参考 — Glowwiki:RSI
以下定义与公式依据该条目。该条目明确写出了自己的边界: “Whether this produces profit is not addressed in that article.” 本页回答的正是那个问题。
来自参考条目的提示: Wilder smoothing has no fixed window, so an RSI value depends on how much history was loaded before it — Cutler documented that the same symbol and setting gives different values depending where the data file starts. Cutler's variant, using a simple moving average, does not have this dependency. The reference also notes that its Cardwell section has carried an unsourced tag since June 2014, and that Wilder and Cardwell read divergence in opposite directions.
公式
RSI
RSI = 100 − 100/(1 + RS), RS = avgGain / avgLoss
Averages use Wilder smoothing (α = 1/n), not a fixed window
已确认的事实
RSI is a momentum indicator measuring the speed of price change, conventionally read as overbought above 70 and oversold below 30. [1]
通行的解读
The 70/30 thresholds are conventional rather than absolute and are applied differently across markets and periods. [1]
Levels such as 80/20 or 90/10 occur more rarely but indicate stronger momentum — which is why the threshold is swept rather than fixed on this page. [1, 3]
Wilder and Cardwell read divergence in opposite directions — one as an approaching reversal, the other as trend confirmation. The reference presents both without ruling, and so does this page. [3]
The reference notes its own Cardwell section has carried an unsourced tag since June 2014. The trend-adjusted 40–80 / 60–20 bands attributed to him are therefore weaker ground than the rest of the article, and are not used here. [3]
Marek and Šedivá (2017) reported that over longer horizons RSI trading is usually overcome by simple buy and hold. [3]
The usefulness of technical analysis as a whole is contested by the efficient-market hypothesis. The reference article states the dispute without ruling on it — and neither does this page. What is below is one measurement, not a verdict. [1, 2]