Smoothing RSI with Harmonic Filtering and Spectral Parameters

Summary

This indicator description explains a way to smooth an RSI time series by filtering higher-order harmonics. The stated aim is to reduce roughness while avoiding the delay associated with ordinary smoothing, and the author says the same approach can be applied to other indicator series.

The inputs include the RSI period and applied price, a series length constrained to a power of two, a smoothing coefficient that suppresses frequency ratios above a selected level, and a horizontal bar shift. At the maximum smoothing coefficient, the output reproduces the original RSI series. The indicator depends on an external FFT library. The document provides no comparative tests or evidence supporting its claim of no delay, so that characteristic should be treated as an assertion rather than a demonstrated result.

Key ideas

• The indicator smooths RSI values by filtering higher-order harmonics.
• Its stated goal is to smooth the series without adding delay.
• The series length must be a power of two, and the smoothing coefficient controls frequency suppression.
• At the maximum coefficient, the filtered output repeats the original RSI series.
• Operation requires an external FFT library, and no performance comparison is provided.

Tags

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