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全部话题 - 话题: nperiod
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A***l
发帖数: 302
1
We don't use C++. My guess is a vector of maps or a dictionary data structur
e will do.
People don't use or interpret tehnical signals in the same way. For example,
in exponential moving average, some signals use 1/N as the decay factor; ma
ny others use 1/(2N+1).
The following is a Matlab funciton that I use to calculate RSI.
function RSI = rsi(data, nPeriod, type)
% PURPOSE: calculates the relative strength indicator for data
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