erdoc888
3 posts
msg #146960
- Ignore erdoc888 |
3/17/2019 9:10:57 AM
Has anyone constructed a summed smoothed multi ROC like IBD's relative strength?
I think the formula is : ((((C - C63) / C63) * .4) + (((C - C126) / C126) * .2) + (((C - C189) / C189) * .2) + (((C - C252) / C252) * .2)) * 100 but am not sure how to write it in SF.
Any ideas???
Thanks
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graftonian
1,089 posts
msg #146968
- Ignore graftonian |
3/17/2019 3:40:04 PM
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erdoc888
3 posts
msg #147328
- Ignore erdoc888 |
4/12/2019 8:34:01 AM
Thank you graftonian!!!
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graftonian
1,089 posts
msg #147336
- Ignore graftonian |
4/12/2019 2:22:41 PM
Erdoc, Copy and paste the following to do a little manual backtesting.
/*for backtest*/
set{signal, count(ibd crossed above spyrsi, 1)}
draw signal
signal equals 1
With a little work I think this theory could yield some good results
Graf
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robertczeko
3 posts
msg #156822
- Ignore robertczeko |
5/17/2021 7:54:45 AM
Hello Graftonian, thank you very much for this formula.
I am not sure, wheter there is for ibd calculation some error in this line:
set{var63, var63b * 25230}
I compared it with formula for Spyrsi and there is:
set{spy63, spy63b * 30}
So I corrected it for ibd.
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