Struct cxmr_ta_core::indicators::RelativeStrengthIndex

pub struct RelativeStrengthIndex { /* fields omitted */ }

The relative strength index (RSI).

It is a momentum oscillator, that compares the magnitude of recent gains and losses over a specified time period to measure speed and change of price movements of a security. It is primarily used to attempt to identify overbought or oversold conditions in the trading of an asset.

The oscillator returns output in the range of 0..100.

Formula

RSI_t = EMA_Ut * 100 / (EMA_Ut + EMA_Dt)

Where:

• RSI_t - value of RSI indicator in a moment of time t
• EMA_Ut - value of EMA of up periods in a moment of time t
• EMA_Dt - value of EMA of down periods in a moment of time t

If current period has value higher than previous period, than:

U = p_t - p_t-1

D = 0

Otherwise:

U = 0

D = p_t-1 - p_t

Where:

• U = up period value
• D = down period value
• p_t - input value in a moment of time t
• p_t-1 - input value in a moment of time t-1

Parameters

• n - number of periods (integer greater than 0). Default value is 14.

Example

use ta::indicators::RelativeStrengthIndex;
use ta::{Calculate, Next};

let mut rsi = RelativeStrengthIndex::new(3).unwrap();
assert_eq!(rsi.calc(10.0), 50.0);
assert_eq!(rsi.calc(10.5).round(), 86.0);
assert_eq!(rsi.calc(10.0).round(), 35.0);
assert_eq!(rsi.calc(9.5).round(), 16.0);

Links

• Relative strength index (Wikipedia)
• RSI (Investopedia)

Methods

impl RelativeStrengthIndex

pub fn new(n: u32) -> Result<Self>

Trait Implementations

impl Calculate for RelativeStrengthIndex

fn calc(&mut self, input: f64) -> f64

impl Clone for RelativeStrengthIndex

fn clone(&self) -> RelativeStrengthIndex

Returns a copy of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for RelativeStrengthIndex

fn fmt(&self, f: &mut Formatter) -> Result

Formats the value using the given formatter.

impl Default for RelativeStrengthIndex

fn default() -> Self

Returns the "default value" for a type.

impl Display for RelativeStrengthIndex

fn fmt(&self, f: &mut Formatter) -> Result

Formats the value using the given formatter.

impl<T: Close> Next<T> for RelativeStrengthIndex

fn next(&mut self, input: &T) -> f64

impl Reset for RelativeStrengthIndex

fn reset(&mut self)