Elher’s posted his RSI-LaGuerre indicator in EasyLanguage code @ https://www.mesasoftware.com/papers/TimeWarp.pdf
(copy of pdf is attached)
I use this indicator on many other platforms; I would like to use it in Optuma.
Would you consider migrating this indicator from EasyLanguage to Pascal - for use on the Optuma platform?
Hopefully the gamma setting can be user defined.
EasyLanguage code from pg 7 - figure 9:
Inputs: gamma(.5);
Vars: L0(0),
L1(0),
L2(0),
L3(0),
CU(0),
CD(0),
RSI(0);
L0=(1-gamma)Close + gammaL0[1];
L1= - gammaL0 + L0[1] + gammaL1[1];
L2= - gammaL1 + L1[1] + gammaL2[1];
L3= - gammaL2 + L2[1] + gammaL3[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 RSI=CU/(CU+CD);
Plot1(RSI, “RSI”);
Plot2(.8);
Plot3(.2);