DALE!! RELATIVE SPREAD STRENGTH ! Author: Ian Copsey, TASC October 2006 ! Coded by Richard Denning 8/09/06 !! RAPID RSI: A1 is 17. U is [close]-val([close],1). D is val([close],1)-[close]. SumU is sum(iff(U > 0,U,0),A1). SumD is sum(iff(D > 0,D,0),A1). RSI is 100 - (100 / (1+ (SumU / SumD))). !! RELATIVE SPREAD STRENGTH A2 is 14. E1 is expavg([close],10). E2 is expavg([close],40). S1 is E1 - E2. US is S1 - valresult(S1,1). DS is valresult(S1,1) - S1. avgUS is expavg(iff(US > 0,US,0),A2). avgDS is expavg(iff(DS >= 0,DS,0),A2). RSS is expavg(100 - (100 / (1 + (avgUS/avgDS))),5). !! SIMPLE TRADING SYSTEM TO TEST RSS INDICATOR LE1 if RSS < 30. LX if RSS > 70 or {position days} >= 5. SE1 if RSS > 95. SX if RSS < 30 or {position days} >= 5. Rule Libraryÿÿ CCodeViewLE1ÿÿ CReportViewÐSymbolÀFSE1€ÐSymbolÀFnas100ÿÿÿÿÿÿCBackTestPropertyLE1LX2PP8 .RSS LE1NDXPnas100  €SE1SX"PPc ,RSS SE1NDXPnas100  00:00