Reverse Engineering RSI , by Giorgos Siligardos
The related article is copyrighted material from
Stocks & Commodities .
The related article is copyrighted material from
Stocks & Commodities .
Donate BTC: 13fXLkhWuGMXRmcvwkG2gaWKcnsiD88bwE
USDT (TRC20): TH29EEXa19vfwZNYvxdUuMxoFY5QDYLcWG
USDT (TRC20): TH29EEXa19vfwZNYvxdUuMxoFY5QDYLcWG
//////////////////////////////////////////////////////////// // Copyright by HPotter v1.0 02/09/2014 // The related article is copyrighted material from // Stocks & Commodities. //////////////////////////////////////////////////////////// study(title="Reverse Engineering RSI, by Giorgos Siligardos", overlay = true) Value = input(50, minval=1) WildPer = input(14,minval=1) ExpPer = 2 * WildPer - 1 K = 2 / (ExpPer + 1) AUC = iff(close > close[1], K * (close - close[1]) + (1 - K) * nz(AUC[1], 1), (1-K) * nz(AUC[1], 1)) ADC = iff(close > close[1], (1-K) * nz(ADC[1], 1), K * (close[1] - close) + (1 - K) * nz(ADC[1], 1)) nVal = (WildPer - 1) * (ADC * Value / (100 - Value) - AUC) nRes = iff(nVal >= 0, close + nVal, close + nVal * (100 - Value) / Value) plot(nRes, color=blue, title="Reverse Engineering RSI")