Relative Strength Index
The Index, as a parameter of the price change for a period of time, demonstrates its strength.
Parameters:
- N - time period.
Calculation:
The averages are calculated for decreases and increases of the price are calculated (the formula is very similar to the exponential Moving Average):
- Price increase for the time period j. Two cases are possible:
If
 , then 
if  
- Price decrease for the time period j. Two cases are also possible:
If , then
if 
The value of the Index is calculated from the ratio of Up and Down: 
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