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LaGuerre RSI in EasyLanguage


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LaGuerre RSI in EasyLanguage

  #1 (permalink)
bakaroni
San Francisco, CA
 
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Does anybody have an implementation for Laguerre RSI (in EasyLanguage) that they don't mind sharing?

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 Fu510n 
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Code
inputs: gamma(.5);

Vars: L0(0), L1(0), L2(0), L3(0), CU(0), CD(0), LRSI(0);

L0 = (1 - gamma) * Close + gamma * L0[1];
L1 = - gamma *L0 + L0[1] + gamma * L1[1];
L2 = - gamma *L1 + L1[1] + gamma * L2[1];
L3 = - gamma *L2 + L2[1] + gamma * L3[1];
CU = 0;
CD = 0;

If L0 >= L1 then CU = L0 - L1 Else CD = L1 - L0;
If L1 >= L2 then CU = CU + L1 - L2 Else CD = CD + L2-L1;
If L2 >= L3 then CU = CU + L2 - L3 Else CD = CD + L3-L2;
If CU + CD <> 0 then LRSI = CU / (CU + CD);

LRSI = LRSI * 100.0;

Plot1( LRSI, "RSI", yellow );
Plot2( 85, "Upper", cyan );
Plot3( 50, "Mid",  rgb( 128, 128, 128) );
Plot4( 15, "Lower", cyan );

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Last Updated on March 1, 2022


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