 Jose Silva }
{ http://www.metastocktools.com }

pds:=Input("EMA periods",1,2520,21);
pdsRs:=Input("RSI periods",2,252,21);
x:=Input("use Open=1 High=2 Low=3 Close=4 Volume=5 P=6",1,6,4);
shift:=
1+Input("vertical shift %",-100,100,0)/100;
plot:=Input("EMA=1, dyn EMA pds=2, RSI volatility=3, signals=4",1,4,1);

x:=If(x=1,O,If(x=2,H,If(x=3,L,If(x=5,V,If(x=6,P,C)))));
RSvoltl:=Abs(RSI({x,}pdsRs)-50)+1;
multi:=(5+100/pdsRs)
/(.06+.92*RSvoltl+.02*Power(RSvoltl,2));
pds:=pds*multi;
pds:=If(pds>Cum(IsDefined(x))-pdsRS,
Cum(IsDefined(x))-pdsRS,pds);
pds:=If(pds<1,1,pds);
RsVEma:=x*2/(pds+1)+PREV*(1-2/(pds+1));
signals:=Cross(x,RsVEma)-Cross(RsVEma,x);

If(plot=2,pds,If(plot=3,(RSvoltl-1)*2,
If(plot=4,signals,RsVEma*shift)))

 

Source / From: TOP
http://www.metastocktools.com

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