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?
ATFX Suspends Prop Trading Unit ATFunded -- Full Review …
Funded Trading Evaluation Firms
$12M Ceasefire Contract Goes Disputed as Bandar Abbas St …
Prediction Markets & Event Contracts
Sundays Verdict: Lebanon Locked at 99.85% as Iran June 7 …
Prediction Markets & Event Contracts
Penalties in Budapest, Peace Deadline in Tehran: Arsenal …
Prediction Markets & Event Contracts
S&P 500 Holds the Line: No Fast Track for SpaceX, Op …
Stocks and ETFs
 
  #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