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Stocks & Commodities V. 40:01 (2628): (Yet Another) Improved RSI by John F. Ehlers
Stocks & Commodities V. 40:01 (2628): (Yet Another) Improved RSI by John F. Ehlers
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(Yet Another) Improved RSI by John F. Ehlers
Over the years there have been many looks at this ven-erable, longstanding tool of technical analysis. Here, we introduce an improvement to the RSI that brings this indicator into the age of algorithmic trading. This improved RSI takes advantage of the Hann windowing technique described in an article earlier this year.
When I started trading, I questioned why 14 days were used in the calculation of the RSI. My broker said, Because Welles Wilder said so. Well, that response was certainly unsatisfying to this engineer ...
Over the years there have been many looks at this ven-erable, longstanding tool of technical analysis. Here, we introduce an improvement to the RSI that brings this indicator into the age of algorithmic trading. This improved RSI takes advantage of the Hann windowing technique described in an article earlier this year.
When I started trading, I questioned why 14 days were used in the calculation of the RSI. My broker said, Because Welles Wilder said so. Well, that response was certainly unsatisfying to this engineer ...
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