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Ti è piaciuto lo script? Provalo nel Terminale MetaTrader 5
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Valutazioni:
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Pubblicato:
2018.07.09 12:42
Freelance MQL5 Hai bisogno di un robot o indicatore basato su questo codice? Ordinalo su Freelance Vai a Freelance

An RSI version called Cutler's RSI is based on the simple moving average, non on the exponential moving average.

It has five input parameters:

  • Period - calculation period;
  • Method - calculation method (SMA by default);
  • Applied price - the calculation price;
  • Overbought - overbought level;
  • Oversold - oversold level.

Calculation:

Cutler's RSI = 100.0 - 100.0 / (1 + P/N)

where:

P = MA(pos, Period, Method)
N = MA(neg, Period, Method)
pos, neg - positive and negative differences between the current and the previous values of MA

Fig 1. SMA calculation method

Fig 1. SMA calculation method


Fig. 2. EMA calculation method

Fig. 2. EMA calculation method


Figure 2. SMMA calculation method

Figure 2. SMMA calculation method


Figure 4. LWMA calculation method

Figure 4. LWMA calculation method

Tradotto dal russo da MetaQuotes Ltd.
Codice originale https://www.mql5.com/ru/code/21024

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