RSI Calculation | RSI formula

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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