Vérification RSI Prorealtime

• 03/03/2021 at 10:48 AM #163022
  Yodavin

  Bonjour,

  Je cherche à développer un indicateur perso à partir du RSI, j’ai d’abord voulu vérifier que je code bien le RSI de Prorealtime et.. raté.

  Le résultat est différent du RSI de Prorealtime. J’ai lu sur le forum qu’il y a différent façon de calculer le RSI et que Prorealtime utilise la méthode de Walder:

  The very first calculations for average gain and average loss are simple 14-period averages:

  • First Average Gain = Sum of Gains over the past 14 periods / 14.
  • First Average Loss = Sum of Losses over the past 14 periods / 14

  The second, and subsequent, calculations are based on the prior averages and the current gain loss:

  • Average Gain = [(previous Average Gain) x 13 + current Gain] / 14.
  • Average Loss = [(previous Average Loss) x 13 + current Loss] / 14.

  RSI maison

  If close-close[1]>0 then Ha=close-close[1] B=0 elsif close-close[1]<0 then B=-close+close[1] Ha=0 else Ha=0 B=0 endif aH=average[L](Ha) aB=average[L](B) RS=(aH[1]*(L-1)+Ha)/(aB[1]*(L-1)+B) RSIperso=100-100/(1+RS) return RSI[L](close),RSIperso

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  If close-close[1]>0 then Ha=close-close[1] B=0 elsif close-close[1]<0 then B=-close+close[1] Ha=0 else Ha=0 B=0 endif   aH=average[L](Ha) aB=average[L](B) RS=(aH[1]*(L-1)+Ha)/(aB[1]*(L-1)+B) RSIperso=100-100/(1+RS)   return RSI[L](close),RSIperso

  Si quelqu’un a une idée je suis preneur.

  Merci et bonne journée

  

  Yodavin

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  03/03/2021 at 12:53 PM #163027
  Nicolas

  Tu trouveras ci-dessous le code du RSI de ProRealTime:

  p=14 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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  p=14 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"

   

  

  Nicolas

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  03/03/2021 at 7:54 PM #163074
  Yodavin

  Merci beaucoup Nicolas, j’ai pu faire ce que je voulais

  

  Yodavin

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