Nineth Day of writing paper: Rsindex function of matlab

function rsi = Rsindex (Closep, Nperiods)

% input price vector, term (default is 14th), output RSI value%rsindex Relative Strength Index (RSI).% Rsindex calculates the Relative Strength Index (RSI). The RSI is calculated% based on a default 14-period period.%% RSI = rsindex (closep)% RSI = Rsindex (Closep, Nperiods) Percent Optional inputs:nperiods%% inputs:% closep-nx1 vector of closing prices.%% Optional inputs:% nperiods- Scalar value of the number of periods. The default is period% is 14.%% outputs:% rsi-nx1 vector of the relative strength index%% note:the RS Fact Or is calculated by dividing the average of the gains by% the average of the losses within a specified period.%% RS = (average gains)/(average losses) percent Also, the first value of RSI, RSI (1), is a NaN in order to preserve the% Dimens Ions of closep.%% example:% load disney.mat% dis_rsi = Rsindex (dis_close);% plot (dis_rsi); percent See also N             Egvolidx, posvolidx.% reference:murphy, John J., Technical Analysis of the Futures market,% New York Institute of Finance, 1986, pp. 295-302% Copyright 1995-2006 The MathWorks, inc.% $Revision: 1.1.6.3 $ $Da    TE:2006/03/21 07:01:38 $% Check input arguments.switch nargin Case 1 nperiods = 14; Case 2 if Numel (nperiods) ~= 1 | |                MoD (nperiods, 1) ~= 0 error (' Ftseries:rsindex:NPERIODSMustBeScalar ', ...        ' Nperiods must be a scalar integer. ');                ElseIf nperiods > Length (CLOSEP) error (' Ftseries:rsindex:NPERIODSTooLarge1 ', ...        ' Nperiods is too large for the number of data points. ');            End otherwise error (' Ftseries:rsindex:InvalidNumberOfInputArguments ', ... ' Invalid number of input arguments. '); end% Check to make sure CLOSEP is a column Vectorif size (closep, 2) ~= 1 error (' Ftseries:rsindex:ClosepMustBeColumnVect        ', ... ' Closing prices must be a column vector. '); end% Check for Data sufficiency.if length (CLOSEP) < Nperiods error (' Ftseries:rsindex:NPERIODSTooLarge2', ... ' Nperiods is too large for the number of data points. '); end% Calculate The Relative Strength Index (RSI). if (Nperiods > 0) && (nperiods ~= 0)% determine how many n    Ans is in the beginning nanvals = isNaN (CLOSEP);    Firstval = Find (Nanvals = = 0, 1, ' first ');    Numleadnans = FIRSTVAL-1;    % Create vector of Non-nan closing prices NNANCLOSEP = CLOSEP (~isnan (CLOSEP));    % take a diff of the Non-nan closing prices Diffdata = diff (nnanclosep);    Pricechange = ABS (Diffdata);    % Create ' + ' delta vectors and '-' delta vectors advances = pricechange;    declines = Pricechange;    Advances (Diffdata < 0) = 0;    Declines (diffdata >= 0) = 0; % Calculate The RSI of the Non-nan closing prices. Ignore first Non-nan% closep b/c It is a reference point.    Take to account any leading NaNs%, may exist in Closep vector.    Trsi = Nan (Size (diffdata, 1)-numleadnans, 1);       For didx = Nperiods:size (diffdata, 1)% gains/losses Totalgain = SUM (Advances ((Didx-(nperiods-1)):d idx));        Totalloss = SUM (Declines ((Didx-(nperiods-1)):d idx));        % Calculate RSI rs = totalgain./totalloss;    TRSI (DIDX) =-(+/(1+RS));    End% Pre allocate vector taking into account reference value and leading NaNs. % length of vector = Length (closep)-# of reference Values-# of leading NaNs rsi = Nan (Size (closep, 1) -1-numleadnans    , 1);    % Populate RSI RSI (~isnan (CLOSEP (2+numleadnans:end))) = Trsi; % Add leading NaNs rsi = [Nan (numleadnans+1, 1); Rsi];elseif nperiods < 0 error (' Ftseries:rsindex:NPERIODSMustBeP        Osscalar ', ... ' Nperiods must be a positive scalar. '); else RSI = closep;end% [EOF]

Nineth Day of writing paper: Rsindex function of matlab