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Kaufman RSI,CCI and Stochastic
Source: https://fxcodebase.com/code/viewtopic.php?f=48&t=65218
Forum: 48 · Topic 65218 · 1 post(s)
Kaufman RSI,CCI and Stochastic
Alexander.Gettinger · Sat Oct 28, 2017 9:12 am
Developed by Perry Kaufman, this indicators using an Efficiency Ratio to modify the smoothing constant, which ranges from a minimum of Fast Length to a maximum of Slow Length.
Formulas: Ind - indicator (CCI, RSI, Stochastic) AMA0=Ind(current-1); signal=Abs(Ind(current)-Ind(current-periodAMA)); noise=SUM(Abs(Ind(current-i)-Ind(current-i-1))); ER=signal/noise; ERSC=ER/(fast-slow); SSC=ERSC+slow; AMA=AMA0+SSC^G*(Ind(current)-AMA0); Caufman_Ind=AMA;
Kaufman CCI:
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Kaufman RSI:
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Kaufman Stochastic:
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