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rsindex

Relative Strength Index (RSI)

rsindex has been partially removed and will no longer accept a fints object (tsobj) argument. Use a matrix, timetable, or table instead for financial time series.

Use fts2timetable to convert a fints object to a timetable object.

Syntax

index = rsindex(Data)
index = rsindex(___,Name,Value)

Description

example

index = rsindex(Data) calculates the Relative Strength Index (RSI) from the series of closing stock prices.

example

index = rsindex(___,Name,Value) adds optional name-value pair arguments.

Examples

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Load the file SimulatedStock.mat, which provides a timetable (TMW) for financial data for TMW stock.

load SimulatedStock.mat
index = rsindex(TMW);
plot(index.Time,index.RelativeStrengthIndex)
title('Relative Strength Index for TMW')

Input Arguments

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Data with closing prices, specified as a matrix, table, or timetable. For matrix input, Data is M-by-1 with closing prices. Timetables and tables with M rows must contain a variable named 'Close' (case insensitive).

Data Types: double | table | timetable

Name-Value Pair Arguments

Specify optional comma-separated pairs of Name,Value arguments. Name is the argument name and Value is the corresponding value. Name must appear inside quotes. You can specify several name and value pair arguments in any order as Name1,Value1,...,NameN,ValueN.

Example: index = rsindex(TMW,'WindowSize',10)

Moving window size for relative strength index, specified as the comma-separated pair consisting of 'WindowSize' and a scalar positive integer.

Data Types: double

Output Arguments

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Relative strength index, returned with the same number of rows (M) and the same type (matrix, table, or timetable) as the input Data.

More About

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Relative Strength Index

Relative strength index is calculated by dividing the average of the gains by the average of the losses within a specified period.

RS = (average gains) / (average losses)

References

[1] Murphy, John J. Technical Analysis of the Futures Market. New York Institute of Finance, 1986, pp. 295–302.

Introduced before R2006a