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[EquisMetaStock Group] Re: StochRSI



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Thanks very much Preston for narrowing down the problem. I found one
error in my "Zig Trend Cycle" formula, which is an adaptation of a
Spyros Raftopoulos formula but I'm still getting a "An MSX DLL is
reporting a floating point overflow error referenced DLL
"forumdll.VarRSI" when I use it as a variable period input. It ("Zig
Trend Cycle") plots fine on it's own, as does VAR StochRSI" but they
don't together. Here is the code for "Zig Trend Cycle" with comments
on the original by Mr. Raftopoulos. I have tried to make it a cycle
count indicator. Please excuse my pathetic coding abilities:

{The SR Zigzag Trend indicator.
This indicator returns 1 for valid uptrend and -1 for valid 
downtrend, REJECTING ALL the INVALID readings of zig().
It can be used as a stand-alone indicator (even in zig's place).
It is useful for visual inspection but also for many other purposes. 
ALL its readings (present and past ones) are trusty. It can be safely 
used in systems and if pasted in the system tester its variables can 
be even optimised. 
In my opinion one does not really need my "ZigZag Validity" anymore. 
One can do the job much more effectively with "SR ZigZag Trend" which 
is always reliable and safe. Additionally "SR ZigZag Trend" ("SR ZZT" 
for short) returns also the direction of the trend. It is like having 
an always-valid zigzag indicator!

This indicator can calculate not only Close prices but also other 
price fields including various plots. This means that you can drop it 
on RSI, Stochastics etc. provided that the "vr" value=0 (the "P" 
variable), which for this reason is the default option.

One can also choose between the Percent and the Points method. The 
last one is better suited to indicators, especially those, which 
return negative values.}

{******** Start of code **********}

{SR ZigZag Trend (SR ZZT) v.4}
{by Spyros Raftopoulos}

{It is based on the Zig Zag indicator and it returns 1 for a confirmed
uptrend, and -1 for a confirmed downtrend.}

{****************************************}

vr:=CLOSE;
amnt:=3;
md:=1;
{****************************************}

zz0:=If(md=1, Zig(vr,amnt,%), Zig(vr,amnt,$));
zz1:=Ref(zz0,-1);
zz2:=Ref(zz0,-2);
{****************************************}

tr:=ValueWhen(1,zz0>zz1 AND zz1<zz2, zz1);
pk:=ValueWhen(1,zz0<zz1 AND zz1>zz2, zz1);
PU:=If(md=1,tr+Abs(tr)*amnt/100,tr+amnt);
PD:=If(md=1,pk-Abs(pk)*amnt/100,pk-amnt);

res:=If(vr>=PU AND zz0>zz1,1,
If(vr<=PD AND zz0<zz1,-1,0));
res:=If(res<>0,res,ValueWhen(1,res<>0,res));
rescycle:=If(res = 1,(BarsSince(res=-1 AND Ref(res,-1)=1))-
BarsSince(res=-1),(BarsSince(res=1 AND Ref(res,-1)=-1))-BarsSince(res=1));
res1:= If(res=1,BarsSince( res=-1),BarsSince(res=1));
res:=If(res1>rescycle,res1,rescycle);
res


{******** End of code **********}



--- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@xxx> wrote:
>
> Rick,
> 
> You may not be getting a value from the Fml("Zig Trend Cycle") 
> variable.
> 
> To check this try:
> 
> vp:=Fml("Zig Trend Cycle");
> vp;
> 
> When I replaced vp:=Fml("Zig Trend Cycle"); with
> vp:= 10;
> the plot was fine.
> 
> Preston
> 
> 
> 
> 
> --- In equismetastock@xxxxxxxxxxxxxxx, rickbriggs1 <no_reply@> 
> wrote:
> >
> > I'm trying to use the forum.dll functions to rewrite Chande's 
> StochRSI
> > for variable periods and something is wrong somewhere. Can anyone 
> spot
> > the problem? It doesn't plot. I have included the original PS 
> StochRsi
> > formula for reference at the end. Any help would be freatly
> > appreciated. Thanks in advance. Rick.
> > 
> > vp:=  Fml("Zig Trend Cycle");
> > Sum(ExtFml("forumdll.VarRSI",C,vp)-ExtFml("forumdll.VarLLV",
> > ExtFml("forumdll.VarRSI",C,vp),vp),3)/Sum(ExtFml("forumdll.VarHHV",
> > ExtFml("forumdll.VarRSI",C,vp),vp)-ExtFml("forumdll.VarLLV",ExtFml
> > ("forumdll.VarRSI",C,vp),vp),3)*100;20;80
> >  
> > {Original:
> > Sum(RSI(10)-LLV(RSI(10),10),3)/Sum(HHV(RSI(10),10)-LLV(RSI
> (10),10),3))*100;
> > 20;
> > 80}
> >
>



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