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Re: [amibroker] Ehlers RSI smoothed: help needed...



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You are missing brackets around cu23 + cd23 - if you don't have that ,
it is cu23/cU23 + cd23 = 1 + cd23.



period=10;
smooth23=(C+(2*Ref(C,-1))+(2*Ref(C,-2))+Ref(C,-3))/6;
change=ROC(smooth23,1);
Cu23=Sum(IIf(Change>0,Change,0),period);
Cd23=Sum(IIf(Change<0,abs(Change),0),period);
ehlers=Cu23/(Cu23+Cd23);
Plot(ehlers,"Ehlers smoothed RSI",11,4); 





gillesdeprez wrote:
> 
> Hi, group!
> Well, the master degree in computer science is still far away :(
> Here is the translation I made from this indicator formula found in
> october TASC issue:
> period=10;
> smooth23=(C+(2*Ref(C,-1))+(2*Ref(C,-2))+Ref(C,-3))/6;
> change=ROC(smooth23,1);
> Cu23=Sum(IIf(Change>0,Change,0),period);
> Cd23=Sum(IIf(Change<0,abs(Change),0),period);
> ehlers=Cu23/Cu23+Cd23;
> Plot(ehlers,"Ehlers smoothed RSI",11,4);
> 
> BUT:
> The curve peaks when it should bottom...
> The scale goes sometimes from 0 to 12, sometimes from 0 to
> 42...instead of being 0 to 1!Ok, from a mathematical point of view,
> this makes sense, but I don't see anything in the Metastock formula
> to solve that issue...Did one of you translated the formula
> successfully? I didn't find it in the library, or on the forum;
> Thanks !
> Gilles
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