Hi !

I have a question relating to the reverse engineering of a momentum oscillator. I hope you can help me with that. Thank you in advance.

Goal

I want to reverse engineer Constance Brown’s Composite Index. That is, I don’t want to know the value of the Composite Index given the current price of the last bar, but I want to know where the price of the current bar would need to go to reach a specific value in the Composite Index (e.g.: Where would the price on the current (i.e., ongoing) bar would need to go so that the Composite Index would reach >= 100 for the current bar).

Background Information

Constance Brown’s Composite Index is calculated in the following way:

// Step 1: Create a 9-period momentum indicator of a 14-period RSI.

RSIMO9 = Momentum[9](RSI[14](close))

// Step 2: Create a 3-priod simple moving average of a 3-period RSI.

RSI3 = Average[3](RSI[3](close))

// Step 3: Add the value of the indicators created in Step 1 and 2 together to create the Composite Index.

Composite = RSIMO9 + RSI3

Sketch of a Solution

I have already found the code for reverse engineering the RSI in the indicator library (Link). I just cannot come up with a solution for applying a similar process for the Composite Index.

Thank you so much for your help.

Regards, Nils