phancyphan
1 posts
msg #112685
- Ignore phancyphan
modified |
4/7/2013 8:41:50 PM
I'm trying to get this code from AmiBroker working in SF, but it's not working. I like the RSI solver tool, but it only allows you to run one symbol against it at a time.
http://analytics.tradingmarkets.com/RSI_Solver/
I attempted to convert the code over to SF, but it's not working for me. Can anyone get this working in SF?
http://mysimplequant.blogspot.com/2010/11/rsi-predictor-for-amibroker.html
set{Value,59.20}
set{WildPer,2}
set{ExpPer_tmp,2 * WildPer}
set{ExpPer,ExpPer_tmp - 1}
/* AUC */
set{auc_ref_close,close one day ago}
set{auc_max_close_tmp,close - auc_ref_close}
set{auc_max_close,max(auc_max_close_tmp,0)}
set{auc,ema(ExpPer,auc_max_close)}
/* ADC */
set{adc_ref_close,close one day ago}
set{adc_max_close_tmp,adc_ref_close - close}
set{adc_max_close,max(adc_max_close_tmp,0)}
set{adc,ema(ExpPer,adc_max_close)}
/* x */
set{WildPerMinusOne,WildPer - 1}
set{oneHundredMinusValue, 100 - Value}
set{adcTimesValue, adc * Value}
set{adcTimesValueDivide, adcTimesValue / oneHundredMinusValue}
set{minusAUC, adcTimesValueDivide - AUC}
set{xVariable, WildPerMinusOne * minusAUC}
/* if x is >= 0 */
set{RevEngRSI1, close + xVariable}
/* if x is <= 0 */
set{xTimesOneHundredMinusValue, xVariable * oneHundredMinusValue}
set{xTimesOneHundredMinusValueDivde, xTimesOneHundredMinusValue * Value}
set{RevEngRSI2, close + xTimesOneHundredMinusValueDivde}
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