re-reading a bit

Originally Posted by Lapsa
smooth price close on 6 periods

pull out 3 period long RSIS out of it

do nothing unless rsis[0] != rsis[1]

boom! 172% -> 453%

makes no sense whatsoever


Code
vars smoothed = series(Smooth(series(Close), 6));
vars smoothRSIS = series(RSIS(smoothed, 3));
if (smoothRSIS[0] == smoothRSIS[1]) return;


as usual, Andrew is correct

1478% -> 704%

at the very least - trick's applicability ain't general whatsoever

although I don't remember what made me drop the idea

Last edited by Lapsa; 04/04/22 00:42.