RelativeStrengthIndex


Summary

The RSI (Wilder) is momentum oscillator, measuring the velocity and magnitude of directional price movements.

Remarks

The RSI is most typically used on a 14 day timeframe, measured on a scale from 0 to 100, with high and low levels marked at 70 and 30, respectively. Shorter or longer timeframes are used for alternately shorter or longer outlooks. More extreme high and low levels—80 and 20, or 90 and 10—occur less frequently but indicate stronger momentum.

Syntax

public interface RelativeStrengthIndex

Members

NameTypeSummary
Result PropertyThe resulting time series of the RelativeStrengthIndex Indicator calculation

Example 1

private RelativeStrengthIndex _rsi;
protected override void Initialize()
{            
    _rsi = Indicators.RelativeStrengthIndex(MarketSeries.Close, 14);
}
public override void Calculate(int index)
{
    double result = _rsi.Result[index];
}