RSI: Relative Strenght Index

Description Usage Arguments Value Author(s) References Examples

Description

Compute the Relative Strenght Index indicator.

Usage

1
RSI(closingPrice, period = 14)

Arguments

closingPrice

A vector of past closing prices or an xts object or the column of a dataframe.

period

It is a value (in days: usually it is 14days)

Value

A vector or an xts object, accordingly to the input, of the same length of the input.

Author(s)

Luca Sanfilippo <luca.sanfilippo@usi.ch>

References

Wilder J. Welles (1974), New Concepts in Technical Analysis Systems.

Examples

1
2
data(BAC)
RSI(BAC$Close)

giovannikraushaar/TradingIndicatoR documentation built on May 20, 2019, 12:14 p.m.