function varargout = rsi(price,M,thresh,scaling,cost)
% RSI
%%
% Copyright 2010, The MathWorks, Inc.
% All rights reserved.
if ~exist('scaling','var')
scaling = 1;
end
if ~exist('M','var')
M = 0; % no detrending
else
if numel(M) > 1
N = M(2);
M = M(1);
else
N = M;
M = 15*M;
end
end
if ~exist('thresh','var')
thresh = [30 70]; % default threshold
else
if numel(thresh) == 1 % scalar value
thresh = [100-thresh, thresh];
else
if thresh(1) > thresh(2)
thresh= thresh(2:-1:1);
end
end
end
if ~exist('cost','var')
cost = 0; % default cost
end
%% Detrend with a moving average
if M == 0
ma = zeros(size(price));
else
ma = movavg(price,M,M,'e');
end
ri = rsindex(price - ma, N);
%% Position signal
s
写论文第十天:MATLAB之rsi函数
最新推荐文章于 2024-07-15 12:58:26 发布
该博客介绍了MATLAB中实现RSI(相对强弱指数)的函数`rsi()`,包括移动平均线去趋势、RSI计算、信号判断、PNL计算以及夏普比率的计算过程。此外,还展示了如何通过设置不同参数来调整RSI指标,并提供了示例代码。
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