From the February 2006 issue of Stocks and Commodities magazine
Self-Adjusting Relative Strength Index
David Sepiashvili’s article in this issue, “Flexible Relativity – The Self-Adjusting RSI” introduces an indicator by the same name. The author overcomes the limitations of conventional overbought and oversold levels of the RSI by replacing those stationary values with volatility-based adjustable benchmarks. To create the self-adjusting overbought and oversold benchmarks a standard deviation of RSI from its mean is added and subtracted from the centerline. We’ll be offering the Self-Adjusting RSI indicator as a downloadable
كما هو موضح من اشرح اعلاه ......يقول المحللون بان التحديث الجديد لمؤشر RSI كسر خاصياته التقليدية بالجمود حيث اصبح تحرك المؤشر ليس وفقا لاعدادته الافتراضية والتي يعيب المؤشرات انها مقيدة وفقا لاعدادت افتراضية قد لاتتناسب مع حركة السوق.
يتميز هذا المؤشر بانه يقوم بتديل اعداداته وفقا لمعدل حركة السوقvolatility ويقيس من خلالها معدل القوة النسبية التي من خلالها يمكن معرفة مستويات التشبع بيعا او شراء.
وهو مقتبس من احد المواقع الاجنبية وبموضوع مشهور في مجلةStocks and Commodities magazine لشهر فبراير 2006.
اتمنى ان ينال رضاكم.........
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title>Formulae Collection :: TASC February 2006 - Self Adjusting RSI</title>
<link>http://forum.equis.com/viewtopic.php?p=14556#14556</link>
<description>Author: <a href="http://forum.equis.com//profile.php?mode=viewprofile&u=2" target="_blank">Patrick</a><br /> Subject: TASC February 2006 - Self Adjusting RSI <br />Posted: Fri Feb 03, 2006 2:22 pm (GMT -6)<br /> Topic Replies: 0<br /><br /> <span class="postbody">David Sepiashvilis article, The Self-Adjusting RSI, describes two methods of adjusting the width of the overbought and oversold bands for the RSI. Both of these methods have been incorporated into a single MetaStock indicator. This formula will prompt for the length of the RSI, the constants used to calculate the bands, and the method to calculate the bands. <br /> <br /> To enter this indicator into MetaStock: <br /> 1. In the Tools menu, select Indicator Builder. <br /> 2. Click New to open the Indicator Editor for a new indicator. <br /> 3. Type the name of the formula. <br /> 4. Click in the larger window and type in the following formula. <br /> <br /> Name: Self-Adjusting RSI <br /> Formula: <br /> x:=Input("number of periods for RSI",1,2000,14); <br /> k1:=Input("standard deviation constant",0.1,5,1.<img src="http://forum.equis.com//images/smiles/icon_cool.gif" alt="Cool" border="0" />; <br /> c1:=Input("SMA constant",0.1,5,2); <br /> m1:=Input("method <1=SD/2=SMA>",1,2,1); <br /> top:=If(m1=1, <br /> 50+(k1*Stdev(RSI(x),x)), <br /> 50+(c1*Mov(Abs(RSI(x)-Mov(RSI(x),x,S)),x,S))); <br /> bottom:=If(m1=1, <br /> 50-(k1*Stdev(RSI(x),x)), <br /> 50-(c1*Mov(Abs(RSI(x)-Mov(RSI(x),x,S)),x,S))); <br /> RSI(x); <br /> top; <br /> bottom <br /> <br /> 5. Click Ok to close the Indicator Editor. <br /> <br /> <br /> William Golson <br /> Equis International<br />_________________<br />To err is human .. And to blame it on a computer is even more so Robert Orben</span><br /></description>
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