How to translate the metastock code to prorealcode (indicator RS EMA)?

• 12/23/2021 at 9:22 AM #183798
  thomas2004ch

  Hi,

  From the article “Relative Strength Moving Averages ” in the latest issue of Stocks & Commodities Jan 2022 there is an interessting indicator called RS EMA. But it is written in METASTOCK code and look as follow:

  Periods:=50; Pds:=50; Mltp:=10; Mltp1:=2/(Periods+1); Cup:=If(C>Ref(C,-1),C-Ref(C,-1),0); Cdwn:=If(C<Ref(C,-1),Ref(C,-1)-C,0); RS:=Abs(Mov(CUP,Pds,E)-Mov(Cdwn,Pds,E))/(Mov(CUP,Pds,E)+Mov(Cdwn,Pds,E)+0.00001); RS:=RS*Mltp; Rate:=Mltp1*(1+RS); If(Cum(1)=Periods+1,C,PREV+Rate*(C-PREV));

  1 2 3 4 5 6 7 8 9 10 11

  Periods:=50; Pds:=50; Mltp:=10; Mltp1:=2/(Periods+1); Cup:=If(C>Ref(C,-1),C-Ref(C,-1),0); Cdwn:=If(C<Ref(C,-1),Ref(C,-1)-C,0); RS:=Abs(Mov(CUP,Pds,E)-Mov(Cdwn,Pds,E))/(Mov(CUP,Pds,E)+Mov(Cdwn,Pds,E)+0.00001); RS:=RS*Mltp; Rate:=Mltp1*(1+RS);   If(Cum(1)=Periods+1,C,PREV+Rate*(C-PREV));

  It said this in RS EMA has less lags than the normal EMA (see attached png).

  I have problem to translate the last line (line 11) to prorealcode. It seems a recusive. Can someone help?

   

  

  thomas2004ch

  Participant

  Topics: 27

  Replies: 39

  Been thanked: 1 time
  12/23/2021 at 4:50 PM #183815
  thomas2004ch

  Here is my code:

  // From S&C Jan. 2022 "Relative Strength Moving Averages" - Vitali Apirine Periods = 50 Pds = 50 Mltp = 10 Mltp1 = 2/(Periods+1) if close >close[1] then Cup = close - close[1] else Cup = 0 endif if close < close[1] then Cdwn = close[1] - close else Cdwn = 0 endif EMAup = ExponentialAverage[Pds](Cup) EMAdwn = ExponentialAverage[Pds](Cdwn) RS1 = abs((EMAup - EMAdwn)/(EMAup + EMAdwn + 0.00001)) RS = RS1 * Mltp Rate = Mltp1 * (1 + RS) RETURN ???

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29

  // From S&C Jan. 2022 "Relative Strength Moving Averages" - Vitali Apirine   Periods = 50 Pds = 50 Mltp = 10   Mltp1 = 2/(Periods+1)   if close >close[1] then Cup = close - close[1] else Cup = 0 endif   if close < close[1] then Cdwn = close[1] - close else Cdwn = 0 endif   EMAup = ExponentialAverage[Pds](Cup) EMAdwn = ExponentialAverage[Pds](Cdwn)   RS1 = abs((EMAup - EMAdwn)/(EMAup + EMAdwn + 0.00001)) RS = RS1 * Mltp   Rate = Mltp1 * (1 + RS)   RETURN ???

   

  

  thomas2004ch

  Participant

  Topics: 27

  Replies: 39

  Been thanked: 1 time
  12/23/2021 at 5:48 PM #183817
  robertogozzi

  This should be complete:

  // From S&C Jan. 2022 "Relative Strength Moving Averages" - Vitali Apirine Periods = 50 Pds = 50 Mltp = 10 Mltp1 = 2/(Periods+1) if close >close[1] then Cup = close - close[1] else Cup = 0 endif if close < close[1] then Cdwn = close[1] - close else Cdwn = 0 endif EMAup = ExponentialAverage[Pds](Cup) EMAdwn = ExponentialAverage[Pds](Cdwn) RS1 = abs((EMAup - EMAdwn)/(EMAup + EMAdwn + 0.00001)) RS = RS1 * Mltp Rate = Mltp1 * (1 + RS) IF BarIndex <= (Periods + 1) THEN ReturnedDatum = close ELSE ReturnedDatum = ReturnedDatum[1] + Rate * (close - ReturnedDatum[1]) ENDIF RETURN ReturnDatum AS "RS Moving Average"

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26

  // From S&C Jan. 2022 "Relative Strength Moving Averages" - Vitali Apirine Periods = 50 Pds = 50 Mltp = 10 Mltp1 = 2/(Periods+1) if close >close[1] then    Cup = close - close[1] else    Cup = 0 endif if close < close[1] then    Cdwn = close[1] - close else    Cdwn = 0 endif EMAup  = ExponentialAverage[Pds](Cup) EMAdwn = ExponentialAverage[Pds](Cdwn) RS1 = abs((EMAup - EMAdwn)/(EMAup + EMAdwn + 0.00001)) RS = RS1 * Mltp Rate = Mltp1 * (1 + RS) IF BarIndex <= (Periods + 1) THEN    ReturnedDatum = close ELSE    ReturnedDatum = ReturnedDatum[1] + Rate * (close - ReturnedDatum[1]) ENDIF RETURN ReturnDatum AS "RS Moving Average"

  1 user thanked author for this post.

  denmar

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17138

  Been thanked: 4032 times
  12/26/2021 at 1:30 PM #183846
  supertiti

  it s better like that

  RETURN ReturnedDatum AS “RS Moving Average”

  1 user thanked author for this post.

  robertogozzi

  

  supertiti

  Participant

  Topics: 123

  Replies: 738

  Been thanked: 76 times
  01/02/2022 at 2:55 PM #184337
  Choliver

  Hi,

  Happy new Year 2022.

  Sorry but for me i have this result.
  What can i do ?
  Thanks.

  

  Choliver

  Participant

  Topics: 16

  Replies: 81

  Been thanked: 6 times
  01/02/2022 at 3:16 PM #184344
  robertogozzi

  It was written incorrectly, this is the correct line:

  RETURN ReturnedDatum AS “RS Moving Average”

  1	RETURN ReturnedDatum AS “RS Moving Average”

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17138

  Been thanked: 4032 times
  01/03/2022 at 1:20 AM #184375
  Choliver

  Hi Roberto,
  It’s what i wrote line 26 on my picture.
  But not ok finally. Any solution ? 😉

  

  Choliver

  Participant

  Topics: 16

  Replies: 81

  Been thanked: 6 times
  01/03/2022 at 9:11 AM #184382
  JC_Bywan

  Hi Choliver, you forgot one d when applying your correction in your line 26, this one in red: returnedDatum

  1 user thanked author for this post.

  robertogozzi

  

  JC_Bywan

  Moderator

  Topics: 20

  Replies: 2649

  Been thanked: 915 times
  01/03/2022 at 1:43 PM #184398
  Choliver

  Hello you 2,

  I’m really sorry.
  I am ashamed.
  Thank you for the indication. 🙂
  It’s ok now
  Great day.

  

  Choliver

  Participant

  Topics: 16

  Replies: 81

  Been thanked: 6 times
• Author
  Posts