analytic rsi formula.afl

一个更精度的平滑涵数, 可用于股票交易系统.用于Amibroker 平台

//------------------------------------------------------------------------------
//
//  Formula Name:    Analytic RSI formula
//  Author/Uploader: Dimitris Tsokakis 
//  E-mail:          [e-mail]
//  Date/Time Added: 2001-12-22 08:05:37
//  Origin:          
//  Keywords:        
//  Level:           semi-advanced
//  Flags:           indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=143
//  Details URL:     http://www.amibroker.com/library/detail.php?id=143
//
//------------------------------------------------------------------------------
//
//  RSI is an interesting transformation and may be applied
//
//  to any variable, not only internally supposed Close.
//
//  For this purpose we give here the analytic code for RSI.
//
//  To obtain an RSI transformation of another variable Var,
//
//  just replace C with Var.
//
//  Example:
//
//  To find the 14-day RSI of Stochd(14):
//
//  /*14-Day RSI of StochD(14)*/
//
//  t=14;
//
//  Var=Stochd(14);
//
//  Up=IIf(Var>Ref(Var,-1),abs(Var-Ref(Var,-1)),0);
//
//  Dn=IIf(Var<Ref(Var,-1),abs(Var-Ref(Var,-1)),0);
//
//  Ut=Wilders(Up,t);
//
//  Dt=Wilders(Dn,t);
//
//  RSIt=100*(Ut/(Ut+Dt));
//
//  Graph0=RSIt;
//
//  An interesting application is in
//
//  http://groups.yahoo.com/group/amibroker/message/7628
//
//  where the 14-day RSI of MACD() is introduced.
//
//------------------------------------------------------------------------------

/*RSI 12*/
t=12;
Up=IIf(C>Ref(C,-1),abs(C-Ref(C,-1)),0);
Dn=IIf(C<Ref(C,-1),abs(C-Ref(C,-1)),0);
Ut=Wilders(Up,t);
Dt=Wilders(Dn,t);
RSIt=100*(Ut/(Ut+Dt));
Graph0=RSIt;