Re[2]: [EquisMetaStock Group] Re: New formula required Please

[Code 2 <Code2@xxxxxxx>]

Here is the system.  Let us know what your research turns up.

{Written by Code 2 January 12, 2009 based on Active Trader Magazine's
November 2005 article entitled Adaptive RSI System for Futures.  This
system replaces RSI's typical overbought and oversold levels with
levels that adapt for volatility.  Volatility, in this case, is
measured by standard deviation from a simple moving average of RSI}

{Request parameters}
RSIPeriods:=     Input("RSI periods",1,1000,14);
BBandPeriods:= Input("Bollinger Band periods",1,1000,100);
BBandSD:=        Input("Bollinger Band standard deviations",1,3,2);

{Calculate RSI and related upper and lower Bollinger Bands}
RSIndex:=    RSI(RSIPeriods);
OBought:=    BBandTop(RSIndex,BBandPeriods,S,BBandSD);
OSold:=       BBandBot(RSIndex,BBandPeriods,S,BBandSD);

{Plot}
RSIndex;
OBought;
OSold;



From: Alvin Yu <alvinyu2005@xxxxxxxxxxxx>
To: equismetastock@xxxxxxxxxxxxxxx
Date: Sunday, January 11, 2009, 6:28:54 AM
Subject: [EquisMetaStock Group] Re: New formula required Please

Hi Ross
    Any formula that is available for this adaptive RSI system ? It look interesting to me
 
rgds



From: jawjahtek <jawjahtek@xxxxxxxxx>
To: equismetastock@xxxxxxxxxxxxxxx
Sent: Sunday, 11 January 2009 9:41:08
Subject: [EquisMetaStock Group] Re: New formula required Please

Here is a link to an article that makes an RSI trading system adaptable 
to market conditions:

Free article download: Adaptive RSI system

Through Wednesday, January 21, you can download the following article 
from the November 2005 issue of Active Trader magazine for 
free: "Trading System Lab: Adaptive RSI system (futures)." This system 
uses Bollinger Bands to create dynamic overbought and oversold levels 
for the Relative Strength Index. The strategy is tested on a portfolio 
of 20 futures contracts over a 10-year period. Click here to go to the 
article link in the Active Trader store:
http://store. activetradermag. com/futures_ tsl1105.pdf

Ross



--- In equismetastock@ yahoogroups. com, Claud Baruch <claudba@xxx > wrote:
>
> Many thanks. The links don't work, but I've been using a variation of 
this
> indicator which has produced some rather good results. It is 
especially
> useful for volatile stocks and indexes....AND. ....there really isn't 
much 
> of a lag the way I use it.
> Thanks again Preston.
> 
> Claud


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