Learn R Programming

DSTrading (version 1.0)

CycleRSI: Cycle Analytics For Traders RSI Oscillator

Description

Computes the modified RSI from Chapter 7-4 of Cycle Analytics for Traders by Dr. John Ehlers

Usage

CycleRSI(x, n = 20)

Arguments

x

a time series

n

a lookback period

Value

an RSI between 0 and 100