[R-SIG-Finance] SMA of RSI
Joshua Ulrich
josh.m.ulrich at gmail.com
Mon Feb 27 20:52:30 CET 2017
On Mon, Feb 27, 2017 at 1:49 PM, John Klingensmith <johnsk00 at gmail.com> wrote:
> Hi,
> How do take a simple moving average of an indicator, like a 5 period SMA
> of a 3 period RSI?
>
Have you tried anything?
What's wrong with something straight-forward and simple like:
R> require(TTR)
Loading required package: TTR
R> data(ttrc)
R> RSI.SMA <- SMA(RSI(ttrc$Close, 3), 5)
R> tail(RSI.SMA)
[1] 56.32127 42.49744 38.26578 37.85953 39.58722 43.33587
> Best,
> John
>
> [[alternative HTML version deleted]]
>
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--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
R/Finance 2017 | www.rinfinance.com
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