THOMAS HELGET Elite   Posts: 610 Joined: 3/22/2006 Location: BALDWINSVILLE, NEW YORK  User Profile | This comes from the January, 2022 Article in Technical Analysis of Stocks & Commodities entitled "(Yet Another) Improved RSI" by John F. Ehlers. The Indicator code is attached and produces this plot on the SPY (although Ehlers doesn't identify his Figure 1 as such): I have outlined some of the key points for comparison and confirmation that the Indicator is matching Ehlers'. Ehlers' Indicator plot is on top and OT's on the bottom. Tom Helget [Edited by THOMAS HELGET on 12/29/2021 10:21 AM]  Attached file : RSIH Comparison on SPY.jpg (125KB - 473 downloads) Attached file : eRSIHann.txt (1KB - 326 downloads) |
