RSI calculated on one period rate of change

[Angel]

Hello,

I would like to know if it's possible to create a RSI calculated on one period rate of change :

By one period rate of change I mean the difference between today's close and yesterday's close (i.e, if today's closing price is 592 and yesterday's closing price was 596, the difference is -4).

And a 3 three period RSI of this one period change is calculated.

Thanks for your attention

Cheers

Angel

[NinjaTrader_Ray]

Yes, this is possible.

[Angel]

Hello,

Glad to know that it's possible to create a RSI calculated on one period rate of change :

By one period rate of change I mean the difference between today's close and yesterday's close (i.e, if today's closing price is 592 and yesterday's closing price was 596, the difference is -4).

And a 3 three period RSI of this one period change is calculated.

If it doesn't consume time, could someone on this board build this special RSI, it would be so kind ?

Thanks

Angel

[NinjaTrader_Ray]

Although a lot of the members on the board have been extremely helpful in assisting other members (and I sincerely appreciate it) it is possible that no one will take you up on your request. In this case, you can defer to one of our NinjaScript consultants who can help you out.

http://www.ninjatrader.com/webnew/partners_onlinetrading_NinjaScript.htm