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C++ API

Function File: rsi = rsindex (closeprice)
Function File: rsi = rsindex (closeprice, nperiods)

Compute the relative strength index (RSI) of an asset from the vector of closing prices (closeprice). nperiods defines the number of periods that the rsi should be calculated for (default: 14).

The beginning of the rsi is padded with nans to match the size of closeprice.

Package: financial