Ultimate Algorithmic Trading System

The first subroutine call holds the RSI value in rsiVal1 and the upSumAvg1
and dnSumAvg1 values are held over until the next subroutine call. The second
subroutine call stores its RSI value in rsiVal2 and the up sum and down sum averages
in upSumAvg2 and dnSumAvg2, respectively. So keep in mind that if you want
to call a subroutine more than once, then you will need to create separate parameter
names so that the subroutine can keep track of the different lookback lengths and
indicator values.
Function Highest(dataList, length, index, offset)
Function Highest(dataList, length, index, offset)
Dim i As Integer
Dim tempHH As Integer
tempHH = 0
For i = (index - offfset) - (length - 1) To (index - offset)
Next i
Highest = tempHH
End Function
If (dataList(i) > tempHH) Then tempHH = myHigh(i)
Sub RSISub(dataList, length, rsiVal, upSumAvg, dnSumAvg, index, offset)
Sub RSISub(dataList, length, rsiVal, upSumAvg, dnSumAvg, index, offset)
Dim i As Integer
Dim diff1, diff2, upSum, dnSum As Double
upSum = 0
dnSum = 0
If upSumAvg = 0 And dnSumAvg = 0 Then ’seed the original
RSI Value
For i = (index - offset) - (length - 1) To
(index - offset)
If dataList(i) > dataList(i - 1) Then
diff1 = dataList(i) - dataList(i - 1)
upSum = upSum + diff1
End If
If dataList(i) < dataList(i - 1) Then
diff2 = dataList(i - 1) - dataList(i)
dnSum = dnSum + diff2
End If
Next i
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