rsi

rsi(series, period)

Parameters

• series (series) – Input series

• period (integer) – Input period

Returns

series

Returns the relative strength index.

$$\begin{array}{rl}\delta & =\mathrm{series}-{\mathrm{series}}_1\\ u& =\mathrm{rma}(max(\delta ,0),\mathrm{period})\\ d& =\mathrm{rma}(max(-\delta ,0),\mathrm{period})\\ \mathrm{rsi}& =100-100\frac{1}{1+\frac{u}{d}}\end{array}$$