Codice su Tradestation dell’indicatore Noise Elimination Technology , pubblicato sul TASC di Dicembre del 2020 di John F. Ehlers.

Indicator: MyRSI with NET
// MyRSI with Noise Elimination Technology
// John F. Ehlers
// TASC DEC 2020

inputs:
RSILength( 14 ),
NETLength( 14 );

variables:
CU( 0 ),
CD( 0 ),
count( 0 ),
MyRSI( 0 ),
Num( 0 ),
Denom( 0 ),
K( 0 ),
NET( 0 );

arrays:
X[100]( 0 ),
Y[100]( 0 );

// accumulate “Closes Up” and “Closes Down”
CU = 0;
CD = 0;

for count = 0 to RSILength -1
begin
if Close[count] – Close[count + 1] > 0 then
CU = CU + Close[count] – Close[count + 1];

if Close[count] – Close[count + 1] < 0 then CD = CD + Close[count + 1] - Close[count]; end; if CU + CD <> 0 then
MyRSI = ( CU – CD ) / ( CU + CD );

// Noise Elimination Technology (NET)
for count = 1 to NETLength
begin
X[count] = MyRSI[count – 1];
Y[count] = -count;
end;

Num = 0;

for count = 2 to NETLength
begin
for K = 1 to count – 1
begin
Num = Num – Sign( X[count] – X[K] );
end;
end;

Denom = 0.5 * NETLength * ( NETLength – 1 );
NET = Num / Denom;

// Plots
Plot1( MyRSI, “MyRSI” );
Plot2( NET, “NET” );
Plot3( 0, “ZeroLine” );

TT-Tradestation-2.png