2004 Sept: The Decomposition Method (ReverseEngRSI.efs)

[eSignal_JasonK]

File Name: RevEngRSI.efs

Description:
Reverse Engineering RSI, by Giorgos Siligardos

Formula Parameters:
WildPer : 14
Value : 50


Notes:
The related article is copyrighted material. If you are not a subscriber
of Stocks & Commodities, please visit www.traders.com.


Download File:
RevEngRSI.efs



EFS Code:

/*********************************
Provided By:  
    eSignal (Copyright c eSignal), a division of Interactive Data 
    Corporation. 2009. All rights reserved. This sample eSignal 
    Formula Script (EFS) is for educational purposes only and may be 
    modified and saved under a new file name.  eSignal is not responsible
    for the functionality once modified.  eSignal reserves the right 
    to modify and overwrite this EFS file with each new release.

Description:        
    Reverse Engineering RSI, by Giorgos Siligardos
    
Version:            1.0  05/04/2009
    
Formula Parameters:                     Default:
    WildPer                             14
    Value                               50

Notes:
    The related article is copyrighted material. If you are not a subscriber
    of Stocks & Commodities, please visit [url]www.traders.com.[/url]
    
**********************************/
var fpArray = new Array();
var bInit = false;

function preMain() {
    setPriceStudy(true);
    setStudyTitle("Reverse Engineering RSI");
    setCursorLabelName("RSI",0);
    setDefaultBarFgColor(Color.red,0);
    var x = 0;
    fpArray[x] = new FunctionParameter("Value", FunctionParameter.NUMBER);
    with(fpArray[x++]) {
        setLowerLimit(1);
        setDefault(50);
    }
    fpArray[x] = new FunctionParameter("WildPer", FunctionParameter.NUMBER);
    with(fpArray[x++]) {
        setLowerLimit(1);
        setDefault(14);
    }
}

var xRevEngRSI = null;

function main(Value, WildPer) {
var nBarState = getBarState();
var nRevEngRSI = 0;
    if (nBarState == BARSTATE_ALLBARS) {
        if(Value == null) Value = 50;
        if(WildPer == null) WildPer = 14;
    }    
    if (bInit == false) {
        xRevEngRSI = efsInternal("Calc_RevEngRSI", Value, WildPer);
        bInit = true;
    }
    nRevEngRSI = xRevEngRSI.getValue(0);
    if (nRevEngRSI == null) return;
    return nRevEngRSI;
}

var bSecondInit = false;
var xAUC = null;
var xADC = null;
var xClose = null;

function Calc_RevEngRSI(Value, WildPer) {
var nRes = 0;
var    ExpPer = 2 * WildPer - 1;
var    K = 2 / (ExpPer + 1);
var nADC = 0;
var nAUC = 0;
var nVal = 0;
    if (bSecondInit == false) {
        xClose = close();
        xAUC = efsInternal("Calc_AUC", K, xClose);
        xADC = efsInternal("Calc_ADC", K, xClose);
    }
    nAUC = xAUC.getValue(0);
    nADC = xADC.getValue(0);
    if (nAUC == null || nADC == null) return;
    nVal = (WildPer - 1) * (nADC * Value / (100 - Value) - nAUC);
    if(nVal >= 0)
        nRes = xClose.getValue(0) + nVal;
    else
        nRes = xClose.getValue(0) + nVal * (100 - Value) / Value;
    return nRes;
}

function Calc_AUC(K, xClose) {
var nRes = 0;
var nRef = ref(-1);
    if (xClose.getValue(-1) == null) return;
    if(xClose.getValue(0) > xClose.getValue(-1)){
        nRes = K * (xClose.getValue(0) - xClose.getValue(-1)) + (1 - K) * nRef;
    } else {
        nRes = (1 - K) * nRef;
    }
    return nRes;
}

function Calc_ADC(K, xClose) {
var nRes = 0;
var nRef = ref(-1);
    if (xClose.getValue(-1) == null) return;
    if(xClose.getValue(0) > xClose.getValue(-1)){
        nRes = (1 - K) * nRef;
    } else {
        nRes = K * (xClose.getValue(-1) - xClose.getValue(0)) + (1 - K) * nRef;
    }
    return nRes;
}