[tech-spec] Re: Correctness of R functions and models
- From: "Chris Cooper" <chris@xxxxxxxxxxxxxxxxxx>
- To: <tech-spec@xxxxxxxxxxxxx>
- Date: Thu, 14 Oct 2004 10:22:56 -0700
Yes, RSI has historically had different implementations. Most of
the differences are due to interpretation of Wilder's original
writings, and to substitution of exponential average in place
of simple moving averages, etc. If you really care, you have
to look at the code itself. If you really care, then perhaps
your system is overfitted and you should reconsider the
whole thing!
> -----Original Message-----
>
> I have been testing the rsiTA implementation of R and it
> seems to differ
> from the one I wrote and the one in wealthlab developer. It
> seems that there
> are discrepancies between the definition of RSI.
>
> when i do a X/Y diff they give completely different results
> ...(not a linear
> relation)
>
> How do we know all these functions dont have errors?
>
>
>
>
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