Recalculer la fonction RSI

• 04/07/2018 at 12:21 PM #67486
  Alex92

  Bonjour,

  Je souhaite coder un robot multi time frame, c’est impossible sous PRT donc, j’essaye de ruser en re calculant moi même certains indicateurs comme le RSI.

  Après plusieurs tentatives, je n’arrive toujours pas à recalculer le RSI comme affiché par PRT.

  REM Computes the daily variations UP = MAX(0, close - close[1]) DOWN = MAX(0, close[1] - close) REM Computes the moving average of gains on positive days REM and losses on negative days upMA = wilderAverage[p](UP) downMA = wilderAverage[p](DOWN) REM Now we can compute the RS RS = upMA / downMA REM And finally the RSI myRSI = 100 - 100 / (1 + RS) RETURN myRSI AS "Relative Strength Index"

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  REM Computes the daily variations   UP = MAX(0, close - close[1]) DOWN = MAX(0, close[1] - close)   REM Computes the moving average of gains on positive days REM and losses on negative days   upMA = wilderAverage[p](UP) downMA = wilderAverage[p](DOWN)   REM Now we can compute the RS   RS = upMA / downMA   REM And finally the RSI   myRSI = 100 - 100 / (1 + RS)   RETURN myRSI AS "Relative Strength Index"

  J’ai donc recalculer ma moyenne mobile de Wilder mais j’ai toujours 1 bougie de retard, je comprends pas pourquoi ?!

  Ensuite lorsque je fais le ratio upMA/downMA, impossible de sortir une donnée.. la commande “graph RS” ne retourne strictement rien (alors que upMA et downMA sont correctement alimentés).

  Voici mon code, si quelqu’un a un avis sur mes 2 problèmes ?

  periode = 14 K = 1/periode UP = MAX(0, close - close[1]) DOWN = MAX(0, close[1] - close) upMA = (UP - upMa)*K+upMA downMA = (DOWN - downMa)*K+downMA RS = upMA/downMA graph RS

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  periode = 14 K = 1/periode   UP = MAX(0, close - close[1]) DOWN = MAX(0, close[1] - close)     upMA = (UP - upMa)*K+upMA downMA = (DOWN - downMa)*K+downMA   RS = upMA/downMA     graph RS

   

  Merci pour votre aide et bon week end à tous !!

  Alexandre

  

  Alex92

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