rsi

rsi(series, period)

Parameters

• series (series) – Input series

• period (integer) – Input period

Returns

series

Returns the relative strength index.

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