Research method
Relative Strength Index
Relative Strength Index is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Conditional forecast or research filter
- Input
- Ordered price, volume or breadth observations
- Horizon
- A defined sampling interval and lookback
- Best use
- Compare an explicit quantitative baseline with an out-of-sample result.
- Input: Ordered price, volume or breadth observations.
- Output: forecast.
- Use boundary: Compare an explicit quantitative baseline with an out-of-sample result.
The graph8
How the method is built, and where it has been read
Depends on
Often reviewed together
Volume-weighted RSI5 readings
Often reviewed together
Commodity Channel Index5 readings
Often reviewed together
System optimization6 readings
Often reviewed together
Moving-average crossover6 readings
Often reviewed together
Average Directional Index6 readings
Often reviewed together
Trend filter7 readings
Often reviewed together
Candlestick patterns7 readings
Often reviewed together
Exponential smoothing8 readings
Read in the archive24 of 261 readings
1985Session windows, volume weights, and divergence in RSI construction1986Constructing bounded relative-strength overlays from oscillator limits1987Relative strength evaluation under competing optimization criteria1987Evaluating silver moving averages and RSI by scoring rule1987Constructing scaled OHLC matrices for study overlays1987Constructing the commodity channel, average directional, and relative strength indexes on a shared cycle scale1987Stochastic fast and slow construction as a rebuildable stack1988Relative strength, stochastics, and on-balance volume as a turning-point stack1988Staged Average Directional Index construction with Relative Strength Index confirmation and stop alerts1989Constructing the money-flow index as a volume-weighted relative-strength oscillator1989Testing relative-strength-index reversal rules against trend continuation1989A daily checklist that separates the screen from the entry1989Cycle-length windows for momentum, Relative Strength Index, and stochastic construction1989Constructing lag-matched triangular moving averages1990Walk-forward screen for yen indicator rules1990Three-window walk-forward system evaluation1991Swing relative strength versus an index proxy1991Write a staged RSI exit book with trailing stops1991Constructing the relative strength index from seed and recursive averages1991Blue-chip rank rotation by relative-strength-index slope1991Constructing a double-smoothed momentum oscillator family1991A commodity-bond regime check before an equity relative strength index1991Inverting relative-strength-index closes for same-session rules1991Seeded averages and the recursive-update
This registry entry describes a research method. It is not investment advice and does not make a performance claim.