DALE<! SELF-ADJUSTING RSI ! Author: David Sepiashvili, TASC February 2006 ! Coded by; Richard Denning 12/07/2005 ! CLASSIC WELLS WILDER RSI: ! DEFINE THE RSI PARAMETER: W1 is 14. ! FORMULA TO CONVERT WILDER TYPE RECURSIVE ! AVERAGING TO EXPONENTIAL AVERAGING: ! ExponentialPeriods = 2 * WilderPeriod - 1. L1 is 2 * W1 - 1. ! RSI FORMULA: Price is [close]. U is Price - valresult(Price,1). D is valresult(Price,1)-Price. AvgU is ExpAvg(iff(U>0,U,0),L1). AvgD is ExpAvg(iff(D>=0,D,0),L1). RSI is 100-(100/(1+(AvgU/AvgD))). ! SELF-ADJUSTING BANDS FOR OVERBOUGHT ! AND OVERSOLD LEVELS: ! VERSION 1: SD is sqrt(variance(RSI,W1)). K is 1.8. OB1 is 50 + K * SD. OS1 is 50 - K * SD. ! VERSION 2: C is 2.0. SMArsi is simpleavg(RSI,W1). OB2 is 50 + C * simpleavg(abs(RSI - SMArsi),W1). OS2 is 50 - C * simpleavg(abs(RSI - SMArsi),W1). ! ENTRY RULES FOR TEST OF INDICATORS: ! CLASSIC RSI ENTRY RULES: LC if RSI < 30. HC if RSI > 70. LE if valrule(LC,1) and not LC. SE if valrule(HC,1) and not HC. ! SELF-ADJUSTING RSI VERSION 1: LC1 if RSI < OS1. HC1 if RSI > OB1. LE1 if valrule(LC1,1) and not LC1. SE1 if valrule(HC1,1) and not HC1. ! SELF-ADJUSTING RSI VERSION 2: LC2 if RSI < OS2. HC2 if RSI > OB2. LE2 if valrule(LC2,1) and not LC2. SE2 if valrule(HC2,1) and not HC2. List if 1. Rule Library CCodeViewLE CReportViewSymbol<RSIOLE1Symbol<OB1OOS1ORSIOLE2Symbol<OB2OOS2ORSIOSESymbol<RSIOSE1Symbol<OB1OOS1ORSIOAPOLOnB\!B VBCECOB? B0(%BMLNMrwBPBqBMSFT`6vBBtBPCAR8aB<.B4fTBROSTYtB[BWnBRYAAYnB=!BgRBSANM\B\3Bd{XBSE2Symbol<OB2OOS2ORSIO APOLвmB0M"B VBCECOX BP B0(%BCEPHyB86BxBGILD{mBR"B^BMLNMwBtBqBMSFT zBBtBPCARF^B$1B4fTBROST7xB<BWnBRYAAYoBR BgRBSANM9\Bl3Bd{XBListSymbol<OB1OOB2OOS1OOS2ORSIOSMArsiO_AAPL5`B6OqBf/BʰBÛBpBADBEp|BqB7BBV"B8BALTRerB?(BB BɁBEpBAMATwB+nB_B8!BޅBsBAMGNzB BWBB8BMfBAMZNXBB!7B+|ABBAPCCÀB?˄BxBiBLOBr8BAPOLOnBвmB\!B0M"B VBBATYT`qBnBBR/!BhBBBBBY5_B[Bz0BZ4BwBGXqBBEASNyBJyB0BlB7B LBBIIB׀BC{}BPBBy;B6lBBMETv{B}BB"B4BofBBRCMԝoBƽ}B,b B:BBFvBSvBCDWCmBpBr"BZBGBhBCECOBX B? BP B0(%BaBCEPHlByB#B86BxBWBCHIR[BXBj"4BcQ7B3xB1qBCHKPhBeBk'B *B*Bң=BCHRW2tBԑnBB,n!B kBBCMCSAeBQjBc*Bk%BV HBVz:BCMVTBBU, B" BXBuBCOST>rBoB#B/* BsIBmBCPWR;TyBsBūBFBsB ~xBCSCOjBnB88%BV!BSB>AHBCTASH;~BtBB #BKBwABCTXS9\pBeBǣB*BSyWBr"cBDELLHB0ÈBnB>APBu=BDISHZB BLB~/AAB_,BDLTR&mYBwBڒ6B\BRBnZBEBAYdwBxB6BzvBcbBԀBERTSllBqBB#BB539B GBESRXcBkfB2,B)B捑BBEXPDiBgB;=&B(B$eBrgBFASTƂBBs BB\BBFISVYB&BVL BB8BqfBFLEXSqBXzBB$B[BBBGENZ`HzByBBlBF8B_BGILDsB{mB .BR"B^B%mBGNTXg^jBhB%BP'B;BzWBGRMN#uBTk~BBBABtABHSIC`BImBr/B`"B@[BjBIACIsBwGzBBBrdjBo1zBINTC2wuByBΈB^_B|B=BINTUrBy|B8BBmBBISILυiBiB1z&B2&BBBIVGN;:B}B BFB%n=Bc+BJDSUPPtBrrBBuBd˅BIwBJNPRmBttB^j"BB9BQDBKLAC;dBhB+B'B|B8XwBLAMR jBeBx%BG<*B}ptBmYoBLLTCBB(BHBPAYXB7oBB! BYlBBPCAR8aBF^B<.B$1B4fTBvsBPDCOBB)VBKA[AABPETMjBzBTa%BIDBHBQBPIXRr+^BxdB1Bt+B%lBjwBPTENiB?mBv&B"BA]BBBQCOM hB,iBp'B"&BYCB.-aBQLGCzjBUqBy%BKBXB'dBRIMM5jBVjB:%Bf%Bij*B)FBROSTYtB7xB[B<BWnB+}iBRYAAYnBoB=!BR BgRB_dnBSANM\B9\B\3Bl3Bd{XBTBSBUX sB2hBB'B6BBSEBL\ZBHXBs5B,7B}BBSHLDJiBPqeB&B*B bBxU@BSIAL.TmBzhBҫ"B'B\'KBvBSNDK rBZDB2BA!BKE*BSNPS-|BB.B8BB6BSPLSaBN~B.BB#1@B:YBSSCCYBBK6BBBBSUNWQ_BރBBD Bs~BLBSYMC5\BNdB)3B!+BB`BTEVAbB=`BQ-Bv/B4BKBTLABBB$BBBkaBVRSNcBB ,B BIB=BWFMIdB&hB)*+B{'B߱oBApBXLNXiB'BMh&BwB2]zBc~BXRAYkBOsB[$BBNqB7cBYHOOTSB}BYY B>8B<>[BfBSummary CCrossTabRptSymbol<LE - 06LE1 - 0<LE2 - 0<SE - 07SE1 - 8= SE2 - 10C List - 95A_APOLCECOMLNMMSFTPCARROSTRYAAYSANMCEPHGILDAAPLADBEALTRAMATAMGNAMZNAPCCATYTBBBYBEASBIIBBMETBRCMCDWCCHIRCHKPCHRWCMCSACMVTCOSTCPWRCSCOCTASCTXSDELLDISHDLTREBAYERTSESRXEXPDFASTFISVFLEXGENZGNTXGRMNHSICIACIINTCINTUISILIVGNJDSUJNPRKLACLAMRLLTCLNCRLRCXLVLTMCHPMEDIMOLXAMRVLMXIMNTAPNVDANVLSORCLPAYXPDCOPETMPIXRPTENQCOMQLGCRIMMSBUXSEBLSHLDSIALSNDKSNPSSPLSSSCCSUNWSYMCTEVATLABVRSNWFMIXLNXXRAYYHOOnNAS100CBackTestPropertyLEPP:o$RSI Self-Adjusting LENDXPnas100 onLE1PP:o$RSI Self-Adjusting LE1NDXPnas100 onLE2PP:o$RSI Self-Adjusting LE2NDXPnas100 onSEPP:&RSI Self-Adjusting SENDXPnas100 onSE1PP:&RSI Self-Adjusting SE1NDXPnas100 onSE2PP:&RSI Self-Adjusting SE2NDXPnas100 on00:00