[tech-spec] Re: Correctness of R functions and models
- From: "Daniel Flam" <daniel@xxxxxxxxxx>
- To: <tech-spec@xxxxxxxxxxxxx>
- Date: Thu, 14 Oct 2004 17:43:31 -0400
I was just doing a pracspec X-Y plot to convince myself that RSI is RANDOM
( and it IS regradless of implementation)
the nice thing about rsi is that is has less correlation with reality that
say momentum...
----- Original Message -----
From: "Chris Cooper" <chris@xxxxxxxxxxxxxxxxxx>
To: <tech-spec@xxxxxxxxxxxxx>
Sent: Thursday, October 14, 2004 1:22 PM
Subject: [tech-spec] Re: Correctness of R functions and models
> 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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