A More Efficient Calculation Of The Relative Strength Index

Pierrefeu, Alex

doi:10.6084/m9.figshare.10006499.v4

A_More_Efficient_Estimation_Of_The_Relative_Strength_Index.pdf (253.24 kB)

A More Efficient Calculation Of The Relative Strength Index

Version 4 2019-10-29, 14:29

Version 3 2019-10-23, 18:57

Version 2 2019-10-20, 14:04

Version 1 2019-10-19, 16:26

preprint

posted on 2019-10-29, 14:29 authored by Alex Pierrefeu

The relative strength index (RSI) is one of the most widely used technical indicators in technical analysis. This indicator tells the trader when market is said to be overbought or oversold. In this paper an efficient calculation of the RSI is proposed.