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To: Gary Lyben who wrote (4029)4/23/1998 10:04:00 PM
From: TechTrader42  Respond to of 11149
 
Gonzongo: Talk about WAY COOL:

"R2 will be here shortly. The cd's are being pressed now, the manual
is being printed now, and the new web site is being developed now."

I'll celebrate with this new WMA Stochastics scan, which gives values
for two StochRSI's -- for example StochRSI(8,5) and StochRSI(10). Why
would I pick those, Gonzongo????

This just gives the values, but you can tailor it to your needs by
adding StochRSI>30, etc.

//StochRSI (Variable with WMA), by Brooke

output="srsivar.lst";
input="portfoli.lst";

daystoload= 250;

integer i, j;
float weight, maperiod1, maperiod2, total, totaldays,
StochRSI,PrvStRSI, PrvPrvSRSI, //These are for first StochRSI
StochRSI2, PrvStRSI2, PrvPrvSRSI2, //These are for second StochRSI
maperiod1a, maperiod2a, weighta, totala, totaldaysa;

//SET MA'S FOR FIRST STOCHRSI
maperiod1:=8; //set MA: e.g., in StochRSI(8,5), set for 8; in StochRSI(10), set for 10
maperiod2:=5;// set MA: e.g., in StochRSI(8,5), set for 5; in StochRSI(10), set for 10

set rsi = maperiod1;

//SET MA'S FOR SECOND STOCHRSI -- Second RSI is automatically set below when you set periods
maperiod1a:=10; //set MA: e.g., in StochRSI(8,5), set for 8; in StochRSI(10), set for 10
maperiod2a:=10;// set MA: e.g., in StochRSI(8,5), set for 5; in StochRSI(10), set for 10

weight:=0;
total:=0;
for i = maperiod2 to 1 step -1 do
total:= total + i;
next i;
totaldays:=total;

StochRSI:=0;
PrvStRSI:=0;
PrvPrvSRSI:=0;
for j = maperiod2 to 1 step -1 do
weight:=((j/totaldays)*100);
StochRSI:=StochRSI+((rsi(j-maperiod2)-min(j-maperiod2,(j-maperiod2)-(maperiod1-1),rsi))/
(.000001+max(j-maperiod2,(j-maperiod2)-(maperiod1-1),rsi)-min(j-maperiod2,(j-maperiod2)
-(maperiod1-1),rsi))*(weight));
PrvStRSI:=PrvStRSI+((rsi(j-(maperiod2+1))-min(j-(maperiod2+1),(j-maperiod2)-(maperiod1),rsi))/
(.000001+max(j-(maperiod2+1),(j-maperiod2)-(maperiod1),rsi)-min(j-(maperiod2+1),(j-maperiod2)
-(maperiod1),rsi))*(weight));
PrvPrvSRSI:=PrvPrvSRSI+((rsi(j-(maperiod2+2))-min(j-(maperiod2+2),(j-maperiod2)-(maperiod1+1),rsi))/
(.000001+max(j-(maperiod2+2),(j-maperiod2)-(maperiod1+1),rsi)-min(j-(maperiod2+2),(j-maperiod2)
-(maperiod1+1),rsi))*(weight));
next j;

println symbol, " StochRSI ", maperiod1:2, ": ", StochRSI:6:2, ", ", "PrvStRSI: ", PrvStRSI:6:2,
", ", "PrvPrvSRSI: ", PrvprvSRSI:6:2, ", ", "RSI: ", rsi(0);

set rsi = maperiod1a;

weighta:=0;
totala:=0;
for i = maperiod2a to 1 step -1 do
totala:= totala + i;
next i;
totaldaysa:=totala;

StochRSI2:=0;
PrvStRSI2:=0;
PrvPrvSRSI2:=0;
for j = maperiod2a to 1 step -1 do
weighta:=((j/totaldaysa)*100);
StochRSI2:=StochRSI2+((rsi(j-maperiod2a)-min(j-maperiod2a,(j-maperiod2a)-(maperiod1a-1),rsi))/
(.000001+max(j-maperiod2a,(j-maperiod2a)-(maperiod1a-1),rsi)-min(j-maperiod2a,(j-maperiod2a)
-(maperiod1a-1),rsi))*(weighta));
PrvStRSI2:=PrvStRSI2+((rsi(j-(maperiod2a+1))-min(j-(maperiod2a+1),
(j-maperiod2a)-(maperiod1a),rsi))/
(.000001+max(j-(maperiod2a+1),(j-maperiod2a)-(maperiod1a),rsi)-min(j-(maperiod2a+1),
(j-maperiod2a)-(maperiod1a),rsi))*(weighta));
PrvPrvSRSI2:=PrvPrvSRSI2+((rsi(j-(maperiod2a+2))-min(j-(maperiod2a+2),
(j-maperiod2a)-(maperiod1a+1),rsi))/
(.000001+max(j-(maperiod2a+2),(j-maperiod2a)-(maperiod1a+1),rsi)-min(j-(maperiod2a+2),
(j-maperiod2a)-(maperiod1a+1),rsi))*(weighta));
next j;

println symbol, "StochRSI2 ", maperiod1a:2, ": ", StochRSI2:6:2, ", ", "PrvStRSI2: ", PrvStRSI2:6:2,
", ", "PrvPrvSRSI2: ", PrvprvSRSI2:6:2, ", ", "RSI: ", rsi(0);



To: Gary Lyben who wrote (4029)4/23/1998 10:10:00 PM
From: Ken Adams  Respond to of 11149
 
Gary...

I'm impressed that you jumped in here. I think you may be right about the lack of feasibility for trying to post *all* option quotes on a daily basis.

I've only tonight begun to think about not having the histories. I really don't think I need that! Your ideas for the "sql" database would be more valuable than the histories, which, by themselves, tell you nothing.

You've won me over! I'll send you my order in the morning. I'm real happy to learn that QP2 will be forthcoming.

You're right about the quality of posts here. I'm glad I found it.

Ken Adams