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Direct MessagesDate/Time: Mon, 29 Apr 2024 04:18:55 +0000
Post From: RMI - Relative Momentum Index
| [2013-12-11 16:54:58] |
| ganz - Posts: 1048 |
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Ronin this is how SC's RMI works: indi starts in ASC_Source/studies7.cpp/line_5045 >> get starting point: max of RMI Length or RMI MA Length you've chosen sc.DataStartIndex = max(RMILength.GetInt(), RMI_MALength.GetInt());
>> get values to calculate Momentum float previousValue = sc.BaseDataIn[InputData.GetInputDataIndex()][sc.Index - RMILength.GetInt()];
float currentValue = sc.BaseDataIn[InputData.GetInputDataIndex()][sc.Index]; >> build +/- Momentum Arrays if (currentValue > previousValue)
{ UpTempArray[sc.Index] = currentValue - previousValue; DownTempArray[sc.Index] = 0.0f; } else { UpTempArray[sc.Index] = 0; DownTempArray[sc.Index] = previousValue - currentValue; } >> get MA values for +/- Momentum Arrays sc.MovingAverage(UpTempArray, SmoothedUpTempArray, RMI_MAType.GetMovAvgType(), RMI_MALength.GetInt());
sc.MovingAverage(DownTempArray, SmoothedDownTempArray, RMI_MAType.GetMovAvgType(), RMI_MALength.GetInt()); >> calculate RMI as 100 * SmoothedUp / ( SmoothedUp + SmoothedDown ) if (SmoothedUpTempArray[sc.Index] + SmoothedDownTempArray[sc.Index] != 0.0f)
{ RMI[sc.Index] = 100 * SmoothedUpTempArray[sc.Index] / (SmoothedUpTempArray[sc.Index] + SmoothedDownTempArray[sc.Index]); } else { RMI[sc.Index] = RMI[sc.Index - 1]; } I'm not able to dig it down so I've no idea what's wrong w it /cause i dislike to use any MA based indi/ If you need to correct the formula pls let me know Date Time Of Last Edit: 2013-12-11 17:00:09
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