RSI calculator (Scripts) Publisher's description
from Josiah Renfree
This program is used to calculate the Relative Strength Index (RSI) technical indicator for a user-provided vector giving stock prices
This program is used to calculate the Relative Strength Index (RSI) technical indicator for a user-provided vector giving stock prices. The user may also specify the number of samples to use for each period. The default period is 14 samples.
RSI = calc_RSI(data,N) calculates the RSI over the stock price values found in data using a period of N samples.
RSI = calc_RSI(data) calculates the RSI using the default period of 14 samples.
The vector 'data' must be formatted so that the value corresponding to the most recent date is at the end of the vector, while the oldest price value is found at the beginning of the vector. The vector RSI is formatted in the same way.
The vector 'RSI' will not be the same length as the vector 'data', since the first N samples of 'data' need to be used to calculate the first 'RSI' sample.
NOTE: I commonly use my other program, "Historical Stock Data Downloader," to retrieve the stock data that
System Requirements:MATLAB 7 (R14)
Program Release Status: New Release
Program Install Support: Install and Uninstall