StochRSI: Stochastic Relative Strenght Index

In giovannikraushaar/TradingIndicatoR: Technical trading with TradingIndicatoR

Description

Compute the Stochastic Relative Strenght Index indicator.

Usage

StochRSI(rsi, period = 14)

Arguments

rsi	A vector of the relative strength index values calculated with a period of 14 days or an xts object.
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 <[e-mail]>

References

Chande Tushard and Kroll Stanley (1994), The New Technical Trader.

Examples

data(BAC)
rsi <- RSI(BAC$Close)
StochRSI(rsi)

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