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Indicators | JUN 2003
Reverse Engineering RSI by Giorgos Siligardos, Ph.D.
Reverse Engineering RSI by Giorgos Siligardos, Ph.D. Can the inverse of an oscillator help you to forecast closing prices? Reverse engineering is a mathematical procedure that takes the inverse of an oscillator. In this article I will illustrate this process using J. Welles Wilder’s relative strength index (RSI). The reverse-engineered RSI, or RevEngRSI for short, can help determine the following time period’s closing price using the value of the oscillator.
by Giorgos E. Siligardos, Ph.D.
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