Engineering Alpha

Engineering Alpha

The Dynamic Relative Strength Index.

Creating the Dynamic Relative Strength Index in Python.

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Jan 07, 2022
∙ Paid

What period should we put on the relative strength index? This question is subjective and is personal to every analyst and trader. One solution to this dilemma is to try to automate the process of choosing the lookback period at every time step. In this article, we will see how to create a dynamically adjusted relative strength index.

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