Adaptive length (period) for an indicator like RSI ?
Author: Carova
Creation Date: 10/15/2017 1:54 AM
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Does anyone have any thoughts about how to approach using an adaptive length for something like an RSI? Thanks!

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Vince, there are different approaches to establishing a variable lookback period for indicators.

One of them is my rendition called "Adaptive RSI 2.0" which is powered by my Adaptive Lookback indicator. The idea is to come up with a parameterless (almost), market-driven indicator that sets the period based on the frequency of swings as a measure of market dynamics.

ActiveTrader 2009-07 | Adaptive RSI 2.0
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Hi Eugene!

Thanks for the reply. I did see your Adaptive RSI script. In it you selected the equivalent value from the standard RSI
Please log in to see this code.

Since the RSI value for any bar relies on the value for the previous bar I was looking for a slight different approach. I guess that the easiest way will be to roll my own RSI.

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