Newbie Help! WMA of RSI. RSI uses average price

[naked]

I'm trying to create a new indicator based on Weighted Moving Average (WMA) of RSI. RSI uses average price (O+H+L+C)/4

#region Variables
private int length = 14;
private WMA RSIWAvg;
private SMA RSIAvg;
private RSI _RSI;
#endregion



protected override void OnBarUpdate()
{
price = (Open[0] + Close[0] + High[0] + Low[0]) / 4;
_RSI = RSI((int)Price, Length);
RSIAvg = SMA(_RSI, 100);
RSIWAvg = WMA(RSI((int)Price, Length), 3);

...



Does this make sense? For some reason I am not able to adjust the "length" setting in the indicator once it plots.

Thanks much in advance!

[NinjaTrader_Bertrand]

How does your Properties region look like here? You would need to create user defined inputs linked to your internal variables to be able to adjust the period length used 'on the fly' -

http://www.ninjatrader.com/support/forum/showthread.php?t=5782

[naked]

I should clarify. I am able to change the Length parameter when the indicator is loaded, but changing the RSI Length parameter has no effect on the actual indicator. It seems "hardcoded" in some way. All of the code is this:

price = (Open[0] + Close[0] + High[0] + Low[0]) / 4;
_RSI = RSI((int)Price, Length);
RSIAvg = SMA(_RSI, 100);
RSIWAvg = WMA(RSI((int)Price, Length), 3);

Then I'm simply plotting it.

Here is the Properties Region FYI:


[Description("")]
[GridCategory("Parameters")]
public int Length
{
get { return length; }
set { length = Math.Max(1, value); }
}




Does the following make sense? I'm not sure because RSI(int period, int smooth). I'm looking for RSI to be calculated based on the average price of the bar, so I'm using this: _RSI = RSI((int)Price, Length);

[naked]

I forgot to mention that I stated "price" to be a variable:

private double price = 1;


So in total it looks like this:

#region Variables
private int length = 14;
private double price = 1;
private WMA RSIWAvg;
private SMA RSIAvg;
private RSI _RSI;
#endregion



protected override void OnBarUpdate()
{
price = (Open[0] + Close[0] + High[0] + Low[0]) / 4;
_RSI = RSI((int)Price, Length);
RSIAvg = SMA(_RSI, 100);
RSIWAvg = WMA(RSI((int)Price, Length), 3);

[NinjaTrader_Bertrand]

I'm not sure which RSI formula you're using here, but I would give _RSI = RSI(Typical, Length, 1); or _RSI = RSI(Weigthed, Length, 1); a try as it does include the needed smooth paramter in the RSI, though set to be always one in my example snippet above.