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Hi Jason,
I found it while surfing the net... hope it will help u.
Code for 'Reverse Engineer RSI' in AFL:
_SECTION_BEGIN("Reverse Engineer RSI");
Value = Param("RSI value", 50, 1, 100, 0.1 );
WildPer = Param("Time periods", 14, 1, 100 );
ExpPer = 2 * WildPer - 1;
AUC = EMA( Max( C - Ref( C, -1 ), 0 ), ExpPer );
ADC = EMA( Max( Ref( C, -1 ) - C, 0 ), ExpPer );
x = (WildPer - 1) * ( ADC * Value / (100-Value) - AUC);
RevEngRSI = IIf( x >= 0, C + x, C + x * (100-Value)/Value );
//Plot( Close, Date()+", Close ", colorBlack, styleBar );
Plot( RevEngRSI,"Reverse Eng. RSI( "+WriteVal(WildPer,1.0)
+", "+WriteVal(Value, 1.2)+" )",colorGreen );
_SECTION_END();
Cheers,
Soumya
--- In amibroker@xxxxxxxxxxxxxxx, "flowridej" <flowridej@xxx> wrote:
>
> Does anyone know how to calculate a closing price based on an RSI
> value? I am trying to figure out what the closing price has to be
> tomorrow for the RSI value to be above 70. I have tried working
with
> the formula but can't figure out how to modify it to accept the
hard
> coded RSI of 70 and give me tomorrows closing price.
>
> Below is a verion of RSI from Tomasz in thread:
> http://finance.groups.yahoo.com/group/amibroker/messages/113398?
> threaded=1&m=e&var=1&tidx=1
>
> Can anybody help me figure out how to modify this to give me the
> close price (that would result in an RSI value over 70)?
>
> thanks,
> Jason
>
>
> > function BuiltInRSIEquivalent( period )
> > {
> > P = N = 0;
> >
> > result = Null;
> >
> > for( i = 1; i < BarCount; i++ )
> > {
> > diff = C[ i ] - C[ i - 1 ];
> > W = S = 0;
> > if( diff > 0 ) W = diff;
> > if( diff < 0 ) S = -diff;
> >
> > P = ( ( period -1 ) * P + W ) / period;
> > N = ( ( period -1 ) * N + S ) / period;
> >
> > if( i >= period )
> > result[ i ] = 100 * P / ( P + N );
> > }
> > return result;
> > }
>
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