CycleRSI: Cycle Analytics For Traders RSI Oscillator

Description Usage Arguments Value

Description

Computes the modified RSI from Chapter 7-4 of Cycle Analytics for Traders by Dr. John Ehlers

Usage

1
  CycleRSI(x, n = 20)

Arguments

x

a time series

n

a lookback period

Value

an RSI between 0 and 100


IlyaKipnis/DSTrading documentation built on May 8, 2019, 1:39 p.m.