Scritto da bullish
In metastock è così:
((RSI(C,9)-LLV(RSI(C,9),14)))/
((HHV(RSI(C,9),14)-LLV(RSI(C,9),14)))
Versione di T. Chande:
StochRSI = (RSI - RSIL)/(RSIH -RSIL)
where RSIL and RSIH are the lowest and highest values of the RSI over a given period.
In his book he uses 14 periods. The MetaStock™ formula for the Stochastic RSI is:
( ( RSI ( 14 ) - LLV( RSI (14 ) ,14 ) ) / ( ( HHV( RSI (14 ) ,14 ) ) - LLV(RSI (14 ),14 ) ) )