John Ehlers Yet Another Improved RSI – RSIH

John Ehlers Yet Another Improved RSI – RSIH

In his article in this issue, “(Yet Another) Improved RSI,” John Ehlers explains how he enhances the RSI by taking advantage of Hann windowing. The RSIH indicator provides a smoother calculation than the classic RSI and has a zero mean. The inherent smoothing in the computation removes the need for supplemental filtering. The best length to use for the RSIH is described to be one that is on the order of the dominant cycle period in the data.

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