申万宏源技术指标测试大全之三十二— Relative Strength Index

由crisvalentine创建，最终由crisvalentine更新于2023-06-13 06:53 被浏览 43 用户

指标介绍

相对强弱指标（Relative Strength Index）：简称Rsi

所需数据和参数：Rsi(close,nDay,mDay )

指标伪码：

DIFF:=CLOSE-REF(CLOSE,1);

RSI1:=SMA(MAX(DIFF,0),MDAY,1)/SMA(ABS(DIFF),MDAY,1);

RSI2:=SMA(MAX(DIFF,0),NDAY,1)/SMA(ABS(DIFF),NDAY,1);

RSISHORT:100RSI1/(1+RSI1);

RSILONG:100RSI2/(1+RSI2);