Relative Strength Index: alguns apontamentos

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Relative Strength Index: alguns apontamentos

por rsacramento » 9/8/2019 16:01

Calculation
Código: Selecionar todos
                   100
    RSI = 100 - --------
                 1 + RS


RS = Average Gain / Average Loss
To simplify the calculation explanation, RSI has been broken down into its basic components: RS, Average Gain and Average Loss. This RSI calculation is based on 14 periods, which is the default suggested by Wilder in his book. Losses are expressed as positive values, not negative values.
The very first calculations for average gain and average loss are simple 14-period averages:
 First Average Gain = Sum of Gains over the past 14 periods / 14.
 First Average Loss = Sum of Losses over the past 14 periods / 14
The second, and subsequent, calculations are based on the prior averages and the current gain loss:
 Average Gain = [(previous Average Gain) x 13 + current Gain] / 14.
 Average Loss = [(previous Average Loss) x 13 + current Loss] / 14

in ChartSchool

The RSI aims to indicate whether a market is considered to be overbought or oversold in relation to recent price levels. The RSI calculates average price gains and losses over a given period of time; the default time period is 14 periods with values bounded from 0 to 100
(...)
Since the indicator displays momentum, as long as an asset's price momentum remains strong (either up or down) the indicator can stay in overbought or oversold territory for long periods of time. Therefore, the RSI is most trustworthy in an oscillating market when the price is alternating between bullish and bearish periods

in Investopedia
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