# How To Compute Relative Strength Index (RSI) in Fortran?

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by kadin , in category: Third Party Scripts , 5 months ago

How To Compute Relative Strength Index (RSI) in Fortran?

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by rollin , 5 months ago

To compute the Relative Strength Index (RSI) in Fortran, you can use the following algorithm:

1. Initialize variables: n: the number of periods to consider for the RSI calculation (typically 14) upsum: the sum of gains over the last n periods downsum: the sum of losses over the last n periods
2. Iterate through the price data for each period: Calculate the price change (delta) from the previous period If delta is positive, add it to upsum; if delta is negative, add its absolute value to downsum
3. Calculate the average gain (avgup) and average loss (avgdown) over the last n periods: avgup = upsum / n avgdown = downsum / n
4. Calculate the Relative Strength (RS): RS = avgup / avgdown
5. Calculate the RSI using the formula: RSI = 100 - (100 / (1 + RS))

Here is a sample Fortran code snippet to compute the RSI for a given price data:

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 ``` ```program RSI_calculation implicit none integer, parameter :: n = 14 real :: upsum = 0.0, downsum = 0.0 real :: avgup, avgdown, RS, RSI real :: price(n) integer :: i ! initialize price data price = [1.0, 1.1, 1.2, 1.3, 1.4, 1.5, 1.4, 1.3, 1.2, 1.1, 1.0, 0.9, 0.8, 0.7] ! calculate upsum and downsum do i = 2, n if (price(i) > price(i-1)) then upsum = upsum + (price(i) - price(i-1)) else downsum = downsum + abs(price(i) - price(i-1)) end if end do ! calculate avgup and avgdown avgup = upsum / n avgdown = downsum / n ! calculate RS and RSI RS = avgup / avgdown RSI = 100.0 - (100.0 / (1.0 + RS)) print *, "RSI: ", RSI end program RSI_calculation ```

This code snippet demonstrates how to compute the RSI for a simple price data array. You can modify the price data array and adjust the parameters (e.g., n) as needed for your specific use case.