The RSI ... modified

Discussion in 'Technical Analysis' started by carlberky, Aug 7, 2013.

  1. I created this indicator a few minutes ago, intending to add it to the RSI thread below ... but after viewing the chart, I didn't want it to get buried in all the posts.
    The heavy black line is a 34 day modified RSI. The others are 9,11,13,15 and 17 day modified RSI's.
    My intent was to show how the different number of days could effect the outcome. WRONG! They all acted in concert.
    Another interesting discovery was that there seems to be some predictive value, with the indicator peaks and valleys coming before or with the price. A quick glance at other commodity charts had similiar results.
     
  2. MAESTRO

    MAESTRO

    Oh, brother .... THERE ARE NO SUCH THINGS AS PREDICTIVE INDICTORS THAT ARE BASED ON HISTORICAL DATA ALONE!!!!!

    Unicorns in the enchanted forest, clouds in the sky that look like dog heads and the desert mirage that looks like an oasis. That is all to it.

    Cheers,

    MAESTRO
     
    beginner66 likes this.
  3. nkhoi

    nkhoi

    'seems to be some' these are key words.
     
  4. just taking a quick look at this..pretty novel carlberky :cool:

    try running a 10-period SMA through an RSI process with a 5-period smoothing as a filter for your indicator and see what you come up with
     
  5. or analyse the spread between 9-rsi and 11-rsi while under 34-rsi...a certain difference may indicate a higher-tendency to reverse...just throwing ideas out there
     
  6. combining above filters with 14-CCI near oversold levels (i.e., below -75) may also help
     
  7. nkhoi

    nkhoi

    as far as 'predictive' concern TSV seems a step ahead
     
  8. more predictive than this?...

    Rules:
    1. 9-RSI below all other RSI's
    2. MARSI-10-5 bottoming out around the 50 Level after coming down from a high
    3. 14-CCI dropped below -75
     
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  9. There's a catch, it requires an uptrend.

    In a furious uptrend, almost all oscillator long signals did pretty good.

    Just saying :D
     
  10. Why would you trade anything else besides a trend :confused:

    You can always find some market that's in a good uptrend/downtrend...even better if you can combine the indicators with fundamentals based price targets and read of institutional buying activity...but I digress
     
    #10     Aug 7, 2013