RSI: Relative Strength Index
The Relative Strength Index (RSI) calculates a ratio of the recent upward price movements to the absolute price movement. Developed by J. Welles Wilder.
Usage
Arguments
Price series that is coercible to xts or matrix.
Number of periods for moving averages.
A function or a string naming the function to be called.
A list with the first component like (1) above, and additional parameters specified as named components. See Examples.
Other arguments to be passed to the maType function in case (1) above.
Value
A object of the same class as price or a vector (if try.xts fails) containing the RSI values.
Details
The RSI calculation is RSI = RSI指标带有通道和信号箭头 100 - 100 / ( 1 + RS ) , where RS is the smoothed ratio of 'average' gains over 'average' losses. The 'averages' aren't true averages, since they're divided by the value of n and not the number of periods in which there are gains/losses.
References
See Also
See EMA , SMA , etc. for moving average options; and note Warning section. See CMO for a variation on RSI.
RSI指标
公式的目的是为了克服动能指标的构建过程中存在的两个问题： 1.不规则变动 2.为了比较的需要而设立固定的交易区域 不规则变动是由股价剧烈的运动引起的，但在计算中逐渐消失，很多情况下股价在短时间内剧烈的下跌或上升可能造成动能曲线的突然改变,RSI试图消除这种扭曲现象。 RSI公式不仅能够提供这种平滑特征，而且可以产生一个能够在0-100之间固定区域变动的指标。 怀尔德推荐的默认时间跨度是14天，他论证了应用月周期28日的一半是有效的。
RSI指标带有通道和信号箭头
对于干净的无线电磁环境，电磁底噪水平可以通过一下公式进行计算： PN = 10lg(KTW)， 对于CDMA系统来说常温情况下的底噪水平是-113dBm/1.2288M，考虑5dB的接收机噪声系数以及2dB的无线环境底噪波动水平，所以正常情况下，RSSI的监测结果应该是-106dBm左右，对于系统负荷的影响，一般最大不超过8dB,也就是-98dBm左右，考虑3dB余量，也就是说在高负荷情况下，如果系统工作正常，RSSI平均水平最大不超过－95dBm，否则就意味着网络有严重的反向干扰。
2）电磁底噪水平的计算公式：噪声基底=－174+10 log(BW) + 噪声指数。其中BW为频带宽，单位为Hz;噪声系数为设备引入的热噪声。如果要计算CDMA系统1.25MHz带宽内基站天线接收端的噪声系数，其计算公式为：噪声基底=－174+10log(1.25*10^6)=-113dBm。由于天线端并没有经过有源设备，因此噪声系数为0。如果计算基站LNA噪声基底就要加LNA的增益和LNA的噪声系数。
RSI指标带有通道和信号箭头
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