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---- 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): |
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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 = (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] |
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