RSI of a Moving Average with Double-Smoothed Wilder Smoothing

Summary

This indicator applies RSI to a moving average rather than directly to raw price. The input average can be a simple, exponential, smoothed, or weighted moving average. It then uses double-smoothed Wilder exponential averaging in the RSI calculation, combining a smoothed price input with additional smoothing inside the oscillator.

The document says the resulting indicator can be used like a conventional RSI of a moving average. It does not give parameter values, threshold rules, examples, comparisons with standard RSI, or backtest results. The description therefore outlines the construction and intended general use, but provides no evidence about whether the extra smoothing improves signal quality or how it affects responsiveness and lag.

Key ideas

• The indicator calculates RSI from a moving average instead of raw price.
• The selectable input averages are simple, exponential, smoothed, and linear weighted.
• Wilder-style exponential smoothing is applied twice in the RSI calculation.
• The document offers no settings, performance evidence, or guidance on interpreting signals.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.