2016-10-03 92 views
0

差分quantmod包的ChartSeries中間可見()+ addRSI()和TTR的RSI()R:quantmod的ChartSeries中addRSI顯示不同的答案比TTR的RSI

ChartSeries中示出了RSI在54.50 和TTR示出它在73.49

任何理由爲何有所不同?

感謝 GW

todate = Sys.Date() 
fromdate = '2015-01-01' 
tick = "STZ" 
getSymbols(tick, src = 'yahoo', from = fromdate, to = todate) 
chartSeries(STZ ,name = tick, theme="white", TA="addRSI()") 
price <- Cl(STZ) 
rsi <- RSI(price, 2) 
tail(rsi) 

       EMA 
2016-09-23 88.804068 
2016-09-26 40.403057 
2016-09-27 57.262952 
2016-09-28 28.881392 
2016-09-29 8.375952 
2016-09-30 73.493351 

回答

1

rsi <- RSI(price, 2)使用n=2,而addRSI使用默認n=14因爲你沒有在naddRSI值傳遞。

+0

是的,就是這樣,謝謝,有14個放在rsi < - RSI(price,14)中,它有相同的結果 –

+0

@Gardn Water *當某人回答我的問題時我應該怎麼做?* http:// stackoverflow.com/help/someone-answers – FXQuantTrader