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Re: Different RSI in MetaStock ? * To: <metastock@xxxxxxxxxxxxx> * Subject: Re: Different RSI in MetaStock ? * From: "Corey Saxe" <csaxe@xxxxxxx> * Date: Thu, 20 Dec 2001 14:55:40 -0800 * References: <1915b14942.149421915b@xxxxxxxxx> * Reply-To: metastock@xxxxxxxxxxxxx * Sender: owner-metastock@xxxxxxxxxxxxx ----- Original Message ----- From: "onno goedknegt" <o.goedknegt@xxxxxxxxx> To: <pdmanager@xxxxxxxxxxxxxxxxx> Cc: <metastock@xxxxxxxxxxxxx> Sent: Thursday, December 20, 2001 11:42 AM Subject: Different RSI in MetaStock ? > Dear Sirs, > > It looks like other MetaStock users noticed the following fact: > > It seems that the calculation for RSI in MetaStock differs from the standard RSI calculation. > > I'm trying to "translate" my MetaStock trading system into an Excel sheet. > And because my MetaStock trading system contains RSI, I need to "translate" the RSI calculation into Excel. > > Attached Excel sheet contains my RSI calculation (sheet: calc 1). > Other calculations downloaded from the Internet give the same values for RSI as my calculation (sheet: calc 2). > > MetaStock RSI values are shown in red. > > 1. Which version is correct ? > 2. How does MetaStock calculate their RSI ? > 3. Can you give the exact formula how MetaStock's RSI is calculated? > > Kind regards, > Onno I believe that Roy was all over this one a few days ago when he wrote: |
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Relative Strength Index (RSI) Custom V A:=Input("RSI periods",2,50,14); B:=C; {RSI target array} U:=Wilders(If(B>Ref(B,-1),B-Ref(B,-1),0),A); D:=Wilders(If(B<Ref(B,-1),Ref(B,-1)-B,0),A); 100-(100/(1+(U/D))); |
I don't know about you, but it is an exact match with the hard-wired RSI from MS on my machine. -Corey. | |
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