Apama Capital Markets Foundation Documentation : Capital Markets Foundation Guide : Finance Smart Blocks for Developing Scenarios : CMF financial analytic smart blocks : RSI Calculator v2.0
RSI Calculator v2.0
This block calculates the Relative Strength Index, which is a measure of the magnitude of a security’s recent gains against the magnitude of recent losses. It produces a result between 0 and 100.
Description
To make this block available to your scenario, you must add the Analytic APIs bundle to your project.
Parameters
Parameter
Description
duration
Period over which to accumulate data, or 0 for no limit.
Operations
Operation
Description
start
Starts the calculation of RSI. Must be called before the calculator will generate any statistics.
stop
Stops the calculation of further RSI. Any subsequent input feeds are ignored.
clear
Clears the current data set.
Input feeds
Feed
Fields
Description
data
value
The price at which a trade occurred.
Output feeds
Feed
Fields
Description
rsi
value
The relative strength indicator.
samples
The number of periods (samples-1) over which the RSI was calculated.
Note that the relative strength indicator is only generated if there are at least two trades to consider.
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