logo
Welcome Guest! To enable all features please Login or Register.

Notification

Icon
Error
TD REI - TD REI
Options
Go to last post Go to first unread
Previous Topic Next Topic
pete123  
#1 Posted : Thursday, January 8, 2009 6:49:20 PM(UTC)
pete123

Rank: Newbie

Groups: Registered, Registered Users, Subscribers
Joined: 1/7/2009(UTC)
Posts: 5
I am trying to formulae TD REI oscillator. Appreciate if someone can assist in coding. Thanks. X = (current high - high of 2 bars ago) + (current low - low of 2 bars ago) Y = Cumulative Sum of X (one bar ago to five bars ago) Hm = highest high in past 5 bars Lm = lowest low in past 5 bars TD REI = (Y/(Hm - Lm)) x 100
Back to top

Wanna join the discussion?! Login to your Discussions forum accountor Register a new forum account.
Back to top  
minnamor  
#2 Posted : Thursday, January 8, 2009 10:32:02 PM(UTC)
minnamor

Rank: Advanced Member

Groups: Registered, Registered Users
Joined: 4/27/2005(UTC)
Posts: 126
Location: Italy

From http://www.linnsoft.com/tour/techind/tdrei.htm:

N:=5;
X:= IF(((H>=Ref(L,-5) OR H>=Ref(L,-6)) AND (L<=Ref(H,-5) OR L<=Ref(H,-6)) ) OR ((Ref(H,-2)>=Ref(C,-7) OR Ref(H,-2)>=Ref(C,-8)) AND (Ref(L,-2)<=Ref(C,-7) OR Ref(L,-2)<=Ref(C,-8)))),
(H - Ref(H,-2)) + (L - Ref(L,-2)),
0);
TDREI = SUM(x,N) / SUM(ABS(X), N);
TDREI

Is this correct?
Back to top
pete123  
#3 Posted : Friday, January 9, 2009 5:43:35 PM(UTC)
pete123

Rank: Newbie

Groups: Registered, Registered Users, Subscribers
Joined: 1/7/2009(UTC)
Posts: 5

thanks but there is some missing '(', ')', ':'.
Back to top
pete123  
#4 Posted : Friday, January 9, 2009 6:33:18 PM(UTC)
pete123

Rank: Newbie

Groups: Registered, Registered Users, Subscribers
Joined: 1/7/2009(UTC)
Posts: 5
i HAVE corrected by adding '(', but i get division error by 0 error. N:=5; X:= If(((H>=Ref(L,-5) OR H>=Ref(L,-6)) AND (L<=Ref(H,-5) OR L<=Ref(H,-6))) OR ((Ref(H,-2)>=Ref(C,-7) OR Ref(H,-2)>=Ref(C,-8)) AND (Ref(L,-2)<=Ref(C,-7) OR (Ref(L,-2)<=Ref(C,-8)))), (H - Ref(H,-2)) + (L - Ref(L,-2)), 0); TDREI:= Sum(X,N) / Sum(Abs(X), N); TDREI
Back to top
minnamor  
#5 Posted : Saturday, January 10, 2009 12:31:42 AM(UTC)
minnamor

Rank: Advanced Member

Groups: Registered, Registered Users
Joined: 4/27/2005(UTC)
Posts: 126
Location: Italy

Change

TDREI:= Sum(X,N) / Sum(Abs(X), N); to

TDREI:= Sum(X,N) / max(0.0001,Sum(Abs(X), N));

Back to top
pete123  
#6 Posted : Saturday, January 10, 2009 8:07:27 AM(UTC)
pete123

Rank: Newbie

Groups: Registered, Registered Users, Subscribers
Joined: 1/7/2009(UTC)
Posts: 5
Thanks. The zero division error is no longer there.

However, the current TD REI does seem to differ from what i get from Bloomberg. Hmm, have to figure this one out.
Back to top
Users browsing this topic
Guest (Hidden)
Similar Topics
TD REI Buy signal (Formula Assistance)
by gorachand 8/27/2017 5:19:35 PM(UTC)
Forum Jump  
You cannot post new topics in this forum.
You cannot reply to topics in this forum.
You cannot delete your posts in this forum.
You cannot edit your posts in this forum.
You cannot create polls in this forum.
You cannot vote in polls in this forum.

Powered by YAF.NET | YAF.NET © 2003-2025, Yet Another Forum.NET