Variable RSI Smoothing and Flexible Length Settings

Summary

This brief indicator note describes an RSI variant whose calculation allows users to choose both the lookback length and the smoothing method. It contrasts this flexibility with the conventional RSI description given in the source, which uses exponential smoothing with a period related to the selected length, or Wilder smoothing. The note attributes the variant's calculation algorithm to its original developer.

The document provides no formula, parameter guidance, chart, market example, or performance comparison, so it does not establish whether changing the smoothing method improves signals. It is best read as a concise description of configurable RSI construction. Traders evaluating it would need to define settings, compare the output with standard RSI, and test any resulting rules against appropriate data and trading costs.

Key ideas

• The indicator permits different lookback lengths and smoothing methods.
• The note contrasts its flexibility with conventional RSI smoothing conventions.
• No formula, parameter recommendations, or empirical performance evidence is included.
• Any trading use requires separate validation of settings and resulting rules.

Tags

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