/***************************************Provided By : eSignal (c) Copyright 2005Description: Self-Adjusting RSI - by David SepiashviliVersion 1.0 12/07/2005Notes:February 2006 Issue of Stocks and Commodities Magazine* Study requires version 7.9 or higher.Formula Parameters: Defaults:RSI Periods 14Adjustment Type Standard Deviation [Standard Deviation, Smoothed Abs Deviation]k Value (Standard Deviation) 1.8c Value (Smoothed Abs Deviation) 2.0***************************************/function preMain() { setStudyTitle("Self-Adjusting RSI "); setShowTitleParameters(false); setCursorLabelName("SA Upper", 0); setCursorLabelName("RSI", 1); setCursorLabelName("SA Lower", 2); setDefaultBarThickness(2, 0); setDefaultBarThickness(2, 1); setDefaultBarThickness(2, 2); setDefaultBarFgColor(Color.aqua, 0); setDefaultBarFgColor(Color.navy, 1); setDefaultBarFgColor(Color.aqua, 2); addBand(65, PS_SOLID, 2, Color.magenta, "upper"); addBand(35, PS_SOLID, 2, Color.magenta, "lower"); setStudyMax(100); setStudyMin(0); var fp1 = new FunctionParameter("nRSIlen", FunctionParameter.NUMBER); fp1.setName("RSI Periods"); fp1.setDefault(14); var fp2 = new FunctionParameter("sType", FunctionParameter.STRING); fp2.setName("Adjustment Type"); fp2.addOption("Standard Deviation"); fp2.addOption("Smoothed Abs Deviation"); fp2.setDefault("Standard Deviation"); var fp3 = new FunctionParameter("nK", FunctionParameter.NUMBER); fp3.setName("k Value (Standard)"); fp3.setLowerLimit(0); fp3.setDefault(1.8); var fp4 = new FunctionParameter("nC", FunctionParameter.NUMBER); fp4.setName("c Value (Smoothed Abs)"); fp4.setLowerLimit(0); fp4.setDefault(2);}var bVersion = null;var bInit = false;var xRSI = null;var xSource = null;function main(nRSIlen, sType, nK, nC) { if (bVersion == null) bVersion = verify(); if (bVersion == false) return; var nUpper = null; var nLower = null; if (bInit == false) { setStudyTitle("Self-Adjusting RSI (" + nRSIlen + ") - " + sType); //xRSI = rsi(nRSIlen); // Enhanced RSI xRSI = efsInternal("StandardRSI", nRSIlen); xSource = efsInternal("calcSource", nRSIlen, xRSI); bInit = true; } if (sType == "Standard Deviation") { var nStdev = SD(nRSIlen); nUpper = 50 + (nK * nStdev); nLower = 50 - (nK * nStdev); } else if (sType == "Smoothed Abs Deviation") { nUpper = 50 + (nC * sma(nRSIlen, getSeries(xSource))); nLower = 50 - (nC * sma(nRSIlen, getSeries(xSource))); } return new Array(nUpper, xRSI.getValue(0), nLower);}/***** Support Functions *****/function verify() { var b = false; if (getBuildNumber() < 700) { drawTextAbsolute(5, 35, "This study requires version 7.9 or later.", Color.white, Color.blue, Text.RELATIVETOBOTTOM|Text.RELATIVETOLEFT|Text.BOLD|Text.LEFT, null, 13, "error"); drawTextAbsolute(5, 20, "Click HERE to upgrade.@URL=http://www.esignal.com/download/default.asp", Color.white, Color.blue, Text.RELATIVETOBOTTOM|Text.RELATIVETOLEFT|Text.BOLD|Text.LEFT, null, 13, "upgrade"); return b; } else { b = true; } return b;}function SD(nLength) { var sumX = 0; var sumX2 = 0; for (i = 0; i < nLength; ++i) { sumX += xRSI.getValue(-i); sumX2 += (xRSI.getValue(-i) * xRSI.getValue(-i)) } var meanX = (sumX/nLength); var stdev = Math.sqrt((sumX2/nLength) - (meanX*meanX)); return stdev;}var xSma = null;function calcSource(n, x) { if (xSma == null) xSma = sma(n, x); return Math.abs( x.getValue(0) - xSma.getValue(0) );}function StandardRSI(nInputLength) { var nLength = nInputLength; var vValue; var vLastClose; var vSumUp = 0.0; var vSumDown = 0.0; var i; var vRS; var v; vValue = getValue("Close", 0, -(nLength+1)); if(vValue == null) return; var cntr = 0; vLastClose = vValue[nLength]; for(i = nLength-1; i>= 0; i--) { v = vValue[i]; if(v > vLastClose) { vSumUp += v - vLastClose; } else if(v < vLastClose) { vSumDown += vLastClose - v; } vLastClose = v; } vSumUp /= nLength; vSumDown /= nLength; vRS = 1 + (vSumUp / vSumDown); vValue = 100 - (100 / vRS); return (vValue);} |
