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Portfolio123 » List all forums » Forum: Feature Suggestions » Thread: RSI |
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Total posts in this thread: 5 |
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dallen131
Advanced Member
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Marco, Would you add RSI to the technical analysis tools. Thanks, Dan |
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BJS
Advanced Member
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Marco, It would be a great improvement if we had RSI available. I have done some paper-trading with RSI over the past few months, and am convinced that the addition of RSI would greatly enhance the performance and strength of P123's product. Brian |
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bl82
Advanced Member UNITED STATES Joined: Apr 18, 2004 Posts: 97 Status: Offline |
Big time agreement on RSI here. Unfortunately, the breadth of interest in TA in the P123 user base seems rather narrow. ---------------------------------------- http://vixandmore.blogspot.com/ "Your one stop VIX-centric view of the universe..." |
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PW
Advanced Member CANADA Joined: Aug 14, 2006 Posts: 24 Status: Offline |
I also think RSI will be a great addition!!  It would be nice if the RSI value can be displayed next to each symbol when we rebalance a portfolio. For those who are not familiar with RSI: http://stockcharts.com/education/IndicatorAnalysis/indic_RSI.html |
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marco
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The challenge with this type of indicator is that a value at bar X depends on previous X+1 bars, all the way to the beginning of the time-series. Stockcharts uses a minimum of 250 bars. To do this during a simulation might be quite expensive. But pre-calculating these values and storing them would require a lot of memory. If we pre-calculate the values of ALL these type of indicators, we'll quickly run out of memory (memory is cheap, but not that cheap!) I think we can try to calculate this indicator each time, and maybe limit it to 100 bars for the smoothed RSI. This should be a good enough aproximation and should be fast enough thoughts? ---------------------------------------- Portfolio123 Staff |
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Re: RSI
