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게시됨:

2018.07.13 15:49

Self_Adjusting_RSI.mq5 (19.43 KB) 조회

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In pscillator Self-Adjusting RSI, we have implemented the methods of automated adjusting the RSI oscillator overbought/oversold levels, described in David Sepiashvili's article The Self-Adjusting RSI.

The indicator has five configurable parameters:

Period - RSI calculation period;
Applied price - RSI calculation price;
Calculation mode - adjusting mode:
- Standard deviation - by standard deviation;
- Moving average - by moving average.
Deviation for StdDev mode - deviation for the Standard deviation mode;
Deviation for MA mode - deviation for the Moving average mode.

Calculations:

SARSI = RSI(Period, Applied price)

If Calculation mode = Standard deviation:

Overbought = 50.0 + Deviation * AvgDev
Oversold = 50.0 - Deviation * AvgDev
AvgDev = StdDev(SARSI, Period, MODE_SMA)

If Calculation mode = Moving average:

Overbought = 50.0 + Deviation * AvgRAW
Oversold = 50.0 - Deviation * AvgRAW
AvgRAW = SMA(RAW, Period)
RAW = Abs(SARSI - AvgDev)
AvgDev = SMA(SARSI, Period)

Fig 1. Calculation mode = Standard deviation

Fig. 2. Calculation mode = Moving average

MetaQuotes Ltd에서 러시아어로 번역함.
원본 코드: https://www.mql5.com/ru/code/21266

Indicator RP (Range Position) displays the price position within the range (from Low to High) reached over the previous N periods.

PAC

PAC (Periods After Crossing MA) is an oscillator displaying the number of bars elapsed after the last crossing of the price and the moving average.

TCF

Oscillator TCF (Trend Continuation Factor) was developed to help identify the trend and direction of the market.

TTF

Oscillator TTF (Trend Trigger Factor) was developed as a method to identify market trends and reversals.

Self_Adjusting_RSI - MetaTrader 5용 지표