Hi Tom,

You are right, the algorithm is indeed far from complete. It was just
included as an example of a possible trading system.
I do not use RSI as I think there are "better" alternatives around for
overbought/oversold or mean-reverting indicators (Search for instance for
DVI or DV2 and you will find some).

If you are interested in Wilders RSI there is a lot of information available
online. You could start here:
http://en.wikipedia.org/wiki/Relative_Strength_Index

Kind regards,

-Mark-

2010/10/1 <thomasrbolton@yahoo.co.uk>

> Hi Mark,
>
> I was reading your post on the R forum re the above.
> I am very interested in adapting your RSI trading strategy.
> I wondered if you completed this?
> Since, the algorithm posted is subject to errors, i.e. if say we have a
> number of consecutive crosses_over followed by a number of consecutive
> crosses_under the algorithm fails (i.e. if they are not alternate).
>
> Any advice you can offer would be most appreciated.
>
> Thank you
>
> Tom
>
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