s*****p
发帖数: 5342 | 1 【 以下文字转载自 Stock 讨论区 】
发信人: startup (startup), 信区: Stock
标 题: How does YAHOO calculate RSI?
发信站: BBS 未名空间站 (Thu Feb 15 22:10:58 2007)
I try to implement as the following EMA
http://en.wikipedia.org/wiki/Relative_Strength_Index
http://en.wikipedia.org/wiki/Moving_average_%28finance%29#Exponential_moving_average
However, it doesn't match YAHOO's. :(
HELP! | e******r
发帖数: 220 | 2 EMA part calculation is quite tricky.
Different people implemented EMA in different ways with tiny differences.
Check your result, as long as it is close to the YAHOO value , then it
should be acceptable.
Otherwise, if your result deviates from YAHOO result too much, then I am
sure you are wrong. :)
【在 s*****p 的大作中提到】
: 【 以下文字转载自 Stock 讨论区 】
: 发信人: startup (startup), 信区: Stock
: 标 题: How does YAHOO calculate RSI?
: 发信站: BBS 未名空间站 (Thu Feb 15 22:10:58 2007)
: I try to implement as the following EMA
: http://en.wikipedia.org/wiki/Relative_Strength_Index
: http://en.wikipedia.org/wiki/Moving_average_%28finance%29#Exponential_moving_average
: However, it doesn't match YAHOO's. :(
: HELP!
| s*****p
发帖数: 5342 | 3 Exactly like what you said. Some are close and some are so different from
yahoo. I use N=14 and alpha=1/N. I found EMA(yesterday) has greater impact
on EMA(today) than today's price. Sounds right?
differences.
am
【在 e******r 的大作中提到】
: EMA part calculation is quite tricky.
: Different people implemented EMA in different ways with tiny differences.
: Check your result, as long as it is close to the YAHOO value , then it
: should be acceptable.
: Otherwise, if your result deviates from YAHOO result too much, then I am
: sure you are wrong. :)
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