SIROC – Smoothed Indexed Rate Of Change

v10.3
SIROC – Smoothed Indexed Rate Of Change

 

The SIROC is an oscillator ranging between 0 and 100. It is computed as an n3-period RSI of an n2-period EMA of the normalized residuals of an n1-period EMA of the price.

 

 

 

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01/30/2019

576 posts • 1843 Followers
  1. avatar
    Didouqc • 01/30/2019 #

    Bonjour Nicolas,

    Merci pour cet indicateur, encore génial!
    Je souhaite faire une suggestion à vous tous, soit de remplacer le ‘Close’ dans le code, non pas par le ‘Volume’ car cela donne trop de faux signaux, mais par l’OBV(Close)’.
    Dites moi ce que vous en pensez. Personnellement, je trouve cela pertinent, car il indique la force des volumes qui se met en place.
    Je n’ai pas changé les valeurs des variables n1 , n2 et RSIp.
    Au plaisir de vous lire.

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