Libraries: IncRSIOnArray
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IncRSIOnArray:
CRSIOnArray class is designed for calculation of RSI (Relative Strength Index, RSI) values on indicator buffers.
The Relative Strength Index Technical Indicator (RSI) is a price-following oscillator that ranges between 0 and 100. A popular method of analyzing the RSI is to look for a divergence in which the security is making a new high, but the RSI is failing to surpass its previous high. This divergence is an indication of an impending reversal. When the Relative Strength Index then turns down and falls below its most recent trough, it is said to have completed a "failure swing". The failure swing is considered a confirmation of the impending reversal.
Author: Дмитрий