Re: [amibroker] RSI Calculation wrong?

[Graham <kavemanperth@xxxxxxxxx>]

I believe this is same as AB in AFL (plots match), although my encyclopaedia uses EMA not Wilders

PerRSI = 14;
MUp=IIf(C>Ref(C,-1),C-Ref(C,-1),0);
MDn=IIf(C<Ref(C,-1),abs(C-Ref(C,-1)),0);
Rup = Wilders(Mup,PerRSI);
Rdn = Wilders(Mdn,PerRSI);
gkRSI =  100*(Rup / (Rdn+Rup) ) ;



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Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
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On 27/07/07, Chris J <systemofthewave@xxxxxxxxx> wrote:

Good evening,

 I'm using Amibroker to write a system and also the C++ language.  The problem is my RSI value doesn't match up to AmiBrokers. Here is my data for a RSI of 8 periods using GBP/USD;

the values;
1.9796
1.9810
1.9796
1.9736
1.9663
1.9629
1.9531
1.9545
1.9566

differences;
+14
-14
-60
-73
-34
-98
+14
+21

plus_average = .0049 / 8 = 0.0006125
minus_average = .0279 / 8 = .0034875
(plus_average / minus_average) + 1 = 1.1756272401
100 / 1.1756272401 = 85.0609
100 - 85.0609 = 14.9391 - my result
Amibroker shows 17.9051 - AmiBrokers

 This is the RSIa indicator using the first RSI value and no smoothed RS since it's the first value for both my system and AmiBrokers.  Driving me nuts.

   Chris

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