상대 강도 지수 (RSI)

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데피니션

The 렐러티브 스트렝쓰 인덱스 (RSI)방향성 가격 움직임의 변화 (크기) 뿐만 아니라 스피드 (속도) 까지 재는데 쓰이는 정통적인 모멘텀 기반 오실레이터입니다. 근본적으로 RSI 를 그려보면 어떤 특정 마켓에 대하여 과거 뿐만 아니라 현재의 강함 내지 약함을 함께 시각적으로 모니터할 수 있는 방법을 제공해 줍니다. 강함 이나 약함은 가격과 모멘텀 변화의 믿을만한 수치를 만들어 내는 트레이딩 피어리어드클로징 프라이스를 기반으로 정하게 됩니다. (주식 지수와 같은) 현금 기반 종목과 (전체 파생 분야와 같은) 레버리지 기반 금융 상품이 널리 쓰이는 것을 볼 때, RSI 는 가격 움직임에 대한 인디케이터로 자리매김하였습니다.

히스토리

J.Welles Wilder Jr. is the creator of the Relative Strength Index. A former Navy mechanic, Wilder would later go on to a career as a mechanical engineer. After a few years of trading commodities, Wilder focused his efforts on the study of technical analysis. In 1978 he published New Concepts in Technical Trading Systems. This work featured the debut of his new momentum oscillator, the Relative Strength Index, better known as RSI. Over the years,

RSI has remained quite popular and is now seen as one of the core, essential tools used by technical analysts the world over. Some practitioners of RSI have gone on to further build upon the work of Wilder. One rather notable example is James Cardwell who used RSI for trend confirmation.


계산

RSI = 100  100/ (1 + RS)
RS = Average Gain / Average Loss


기본사항

As previously mentioned, RSI is a momentum based oscillator. What this means is that as an oscillator, this indicator operates within a band or a set range of numbers or parameters. Specifically, RSI operates between a scale of 0 and 100. The closer RSI is to 0, the weaker the momentum is for price movements. The opposite is also true. An RSI closer to 100 indicates a period of stronger momentum.

- 14 days is likely the most popular period, however traders have been known to use a wide variety of numbers of days.


봐야할 것

과매수/과매도

Wilder believed that when prices rose very rapidly and therefore momentum was high enough, that the underlying financial instrument/commodity would have to eventually be considered overbought and a selling opportunity was possibly at hand. Likewise, when prices dropped rapidly and therefore momentum was low enough, the financial instrument would at some point be considered oversold presenting a possible buying opportunity.

There are set number ranges within RSI that Wilder consider useful and noteworthy in this regard. According to Wilder, any number above 70 should be considered overbought and any number below 30 should be considered oversold.

An RSI between 30 and 70 was to be considered neutral and an RSI around 50 signified “no trend”. - Some traders believe that Wilder’s overbought/oversold ranges are too wide and choose to alter those ranges. For example, someone might consider any number above 80 as overbought and anything below 20 as undersold. This is entirely at the trader’s discretion.


This is an interactive chart. Users have the ability to scroll through the embedded chart or click on "Make it Live" to open the full chart in a separate browser window.

다이버전스

RSI Divergence occurs when there is a difference between what the price action is indicating and what RSI is indicating. These differences can be interpreted as an impending reversal. Specifically there are two types of divergences, bearish and bullish.

Bullish RSI Divergence – When price makes a new low but RSI makes a higher low.
Bearish RSI Divergence – When price makes a new high but RSI makes a lower high.

-Wilder believed that Bearish Divergence creates a selling opportunity while Bullish Divergence creates a buying opportunity.


This is an interactive chart. Users have the ability to scroll through the embedded chart or click on "Make it Live" to open the full chart in a separate browser window.

페일류어 스윙

Failure swings are another occurrence which Wilder believed increased the likelihood of a price reversal. One thing to keep in mind about failure swings is that they are completely independent of price and rely solely on RSI. Failure swings consist of four “steps” and are considered to be either Bullish (buying opportunity) or Bearish (selling opportunity).


불리쉬 페일류어 스윙

  1. RSI drops below 30 (considered oversold).
  2. RSI bounces back above 30.
  3. RSI pulls back but remains above 30 (remains above oversold)
  4. RSI breaks out above its previous high.

베어리쉬 페일류어 스윙

  1. RSI rises above 70 (considered overbought)
  2. RSI drops back below 70
  3. RSI rises slightly but remains below 70 (remains below overbought)
  4. RSI drops lower than its previous low.


Failureswingnoted.jpg

카드웰의 트렌드 컨퍼메이션

Of course no one indicator is a magic bullet and almost nothing can be taken simply at face value. Andrew Cardwell, who was mentioned earlier, was one of those students who took Wilder’s RSI interpretations and built upon them. Cardwell’s work with RSI led to RSI being a great tool not just for anticipating reversals but also for confirming trends.


업트렌드/다운트렌드

Cardwell made keen observations while studying Wilder’s ideas of divergence. Cardwell believed that:

  • Bullish Divergence only occurs in a Bearish Trend.
  • Bearish Divergence only occurs in an Bullish Trend.
  • Both Bullish and Bearish Divergence usually cause a brief price correction and not an actual trend reversal.


This is an interactive chart. Users have the ability to scroll through the embedded chart or click on "Make it Live" to open the full chart in a separate browser window.


What this means is that essentially Divergence should be used as a way to confirm trends and not necessarily anticipate reversals.


리버설

Cardwell also discovered what are referred to as Positive and Negative Reversals. Positive and Negative Reversals are basically the opposite of Divergence.

  • Positive Reversal occurs when price makes a higher low while RSI makes a lower low. Price proceeds to rise. Positive Reversals only occur in Bullish Trends.
  • Negative Reversal occurs when price makes a lower high while RSI makes a higher high. Price proceeds to fall. Negative Reversals only occur in Bearish Trends.

Positive and Negative Reversals can be boiled down to cases where price outperformed momentum. And because Positive and Negative Reversals only occur in their specified trends, they can be used as yet another tool for trend confirmation.


This is an interactive chart. Users have the ability to scroll through the embedded chart or click on "Make it Live" to open the full chart in a separate browser window.


써머리

For more than four decades the Relative Strength Index (RSI) has been an extremely valuable tool for almost any serious technical analyst. Wilder’s work with momentum laid the groundwork for future chartists and analysts to dive in deeper to further explore the implications of his RSI modeling and its correlation with underlying price movements. As such, RSI is simply one of the best tools or indicators in a trader’s arsenal of market metrics to develop most any trading methodology. Only the novice will take one look at RSI and assume which direction the market will be heading next based off of one number. Wilder believed that a bullish divergence was a sign that the market would soon be on the rise, while Cardwell believed that such a divergence was merely a slight price correction on the continued road of a downward trend. As with any indicator, a trader should take the time to research and experiment with the indicator before relying on it as a sole source of information for any trading decision. When used in proper its perspective, RSI has proven to be a core indicator and reliable metric of price, velocity and depth of market.


TRADINGVIEW 에서 쓰는 법

  1. Navigate to https://www.tradingview.com/
  2. On the landing page, enter a symbol and click "Launch Chart"
  3. Within the Toolbar along the top of the chart select "Indicators" and choose the one you would like to add to your chart.
  4. To make changes to your Indicator you will need to access the Formatting Window.
  5. You can access the Formatting Window by either clicking on the Blue "Format" button in the Chart Header next to the Indicator name, or by right clicking on the Indicator in the chart itself and selecting "Format".

인풋

RSIInputsFixed.PNG

렝쓰

The time period to be used in calculating the RSI. 14 days is the default.

소스

Determines what data from each bar will be used in calculations. Close is the default.

스타일

RSIStyleFixed.PNG

RSI

Can toggle the visibility of the RSI as well as the visibility of a price line showing the actual current price of the RSI. Can also select the RSI's color, line thickness and line style.

어퍼 밴드

Can toggle the visibility of the Upper Band as well as sets the boundary, on the scale of 1-100, for the Upper Band (70 is the default). the Upper Band's color, line thickness and line style can also be determined.

로우어 밴드

Can toggle the visibility of the Lower Band as well as sets the boundary, on the scale of 1-100, for the Lower Band (30 is the default). the Lower Band's color, line thickness and line style can also be determined.

백그라운드

Toggles the visibility of a Background color within the RSI's boundaries. Can also change the Color itself as well as the opacity.

프리시젼

Sets the number of decimal places to be left on the indicator's value before rounding up. The higher this number, the more decimal points will be on the indicator's value.

프로퍼티

RSIPropsFixed.PNG

라스트 밸류 온 프라이스 스케일

Toggles the visibility of the Indicator Value on the vertical axis.

헤더 아규먼트

Toggles the visibility of the indicator's name and settings in the upper left hand corner of the chart.

스케일링

Scales the indicator to either the Right or to the Left.