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1. Relative Strength Index (RSI) Definition & Formula

Traditional interpretation and usage of the RSI are that values of 70 or above indicate that a security is becoming overbought or overvalued and may be ...LinkedInwithBackgroundYourPrivacyRightsInvestopediaandourthird-partypartnersusecookiesandprocesspersonaldatalikeuniqueidentifiersbasedonyourconsenttostoreand/oraccessinformationonadevice,displaypersonalizedadsandforcontentmeasurement,audienceinsight,andproductdevelopment.TochangeorwithdrawyourconsentchoicesforInvestopedia.com,includingyourrighttoobjectwherelegitimateinterestisused,clickbelow.Atanytime,youcanupdateyoursettingsthroughthe"EUPrivacy"linkatthebottomofanypage.Thesechoiceswillbesignaledgloballytoourpartnersandwillnotaffectbrowsingdata.ListofPartners(vendors)Weandourpartnersprocessdatato:Activelyscandevicecharacteristicsforidentification.Useprecisegeolocationdata.Storeand/oraccessinformationonadevice.Selectpersonalisedcontent.Createapersonalisedcontentprofile.Measureadperformance.Selectbasicads.Createapersonalisedadsprofile.Selectpersonalisedads.Applymarketresearchtogenerateaudienceinsights.Measurecontentperformance.Developandimproveproducts.ListofPartners(vendors)IAcceptShowPurposesPartOfGuidetoTechnicalAnalysisExploreTheGuideOverviewKeyTechnicalAnalysisConceptsOverviewDowTheorySupportandResistanceBasicsSupport(SupportLevel)Resistance(ResistanceLevel)TrendPullbackBreakoutReversalOverboughtOversoldRelativeStrengthCandlestickVolumeGapGettingStartedwithTechnicalAnalysisOverviewBestWaystoLearnTechnicalAnalysisTop7BookstoLearnTechnicalAnalysisTopTechnicalAnalysisCoursesTheBestTechnicalAnalysisTradingSoftwareEssentialTechnicalAnalysisStrategiesOverviewTechnicalAnalysisStrategiesforBeginnersHowtoUseaMovingAveragetoBuyStocksHowtoUseVolumetoImproveYourTradingTheAnatomyofTradingBreakoutsMarketReversalsandHowtoSpotThemTechnicalAnalysisPatternsOverviewIntroductiontoTechnicalAnalysisPricePatterns5MostPowerfulCandlestickPatternsContinuationPatternTrendlinePriceChannelChanneling:ChartingaPathtoSuccessPlayingtheGapDoubl



2. Relative strength index

RelativestrengthindexFromWikipedia,thefreeencyclopediaJumptonavigationJumptosearchIndicatorintechnicalanalysisTherelativestrengthindex(RSI)isatechnicalindicatorusedintheanalysisoffinancialmarkets.Itisintendedtochartthecurrentandhistoricalstrengthorweaknessofastockormarketbasedontheclosingpricesofarecenttradingperiod.Theindicatorshouldnotbeconfusedwithrelativestrength.TheRSIisclassifiedasamomentumoscillator,measuringthevelocityandmagnitudeofpricemovements.Momentumistherateoftheriseorfallinprice.TheRSIcomputesmomentumastheratioofhigherclosestolowercloses:stockswhichhavehadmoreorstrongerpositivechangeshaveahigherRSIthanstockswhichhavehadmoreorstrongernegativechanges.TheRSIismosttypicallyusedona14-daytimeframe,measuredonascalefrom0to100,withhighandlowlevelsmarkedat70and30,respectively.Shortorlongertimeframesareusedforalternatelyshorterorlongeroutlooks.Highandlowlevels—80and20,or90and10—occurlessfrequentlybutindicatestrongermomentum.TherelativestrengthindexwasdevelopedbyJ.WellesWilderandpublishedina1978book,NewConceptsinTechnicalTradingSystems,andinCommoditiesmagazine(nowFuturesmagazine)intheJune1978issue.[1]Ithasbecomeoneofthemostpopularoscillatorindices.[2]TheRSIprovidessignalsthattellinvestorstobuywhenthesecurityorcurrencyisoversoldandtosellwhenitisoverbought.[3]RSIwithrecommendedparametersanditsday-to-dayoptimizationwastestedandcomparedwithotherstrategiesinMarekandŠedivá(2017).Thetestingwasrandomisedintimeandcompanies(e.g.,Apple,ExxonMobile,IBM,Microsoft)andshowedthatRSIcanstillproducegoodresults;however,inlongertimeitisusuallyovercomebythesimplebuy-and-holdstrategy.[4]Contents1Calculation2Interpretation2.1Basicconfiguration2.2Principles2.3Divergence2.4Overboughtandoversoldconditions2.5Uptrendsanddowntrends2.6Reversals3Cutler'sRSI4Seealso5References6ExternallinksCalculation[edit]ForeachtradingperiodanupwardchangeUordownwardchangeDiscalculated.Upperiodsarecharacterizedbytheclosebeinghigherthanthepreviousclose:U=closenow−closeprevious{\displaystyleU={\text{close}}_{\te



3. How to Make RSI in Excel

CultureMusicSportsFood&DrinkEntertainmentLifeHomesNewsWeatherShoppingJobsCarsHowtoMakeRSIinExcelSmallBusiness|Accounting&Bookkeeping|ExcelByScottShpakAccountingforanESOPHowtoKeepTrackofSalesforaSoleProprietorshipHowtoSetUpaDailyScheduleinExcelHowtoConvertaDatetoaMonth&YearHowtoIncrementtheMonthinanExcelSpreadsheetTheRelativeStrengthIndexisacalculationthatmeasuresoscillationsinthevalueofastockoveraperiodoftime.Publishedin1978,theRSIwasdevelopedbytechnicalanalystJ.WellesWilderJr.andlooksatastretchof14cycles,comparingaveragegainsandaveragelossestoestablisharatingforagivenstock.UsingaspreadsheetinExcelreducescalculatingRSItoasimplematterofenteringgainandlossdatadaily.1OpenanewspreadsheetinExcel.TitlethecolumnsA1toI1withtheseheaders:"Date,""Close,""Change,""Gain,""Loss,""AvgGain,""AvgLoss,""RS"and"RSI."Formatthecolumns"Loss"andAvgLoss"sothatthefontisred.2EnterthefirstdayofdataincellA2.IncellA3,entertheformula"=A2+1."AssumingthedateinA2isaMonday,copyandpastethisformulafromcellA4toA6.IncellA7,entertheformula"=A6+3"toaccountforweekendclosings.CopytherangeofcellsA3toA6andpastethisrangestartingatcellA8.CopytherangeofcellsA7toA11andpastethisrangestartingatcellA12andthenbelowforasmanyweeksasyouwishtotrack.3Entertheformula"=B3-B2"incellC3.CopycellC3andpasteitintherangeofcellsbeginningatC4andextendingtotheendofthedates.Thiscalculatesthedailychangeinclosingprice.4Entertheformula"=IF(C3<=0,0,C3)"incellD3andtheformula"=IF(C3>=0,0,-C3)"incellE3.CopytherangeofcellsD3andE3togetherandpasteintherangefromcellD4totheendofthedates.Theseformulascalculateandsegregategainsandlosses.5Entertheformula"=(SUM(D3:D16)/14)"incellF16.CopyitandpasteitincellG16.Entertheformula"=((F16*13)+D17)/14"incellF17.CopyitandpasteitincellG17.CopytherangeofcellsF17andG17togetherandpasteintherangefromcellF18totheendofthedates.Theseformulascalculatethe14-dayaveragegainsandlosses.6Entertheformula"=F16/G16"incellH16.CopycellH16andpasteintherangefromH17totheendofthedates.Thisformulacalculatestherelativestrengthofthestoc



4. 技術分析》什麼是RSI相對強弱指標?計算公式?RSI背離 ...

RSI指標(Relative Strength Index)是什麼? RSI指標計算公式? RSI指標運用:​趨勢、背離、死亡交叉、黃金交叉、鈍化問題 ...Mr.Market市場先生技術分析中最廣為人知的指標有KD、MACD、RSI指標,其中RSI指標(RelativeStrengthIndex,RSI)又稱為相對強弱指標,這個指標主要是透過市場近期漲跌的變化量,衡量近期一段時間內的買盤與賣盤,雙方的相對力量強弱程度。

這篇文章市場先生介紹RSI指標,共分為以下幾個部分:RSI指標(RelativeStrengthIndex)是什麼?RSI指標計算公式?RSI指標運用:趨勢、背離、死亡交叉、黃金交叉、鈍化問題台股RSI指標查詢方式美股RSI指標查詢方式市場先生對技術分析的小提示:我認為所有技術分析方法,真正功能都是在幫我們「簡化過去資訊」,而不是直接能用在未來選股與時機預測。

透過簡化後的資訊判讀,用來當成判斷未來狀況的分析依據,提高可信度,在開始了解之前,務必要記得,並沒有什麼技術指標是能百分之百預測未來的。

何謂RSI相對強弱指標?RSI指標(英文:RelativeStrengthIndex,RSI)又稱為相對強弱指標,主要是用來評估股市中「買賣盤雙方力道的強弱」,這是一種技術分析的動量指標,衡量近期價格變化的幅度,來評估股價超買或超賣情況。

這個技術指標是由WellsWilder於1978年發明,主要用來計算價格的漲跌,將股價易變動的幾個因素考量進來(上漲和下跌的天數、上漲和下跌的幅度),因此許多投資人會用這個技術分析指標評估進退場的時機點。

RSI指標的買賣雙方強弱有什麼影響?當賣盤力道較強勢,預期股價就有向下會跌的比較多;若買盤力道較強勢,預期股價上漲相對比較多。

但如果只看目前相較過去一段時間的漲跌幅度,就會忽略掉過程的變化。

例如:同樣在10天上漲2%,不同的時間點,過程的走勢可以是完全不一樣的(例如:走勢可以是緩緩上漲,或是先大跌再大漲再下跌等等),透過RSI指標,不只是看出漲跌,還可以反應出不同過程中買賣雙方產生的力量。

或者只從價格上來看,也可以說是:上漲下跌走勢的趨勢乾淨程度。

多方或空方力量越強,走勢就越乾淨、指標數值也越極端。

KD指標、RSI指標有什麼不同呢?這兩個指標都是技術分析中的動量分析方法,主要差異為:KD指標(隨機指標):KD指標呈現「最新股價的相對高低位置」,估股價目前處於相對高點或低點。

RSI指標(相對強弱指標):RSI指標呈現「一段時間內股價買盤與賣盤力量強弱比例」,評估力量是相對平衡還是懸殊。

市場先生建議看公式、動手算算看,比較容易理解它的意思。

RSI指標計算公式?RSI(相對強弱指標)=n日漲幅平均值÷(n日漲幅平均值+n日跌幅平均值)×100其中,n日漲幅平均值=n日內上漲日總上漲幅度加總÷nn日跌幅平均值=n日內下跌日總下跌幅度加總÷n常用的n是14天,不過通常各軟體都可自行設定天數參數。

RSI(相對強弱指標)是用某段時間的股價平均漲幅(只計算上漲時)、平均跌幅(只計算下跌時)來計算的,可以看出股價某段時間內的價格強勢或弱勢,簡單來說就是用買賣雙方拉抬的力道,運算出雙方均衡點,判斷股價在一段期間內的未來走勢。

舉個計算例子:最近14天中,有10天是上漲,累積漲幅加總是14%,平均漲幅就是14%÷14=1%有4天是下跌,累積跌幅是-7%,平均跌幅就是7%÷14=0.5%RSI=1%/(1%+0.5%)×100=66.7RSI指標(相對強弱指標)的區間為0~100,通常數值會以50作為多空的區隔:RSI值>50:代表買方力道較強勁,平均上漲幅度大於平均跌幅。

RSI值<50:代表賣方力道較強勁,平均下跌幅度大於平均漲幅。

如果最近上漲幅度大、下跌程度小,RSI數字通常就會高於50以上,上漲趨勢越強數字越大。

反之如果最近下跌幅度大,上漲漲幅小,RSI數字通常就會在50以下,下跌趨勢越強數字越小。

如果波動劇烈但累積的漲跌程度相當,也無明確多空,那RSI數字就會在50附近。

下一段會談到RSI的運用判斷方式。

RSI使用上要留意的限制從公式中可以看出來RSI的好處與幾個問題。

RSI的優點,在於可以快速的反應出最近漲跌的強弱程度。

但從RSI計算公式中,市場先生建議要留意一些問題,整理RSI的使用限制如下:1.RSI只是整理出過去一段時間的狀況,意思是它並



5. RSI Range Shift – The Key to Understanding the Market's Behavior

7Mar2019Description:Ofallthetechnicalanalysistoolsoutthere,theRelativeStrengthIndexorRSIisperhapsthemostwidelyusedindicatoramongstthetechnicaltradingfraternityworldwide.Developedduringthe1970’sbyJ.WellesWilder,Jr.,RSIisaveryversatilemomentumoscillatorthathelpstogaugethechangesinpriceandmomentumofafinancialinstrumentoveracertainperiodoftime.Wildersuggestedtheuseof14days(halflunarcycle)asthedefaultsettingfortheindicatorinhis1978classicNewConceptsinTechnicalTradingSystems.AlthoughtheconventionalapproachofusingtheRSIindicatorinvolveslookingatoverboughtandoversoldlevels,divergencesandfailureswings,oneofWilder’sstudentsnamedAndrewCardwellaka‘TheRSIGuy’fathomeddeeperintotheRSIindicatoranddiscoveredthatitcanbeusedforbothtrendingandnon-trendingmarketswhichwasagainstthecommonwisdomthatabandedmomentumoscillatorsuchastheRSIisonlyusefulinnon-trendingorsidewaysmarket.CardwellintroducedpowerfulconceptslikeRSIRangeShiftsandPositiveandNegativeReversalsthatarepivotaltounderstandingthemarket’sbehavior.Let’shavealook.WhatisRSIRangeShift?RSIRangeShiftisaphenomenonobservedintheRSIindicatorthatoccurswhenit‘shifts’fromapredefinedrangetoanotherpre-definedrangeinresponsetothepriceactionofanunderlyingasset.Thisoccurrenceoftenforebodesofatrendchangethatcanhelpatradertobeontherightsideofthemarket.Thereare5typesofRSIranges.Theyareasfollows:BullishRange(40-80):Whenastockisinanuptrend,itisobservedthattheRSIrefrainsfromdippingintotheconventionaloversoldlevelof30.Rather,itoscillatesbetween40onthedownsideand80ontheupside.Theinabilityoftheoscillatortoreachthedefaultoversoldlevelof30indicatesthatthereisinherentstrengthintheunderlyingassetandhenceanydiptothenewfoundoversoldlevelof40couldbeboughtinto.InthedailychartofAdaniPortsandSpecialEconomicZoneLtd.,wecanseehowtheRSItooksupportat40duringuptrend.SuperBullishRange(60-80):Whenastockisinastronguptrend,itisseenthattheRSIrefrainsfromdippingbelow60.Itoscillatesbetween60onthedownsideand80ontheupside.Theinabilityoftheoscillatortogobelow60indicatesthatthestock



6. Relative Strength Index (RSI)

Overbought or oversold conditions often immediately precede short-term trend changes that present trading opportunities. Calculating the RSI. Calculation of the ...RelativeStrengthIndex(RSI)AmeasurementofboththespeedandrateofchangeofpricemovementswithinamarketHome›Resources›Knowledge›Trading&Investing›RelativeStrengthIndex(RSI)WhatistheRelativeStrengthIndex(RSI)?TheRelativeStrengthIndex(RSI)isoneofthemostpopularandwidelyusedmomentumoscillators.Itwasoriginallydevelopedbythefamedmechanicalengineerturnedtechnicalanalyst,J.WellesWilder.TheRSImeasuresboththespeedandrateofchangeinpricemovementsMomentumInvestingMomentuminvestingisaninvestmentstrategyaimedatpurchasingsecuritiesthathavebeenshowinganupwardpricetrendorshort-sellingsecuritiesthatwithinthemarket. Source ThevaluesoftheRSIoscillator,typicallymeasuredovera14-dayperiod,fluctuatebetweenzeroand100.TheRelativeStrengthIndexindicatesoversoldmarketconditionswhenbelow30andoverboughtmarketconditionswhenabove70.Itisfrequentlyusedbyswingtraders.Theylookforsignalsofwaningorstrengtheningmomentuminshorttointermediatetermpricemovementswithinamarket.Overboughtoroversoldconditionsoftenimmediatelyprecedeshort-termtrendchangesthatpresenttradingopportunities. CalculatingtheRSICalculationoftheRSI,tobedonethoroughly,requiresagreatdealofhighlytechnicalandcomplexexplanations.Tofullyunderstandhowthecalculationisaccomplished,tradersandanalystsshouldreadWilder’sownexplanation.Itispresentedinhis1978book,NewConceptsinTechnicalTradingSystems.However,theindexcanbebrokendownintoa(fairly)simpleformula:RSI=100–[100/(1+(AverageofUpwardPriceChange/AverageofDownwardPriceChange)] TheRelativeStrengthIndex–WhattoWatchOutForTraditionally,theRelativeStrengthIndexisconsideredtosignaloverboughtconditionswhenabove70andoversoldconditionswhenunder30.Thelevelscanbeadjusted,however,tobetterfitthepricemovementofaspecificsecurityMarketableSecuritiesMarketablesecuritiesareunrestrictedshort-termfinancial instruments thatareissuedeitherfor equitysecuritiesorfordebtsec



7. Relative strength index

CalculationRelativestrengthindexFromWikipedia,thefreeencyclopediaJumptonavigationJumptosearchIndicatorintechnicalanalysisTherelativestrengthindex(RSI)isatechnicalindicatorusedintheanalysisoffinancialmarkets.Itisintendedtochartthecurrentandhistoricalstrengthorweaknessofastockormarketbasedontheclosingpricesofarecenttradingperiod.Theindicatorshouldnotbeconfusedwithrelativestrength.TheRSIisclassifiedasamomentumoscillator,measuringthevelocityandmagnitudeofpricemovements.Momentumistherateoftheriseorfallinprice.TheRSIcomputesmomentumastheratioofhigherclosestolowercloses:stockswhichhavehadmoreorstrongerpositivechangeshaveahigherRSIthanstockswhichhavehadmoreorstrongernegativechanges.TheRSIismosttypicallyusedona14-daytimeframe,measuredonascalefrom0to100,withhighandlowlevelsmarkedat70and30,respectively.Shortorlongertimeframesareusedforalternatelyshorterorlongeroutlooks.Highandlowlevels—80and20,or90and10—occurlessfrequentlybutindicatestrongermomentum.TherelativestrengthindexwasdevelopedbyJ.WellesWilderandpublishedina1978book,NewConceptsinTechnicalTradingSystems,andinCommoditiesmagazine(nowFuturesmagazine)intheJune1978issue.[1]Ithasbecomeoneofthemostpopularoscillatorindices.[2]TheRSIprovidessignalsthattellinvestorstobuywhenthesecurityorcurrencyisoversoldandtosellwhenitisoverbought.[3]RSIwithrecommendedparametersanditsday-to-dayoptimizationwastestedandcomparedwithotherstrategiesinMarekandŠedivá(2017).Thetestingwasrandomisedintimeandcompanies(e.g.,Apple,ExxonMobile,IBM,Microsoft)andshowedthatRSIcanstillproducegoodresults;however,inlongertimeitisusuallyovercomebythesimplebuy-and-holdstrategy.[4]Contents1Calculation2Interpretation2.1Basicconfiguration2.2Principles2.3Divergence2.4Overboughtandoversoldconditions2.5Uptrendsanddowntrends2.6Reversals3Cutler'sRSI4Seealso5References6ExternallinksCalculation[edit]ForeachtradingperiodanupwardchangeUordownwardchangeDiscalculated.Upperiodsarecharacterizedbytheclosebeinghigherthanthepreviousclose:U=closenow−closeprevious{\displaystyleU={\text{c



8. What is RSI?

The Relative Strength Index (RSI) is a momentum oscillator that measures the ... The RSI is a fairly simple formula, but is difficult to explain without pages of ...SkiptoMainContent.SitenavigationFidelity.comHomeCustomerServiceProfileOpenanAccountVirtualAssistantLogInCustomerServiceProfileOpenanAccountVirtualAssistantLogOutSearchfidelity.comorgetaquoteAccounts&TradePortfolioLogInRequiredPortfolioAccountPositionsLogInRequiredAccountPositionsTradeLogInRequiredTradeActiveTraderProTransfersCashManagementLogInRequiredCashManagementBillPayLogInRequiredBillPayFullViewLogInRequiredFullViewSecuritySettingsLogInRequiredSecuritySettingsAccountFeaturesLogInRequiredAccountFeaturesStatementsLogInRequiredStatementsTaxForms&InformationRetirementDistributionsLogInRequiredFidelityRewards+LogInRequiredFidelityRewards+LogInRequiredNewAccountChecklistLogInRequiredReferaFriendPlanning&AdviceWhatWeOfferMyGoalsFinancialBasicsBuildingSavingsRoboInvestingPlusFinancialAdviceWealthManagementFindanadvisorRetirementLifeEventsNews&ResearchNewsWatchListLogInRequiredQuotesQuotesAlertsLogInRequiredMutualFundsStocksFixedIncome,Bonds&CDsETFsOptionsMarkets&SectorsIPOsAnnuitiesLearningCenterNotebookNotebookInvestmentProductsMutualFundsRetirement&IRAsTradingStocksFixedIncome,Bonds&CDsETFsOptionsSectorInvestingCashManagement&CreditCardsManagedAccounts529CollegeSavingsHealthSavingsAccountAnnuitiesLifeInsurance&LongTermCareCharitableGivingWhyFidelityTheFidelityAdvantagePlanning&AdviceTradingStraightforwardPricingInsights&ToolsSecurity&ProtectionMarketplaceSolutionsAboutFidelityCareersCustomerServiceProfileOpenanAccountVirtualAssistantLogInCustomerServiceProfileOpenanAccountVirtualAssistantLogOutHome»Research »LearningCenter »PrintEmailEmailSendto(Separatemultipleemailaddresseswithcommas)PleaseenteravalidemailaddressYouremailaddressPleaseenteravalidemailaddressMessage(Optional)Importantlegalinformationabouttheemailyouwillbesending.Byusingthisservice,youagreetoinputyourrealemailaddressandonlysendittopeopleyo



9. RSI Calculation

RSI Calculation Formula · RSI = 100 – 100 / ( 1 + RS ) · RS = Relative Strength = AvgU / AvgD · AvgU = average of all up moves in the last N price bars · AvgD = ...MacroptionGet a CalculatorSign InTutorialsCalculatorsServicesAboutContactTutorialsCalculatorsServicesAboutContactSign InGet a CalculatorAll»TutorialsandReference»TechnicalAnalysis»RelativeStrengthIndex(RSI)RSICalculationYouareinTechnicalAnalysis»RelativeStrengthIndex(RSI)RSICalculationRSIValueRangeandInterpretationRSIPeriodLengthEffectRSIOverboughtandOversoldConditionRSIOverbought-OversoldwithConfirmationRSIDivergenceMoreinTechnicalAnalysisAverageTrueRange(ATR)RelativeStrengthIndex(RSI)MovingAveragesMACD(MovingAverageConvergence-Divergence)MoreinTutorialsandReferenceOptions101:BeginnerTutorialOptionPayoffExcelTutorialOptionStrategiesOptionGreeksBlack-ScholesModelBinomialOptionPricingModelsVolatilityVIXandVolatilityProductsTechnicalAnalysisStatisticsforFinanceOtherTutorialsandNotesGlossaryThis pageisadetailedguidehowtocalculateRelativeStrengthIndex(RSI).YoucanseehowtheformulasworkinExcelintheRSIExcelCalculator.Thecalculationisexplainedindetailinchapter4ofthecalculator’sguide.RSICalculationFormulaRSI=100–100/(1+RS)RS=RelativeStrength=AvgU/AvgDAvgU=averageofallupmovesinthelastNpricebarsAvgD=averageofalldownmovesinthelastNpricebarsN=theperiodofRSIThereare3differentcommonlyusedmethodsfortheexactcalculationofAvgUandAvgD(seedetailsbelow)RSICalculationStepbyStepCalculateupmovesanddownmoves(getUandD)Averagethe upmoves and downmoves (getAvgUandAvgD)Calculate RelativeStrength(getRS)CalculatetheRelativeStrengthIndex(getRSI)Step1: CalculatingUpMovesandDownMovesWe’llillustratethecalculationofRSIontheexampleofthemostcommonperiod,14.ForRSIcalculationyouneedclosingpricesofthelast15days(forRSIwithaperiodof10,youneedthelast11closingpricesetc.).Let’sstartwithcalculatingtheupmovesanddownmovesinthelast14days(or14pricebarsingeneral).First,calculatethebar-to-barchangesforeachbar:Chng=Closet–Closet-1Foreachbar,upmove(U)equals:Clo



10. RSI Calculation

MacroptionGet a CalculatorSign InTutorialsCalculatorsServicesAboutContactTutorialsCalculatorsServicesAboutContactSign InGet a CalculatorAll»TutorialsandReference»TechnicalAnalysis»RelativeStrengthIndex(RSI)RSICalculationYouareinTechnicalAnalysis»RelativeStrengthIndex(RSI)RSICalculationRSIValueRangeandInterpretationRSIPeriodLengthEffectRSIOverboughtandOversoldConditionRSIOverbought-OversoldwithConfirmationRSIDivergenceMoreinTechnicalAnalysisAverageTrueRange(ATR)RelativeStrengthIndex(RSI)MovingAveragesMACD(MovingAverageConvergence-Divergence)MoreinTutorialsandReferenceOptions101:BeginnerTutorialOptionPayoffExcelTutorialOptionStrategiesOptionGreeksBlack-ScholesModelBinomialOptionPricingModelsVolatilityVIXandVolatilityProductsTechnicalAnalysisStatisticsforFinanceOtherTutorialsandNotesGlossaryThis pageisadetailedguidehowtocalculateRelativeStrengthIndex(RSI).YoucanseehowtheformulasworkinExcelintheRSIExcelCalculator.Thecalculationisexplainedindetailinchapter4ofthecalculator’sguide.RSICalculationFormulaRSI=100–100/(1+RS)RS=RelativeStrength=AvgU/AvgDAvgU=averageofallupmovesinthelastNpricebarsAvgD=averageofalldownmovesinthelastNpricebarsN=theperiodofRSIThereare3differentcommonlyusedmethodsfortheexactcalculationofAvgUandAvgD(seedetailsbelow)RSICalculationStepbyStepCalculateupmovesanddownmoves(getUandD)Averagethe upmoves and downmoves (getAvgUandAvgD)Calculate RelativeStrength(getRS)CalculatetheRelativeStrengthIndex(getRSI)Step1: CalculatingUpMovesandDownMovesWe’llillustratethecalculationofRSIontheexampleofthemostcommonperiod,14.ForRSIcalculationyouneedclosingpricesofthelast15days(forRSIwithaperiodof10,youneedthelast11closingpricesetc.).Let’sstartwithcalculatingtheupmovesanddownmovesinthelast14days(or14pricebarsingeneral).First,calculatethebar-to-barchangesforeachbar:Chng=Closet–Closet-1Foreachbar,upmove(U)equals:Closet–Closet-1ifthepricechangeispositiveZeroifthepricechangeisnegativeorzeroDownmove(D)equals:TheabsolutevalueofCloset–Closet-1ifthepricechangeisnegativeZeroifthepric



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