Kaufman Rsi, Stochastic and Cci

• 06/02/2018 at 7:36 AM #72005
  robertogozzi

  Nicolas, is it possible to convert these 3 oscillators, for Trading Station, I found at http://www.fxcodebase.com/code/viewtopic.php?f=17&t=1418&p=117503&hilit=kaufman#?

  I attach:

  • screenshot of all of them on a chart
  • source code as a text file
  • .lua files

  Thank you.

   

  

  robertogozzi

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  06/02/2018 at 8:37 AM #72015
  Nicolas

  Yes sure. The formula is:

  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;

  Same as this indicator: Kaufman Adaptive Moving Average KAMA

  All you need to do is replace references to Close with any other data serie, like the oscillators of your example. Hope I’m clear 🙂

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  robertogozzi

  

  Nicolas

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  06/02/2018 at 8:47 AM #72017
  robertogozzi

  Great Nicolas, thank you!

  

  robertogozzi

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