Using a Hann Window to Smooth and Center the RSI

Summary

The document describes an RSI variant associated with John Ehlers’s work that applies Hann windowing. It says the resulting indicator is smoother than the conventional RSI and has a zero mean, with enough smoothing built into its calculation that extra filtering is unnecessary. The text does not give the formula, parameter choices, charts, or comparative performance evidence, so the claims cannot be assessed from this page alone.

It suggests using the indicator in familiar RSI-style ways: changes in its color may help estimate shifts in momentum, while crossings of the zero level may serve as a rough guide to longer-term trend direction. These are presented as possible interpretations rather than tested trading rules. No market, timeframe, entry trigger, exit rule, or risk control is specified, and the brief description does not establish that the indicator improves results over standard RSI.

Key ideas

• Hann windowing is used to create a smoother RSI variant with a zero mean.
• The indicator’s built-in smoothing is described as eliminating the need for additional filtering.
• Color changes are suggested as a possible indication of momentum shifts.
• Zero crossings are suggested as a rough way to estimate longer-term trends.
• The page gives no formula, tests, or complete trading rules.

Tags

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