MetaStock™ Zone Forum & FAQ Artykuły Linki Elliott Waves EasyLanguage™ Zone

A B C D E F G H I J K L M N O P R S T U V W Y Z #

RSI Derivative Index - C. Brown
---- Original Message -----
From: "M. Robb"
To: <metastock@xxxxxxxxxxxxx>
Sent: woensdag 15 maart 2000 8:11
Subject: Re: MS 7.0 EOD Upgrade Screen. New Features?

In attempting to write an indicator to match C. Brown's RSI derivative oscillator the formula builder stops at the comma after the ATR(14) and says this variable must contain only constant data.

Brown's formula says to add 2.3 times the average true range of up RSI 14,6,S closes, and then runs the triple smoothing.

Mov((RSI(14)),6,S) + 2.3*ATR(If(INDICATOR > PREVIOUS ,
mov((RSI(14)),((RSI(14))),(RSI(14))),15)))

For some reason I can't figure out how to express this correctly.

----- Original Message -----
From: "M. Robb"
To: <metastock@xxxxxxxxxxxxx>
Sent: dinsdag 14 maart 2000 10:33
Subject: CCI and Brown's

Does anyone recall where a metastock formula can be found for Lambert's CCI commodity chanel index.....and C. Brown's RSI derivative index.

The last is a 15 unit triple smoothed RSI 14 combined with 2.3 times theaverage true range of up closes, and 2.1 times the average true range ofthe down closes.

Thanks in advance. Help of any kind would be useful, and much appreciated

Mike

Re: CCI and Brown's

· To: "Metastock-List" <metastock@xxxxxxxxxxxxx>
· Subject: Re: CCI and Brown's
· From: "A.J. Maas" <anthmaas@xxxxxxxxx>
· Date: Sat, 18 Mar 2000 00:22:03 +0100
· Organization: Ms-IRB
· References: <24FA77225FA5D111869F0000C025B6F20122E380@xxxxxxxxxxxxxxxxx>
· Reply-To: metastock@xxxxxxxxxxxxx
· Sender: owner-metastock@xxxxxxxxxxxxx

C. Brown's RSI derivative index

"Brown's formula says to add 2.3 times the average true range of up RSI 14,6,S closes, and then runs the triple smoothing.

Brown puts it as follows:
A 15 unit triple smoothed RSI 14 added with 2.3 times the average true range of up closes and 2.1 times the average true range of the down closes".

(Then) Brown's formula for MetaStock6.5 (is):


RSI Derivative Index

Part1:=
2.3*{the average true range of ("RSI 14,6,S") up closes}
If({"RSI 14,6,S=up"}
Mov(RSI(14),6,S)>
Ref(Mov(RSI(14),6,S),-1){=true},
{then}ATR(1),
{else}0);

Part2:=
2.1*{the average true range of ("RSI 14,6,S") down closes}
If({"RSI 14,6,S=down"}
Mov(RSI(14),6,S)<
Ref(Mov(RSI(14),6,S),-1){=true},
{then}ATR(1),
{else}0);

Part3:=
{RSI 14 added with Part1 + Part2}
RSI(14)+Sum(Part1,14)+Sum(Part2,14);

RSIderIDX:=
{The 15 unit triple smoothed Part3}
Mov(Mov(Mov(Part3,15,S),15,S),15,S);
RSIderIDX

 

CCI

CCI[i] = (M - A)/(X * D) {return=percent, multiply by 100(for +100, -100scale)}

In MetaStock

((MP()-Mov(MP(),14,S)) / (1.5*Stdev(Abs(MP()),14)))*100

See further below.

See also the "totaly" different calculation method http://www.equis.com/free/taaz/cci.html

Regards,
Ton Maas
ms-irb@xxxxxxxxxxxxxxxx
Dismiss the ".nospam" bit (including the dot) when replying.
Homepage http://home.planet.nl/~anthmaas

[17853]

Source / From: TOP
http://purebytes.com/archives/metastock/

Equis and MetaStock® and MetaStock Professional® are registered trademarks of Equis International. Achelis Binary Wave®, The DownLoader®,
Expert Advisor®, OptionScope®, Quotecenter® and Smart Charts® are trademarks of Equis International, a Thomson Reuters company.

TradeStation® Pro, TradeStation® 2000i, OptionStation®, SuperCharts®, PowerEditor® and EasyLanguage®
are registered trademarks of TradeStation Technologies, Inc. Other names and marks referred to are the property of their respective owners.

All information provided on this website is for educational purposes only. Trading involves risk, including possible loss of principal and other losses.

Ten i inne materiały na tej stronie zostały zamieszczone zostały jedynie w celach edukacyjnych, nie ponoszę żadnej odpowiedzialno¶ci za ich stosowanie.

Gra na giełdzie i rynkach walutowych (FOREX) niesie ze sob± ryzyko poważnych strat finansowych!