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Ultimate Algorithmic Trading System

Using automated systems for trading in stock markets

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Else

End If

Next i

End If

upSumAvg = upSum / length

dnSumAvg = dnSum / length

If dataList(index - offset) > dataList(index - 1 - offset) Then

End If

diff1 = dataList(index - offset) -

upSum = upSum + diff1

dataList(index - 1 - offset)

If dataList(index - offset) < dataList(index - 1 - offset) Then

End If

diff2 = dataList(index - 1 - offset) - dataList(index - offset)

dnSum = dnSum + diff2

upSumAvg = (upSumAvg * (length - 1) + upSum) / length

dnSumAvg = (dnSumAvg * (length - 1) + dnSum) / length

If upSumAvg + dnSumAvg <> 0 Then

RSI = (100 * (upSumAvg)) / (upSumAvg + dnSumAvg)

Else

RSI = 0

End If

305

End Function

Function Lowest(dataList, length, index, offset)

Function Lowest(dataList, length, index, offset)

Dim i As Integer

Dim tempLL As Double

EXCEL SYSTEM BACKTESTER

tempLL = 999999

For i = (index - offset) - (length - 1) To (index - offset)

If (dataList(i) < tempLL) Then tempLL = myLow(i)

Next i

Lowest = tempLL

End Function

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