rsi.m

A technical trading system comprises a set of trading rules that can be used to generate trading sig

function H=RSI(eIndex,nDays,ET,mxargus)
%---------------------------------------------------------------------------------------------
% H=RSI(Index, No of Days, Entry Threshold, Data Matrix)
% Relative Strength Index
% The Relative Strength Index, introduced by Wilder (1978), is one of the most well-known
% momentum oscillator systems. Momentum oscillator techniques derive their name from the fact
% that trading signals are obtained from values which 搊scillate