StockFetcher Forums · General Discussion · How to create filter with RSI for last 5 days<< >>Post Follow-up
ronbary
16 posts
msg #114109
Ignore ronbary
6/15/2013 4:43:37 PM


Hi Support ,


i want to add another column to my filter this will be called RSIM ( RSI Momentum )

i need your help how to add this added value to my scan Filters

The calculation of this ( RSIM ) column will be very simple based on the Regular RSI for last 5 days :

rsi5 = RSI[5] * (close[5]) // explanation : RSI for last 5 days multiply by average closing price for last 5 days
rrsi =RSI[5] * (close) // explanation : RSI for last 5 days multiply by price Close

RSIMomentum = rrsi - rsi5


This is the calculation i just need your help how to add this RSIMomentum colume or value into my scans


thanks

Ron






Kevin_in_GA
4,553 posts
msg #114110
Ignore Kevin_in_GA
6/15/2013 5:51:38 PM

The calculation of this ( RSIM ) column will be very simple based on the Regular RSI for last 5 days :

rsi5 = RSI[5] * (close[5]) // explanation : RSI for last 5 days multiply by average closing price for last 5 days
rrsi =RSI[5] * (close) // explanation : RSI for last 5 days multiply by price Close

RSIMomentum = rrsi - rsi5

+++++++++++++

Fetcher[

set{rsi5, rsi(5) * MA(5)}
set{rrsi, cma(rsi(5),5) * close}
set{rsimomentum, rrsi - rsi5}
add column rsimomentum
]



Here I am assuming that you are looking for the average RSI(5) over the last 5 days, not the sum. If it is the sum you are looking for, just substitute sum for "cma" in line 2.

ronbary
16 posts
msg #114115
Ignore ronbary
6/16/2013 3:12:01 PM

hi , thanks

this is what i look for ,

What is CMA ?


Kevin_in_GA
4,553 posts
msg #114116
Ignore Kevin_in_GA
6/16/2013 3:54:40 PM

cma = custom moving average. It is the simple moving average so it only looks back the number of specified days (5 in this case).

StockFetcher Forums · General Discussion · How to create filter with RSI for last 5 days<< >>Post Follow-up

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