Thursday, May 19, 2011

the smoothed RSI

the smoothed RSI

So again, what is the best goal of the filter should be used? I'm the 4th order filter because it produces only 1.5 bar of lag, and avoidance of delay is generally important to increase trade with leveling. The 4th order filter almost completely removes both bar and bar 3 options in the differential closes. By removing these very short-term variations in the differential closes the smoothed RSI (SRSI) is almost free from disturbing wiggles that lead to whipsaw trades. The SRSI is compared with the standard RSI in Figure 5 is also in relation to the standard RSI that is smoothed by the 4th order fir filter in Figure 6. EasyLanguage code to compute SRSI is given in Figure 6. EasyLanguage code to compute SRSI is given in Figure 7.

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