matlab rsi,matlab实现RSI计算器
时间: 2023-07-13 17:07:42 浏览: 340
MATLAB可以使用以下代码实现RSI计算器:
```matlab
% 导入股票价格数据
data = readtable('stock_price.csv');
prices = data.Close;
% 定义RSI参数
rsi_period = 14;
% 计算RSI
change = diff(prices);
gain = zeros(size(change));
loss = zeros(size(change));
gain(change>0) = change(change>0);
loss(change<0) = -change(change<0);
avg_gain = movmean(gain, [rsi_period-1, 0], 'Endpoints', 'discard');
avg_loss = movmean(loss, [rsi_period-1, 0], 'Endpoints', 'discard');
rs = avg_gain ./ avg_loss;
rsi = 100 - (100 ./ (1+rs));
% 绘制RSI图表
plot(rsi);
title('RSI');
xlabel('日期');
ylabel('RSI值');
```
其中,`stock_price.csv`是包含股票价格数据的CSV文件,`Close`列是收盘价。`rsi_period`是RSI计算的周期,一般为14天。`diff`函数用于计算价格变化,`movmean`函数用于计算移动平均线,`rs`是相对强弱指标,`rsi`是RSI指标。最后使用`plot`函数绘制RSI图表。
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