- Katılım
- 23 Eki 2020
- Mesajlar
- 1,828
List, Last December, I presented my StoRSI indicator to the Fort Collins Market Technicians Association (a group that gets together to drink beer and eat Mexican food...at an Irish Pub). At the time, I had been trading the system for approximately a year. It has continued to trade profitably during the past six months "slide to hell". For those who might of missed previous post, the guts of the system are attached. Sorry, but I can only provide MetaStock code. All trades are initiated on the opening, the day following the signal. |
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StoRSI Indicator I Mov((RSI(8)-LLV(RSI(8),8)) / (HHV(RSI(8),8)- (LLV(RSI(8),8))),3,E) * 100 ;17 ;83 |
Here is the formula for Metastock for the StoRSI. I have made it so we can change timeperiods of RSI and MA´s and also so that we can change the type of MA´s. Lars. |
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StoRSI Indicator II RSIPeriod:= Input("Enter periods for RSI",2,300,8); HLPeriod:= Input("Enter periods for HHV and LLV",2,300,8); MAPeriod:= Input("Enter periods for Moving Average",2,300,3); mat:= Input(" MA Typ,S,E,W,T",1,4,2);{1=S,2=E,3=W,4=T} If(mat=1,(Mov((RSI(RSIPeriod)-LLV(RSI(RSIPeriod),HLPeriod))/ (HHV(RSI(RSIPeriod),HLPeriod)-LLV(RSI(RSIPeriod),HLPeriod)),MAPeriod,S)*100), If(mat=2,(Mov((RSI(RSIPeriod)-LLV(RSI(RSIPeriod),HLPeriod))/ (HHV(RSI(RSIPeriod),HLPeriod)-LLV(RSI(RSIPeriod),HLPeriod)),MAPeriod,E)*100), If(mat=3,(Mov((RSI(RSIPeriod)-LLV(RSI(RSIPeriod),HLPeriod))/ (HHV(RSI(RSIPeriod),HLPeriod)-LLV(RSI(RSIPeriod),HLPeriod)),MAPeriod,W)*100), If(mat=4,(Mov((RSI(RSIPeriod)-LLV(RSI(RSIPeriod),HLPeriod))/ (HHV(RSI(RSIPeriod),HLPeriod)-LLV(RSI(RSIPeriod),HLPeriod)),MAPeriod,T)*100),0)))) |
Source / From: | |
Metastock[at]Metastock[dot]com |
