Relative Strength V1 NT8b9.
Measures
relative strength between two instruments.
* Includes 3 formulae:
Tom Dorsey
Mansfield/ Weinstein
Investor\RT
* Includes option to start at a fixed date. Option to start from high or low of this date.
Known limitations:
* Will only work on time-based or EOD bars.
* Intra-day session times may differ between symbols so please take this into account.
* Will not currently use fixed date intra-day.
* Smoothed function is not available on fixed date.
(These may be available at a later date).
* I have opted not to multiply the Dorsey formula by 100. He states the results are easier to read but I do not think they reflect the true ratio.
I have tried to test all scenarios but let me know if you find a bug.