John,
Yes, I believe WOW uses an ema, and that could be most of the
difference right there.
I have been playing around with a StochRSI scan too. Just got it
into a semi-finished form today, in fact. It is not as versatile as
yours, and _definitely_ not as fast, but it may be of interest to some
WOW users. Results followed by scan:
WOW TEST WOW TEST
9-26 9-26 9-25 9-25
AACE 57.0641 57.0682 52.6179 52.6225
ACTM 55.9879 55.9877 52.0644 52.0641
ADIC 56.4257 56.4248 61.3381 61.3371
AFCX 42.9318 42.9344 45.8441 45.8468
AFL 24.3925 24.3924 28.1349 28.1348
output="digistoc.lst"
input="stochyin.lst"
integer big, lessbig, K, H, N
float A, B, fina, emac, StochRSI, YStochRSI
N := 14
set RSI = 14
big := 112
lessbig := 97
fina := 0
A := 0
B := 0
StochRSI := 0
YStochRSI := 0
emac := 2.0/(1.0 + N)
for K = big to lessbig+1 step -1
A := (RSI(-K+2) - Min(-K+2, -K-N+3, RSI)) / (0.000001 + |
Max(-K+1, -K-N+2, RSI) - Min(-K+1, -K-N+2, RSI))
fina := fina + A
next K
StochRSI := fina / (N+1) * 100
YStochRSI := fina / (N+1) * 100
for H = lessbig to 1 step -1
A := (RSI(-H+1) - Min(-H+1, -H-N+2, RSI)) / (0.000001 + |
Max(-H+1, -H-N+2, RSI) - Min(-H+1, -H-N+2, RSI))
B := (RSI(-H) - Min(-H, -H-N+1, RSI)) / (0.000001 + |
Max(-H, -H-N+1, RSI) - Min(-H,-H-N+1, RSI))
StochRSI := (A * 100 - StochRSI) * emac + StochRSI
YStochRSI := (B * 100 - YStochRSI) * emac + YStochRSI
next H
if StochRSI > 0 then
println symbol, " StochRSI",",",StochRSI:8:4," //(artificial
//line break) YStochRSI",",",YStochRSI:8:4
endif
As I said, this thing is _slow_. In fact, it is slower than the
StochRSI function in WOW. If making use of it reduces the MS
conversion time sufficiently to pay for the wait, it might be usable.
Otherwise, it's just a curiosity.
-Gary |
