- Katılım
- 23 Eki 2020
- Mesajlar
- 1,797
David Sepiashvili's article, "The Self-Adjusting RSI," describes two methods of adjusting the width of the overbought and oversold bands for the RSI. Both of these methods have been incorporated into a single MetaStock indicator. This formula will prompt for the length of the RSI; the constants used to calculate the bands; and the method to calculate the bands. To enter this indicator into MetaStock: 1. In the Tools menu, select Indicator Builder. 2. Click New to open the Indicator Editor for a new indicator. 3. Type the name of the formula. 4. Click in the larger window and type in the following formula: |
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Self-Adjusting RSI x:=Input("number of periods for RSI",1,2000,14); k1:=Input("standard deviation constant",0.1,5,1.8); c1:=Input("SMA constant",0.1,5,2); m1:=Input("method <1=SD/2=SMA>",1,2,1); top:=If(m1=1, 50+(k1*Stdev(RSI(x),x)), 50+(c1*Mov(Abs(RSI(x)-Mov(RSI(x),x,S)),x,S))); bottom:=If(m1=1, 50-(k1*Stdev(RSI(x),x)), 50-(c1*Mov(Abs(RSI(x)-Mov(RSI(x),x,S)),x,S))); RSI(x); top; bottom |
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