NexusFi: Find Your Edge


Home Menu

 





LaGuerre RSI in EasyLanguage


Discussion in EasyLanguage Programming

Updated
    1. trending_up 4,539 views
    2. thumb_up 3 thanks given
    3. group 2 followers
    1. forum 1 posts
    2. attach_file 0 attachments




 
Search this Thread
  #1 (permalink)
bakaroni
San Francisco, CA
 
Posts: 7 since Jan 2022
Thanks Given: 0
Thanks Received: 0

Does anybody have an implementation for Laguerre RSI (in EasyLanguage) that they don't mind sharing?


Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Would a node-based workflow for automated trading be useful?
Traders Hideout
Six Days to Kickoff: World Cup Prediction Markets Hit $1 …
Prediction Markets & Event Contracts
Fabrication or Framework? Irans Denied MOU Explains the …
Prediction Markets & Event Contracts
Penalties in Budapest, Peace Deadline in Tehran: Arsenal …
Prediction Markets & Event Contracts
Thursday May 28: GDP + Core PCE + Jobless Claims All at …
Traders Hideout
 
  #2 (permalink)
 
Fu510n's Avatar
 Fu510n 
Suffield, CT
 
Experience: Advanced
Platform: TS, MC, MW, Python, Rust
Broker: TS, IB, IQFeed, Kraken
Trading: NQ, ES, CL, RTY
Frequency: Several times daily
Duration: Seconds
Posts: 165 since Oct 2009
Thanks Given: 943
Thanks Received: 166

 
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 );


Follow me on X Reply With Quote
Thanked by:




Last Updated on March 1, 2022


© 2026 NexusFi®, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Downloads - Top
no new posts