Momentum · Indicator

Relative Strength Index RSI

RSI is a 0-100 momentum oscillator comparing the size of recent gains to recent losses, with 70 and 30 as the conventional extremes.

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Overview

The Relative Strength Index is J. Welles Wilder's momentum oscillator, bounded between 0 and 100. It measures the ratio of average up-closes to average down-closes over N periods, so a reading of 70 means gains have substantially outweighed losses over the window and a reading of 30 means the opposite. The conventional overbought threshold is 70 and the oversold threshold is 30.

Despite the name, RSI has nothing to do with relative strength in the sense of comparing one instrument to another. The 'relative' refers to the internal comparison of a security's own gains against its own losses. That self-referential design is what bounds it: no matter how volatile the instrument, the output stays between 0 and 100, which makes readings comparable across markets and timeframes.

Wilder's original interpretation was about momentum losing force, not about price being expensive. A high reading says the recent sequence of closes has been dominated by advances, which is a description of strong momentum. The habit of treating 70 as a sell signal is a later simplification, and it works poorly in trends, where RSI can sit above 70 for weeks.

How it is calculated

Bar-to-bar changes in the source are split into gains and losses. Each is then smoothed using Wilder's method, a slow exponential average with a smoothing constant of 1/N rather than the more common 2/(N+1). The ratio of the two smoothed series is the relative strength, and the final formula compresses that ratio onto a 0-100 scale.

Because the averages are recursive, every past bar retains some influence forever, though its weight decays. The first value requires N bars, and a few multiples of N are needed before the smoothing has settled, which is why RSI values on a freshly loaded chart can differ slightly from those on a chart with deeper history.

Change = close - previous close
Gain = Change if positive, else 0
Loss = -Change if negative, else 0
Average gain = Wilder-smoothed average of Gain over N periods
Average loss = Wilder-smoothed average of Loss over N periods
RS = Average gain / Average loss
RSI = 100 - 100 / (1 + RS)

Inputs

Length
Number of periods used for the gain and loss averages, default 14, which is Wilder's original setting. Shorter lengths such as 7 produce a jumpier line that reaches the extremes often; longer lengths such as 21 produce a smoother line that rarely does.
Source
Which price from each bar the changes are measured on: close, open, high, low, hl2, hlc3, ohlc4 or hlcc4. Default close.

How to read it

The 50 line is more useful than most beginners expect. RSI holding above 50 means average gains have exceeded average losses over the window, which is a compact description of an uptrend; holding below 50 describes a downtrend. Many traders use the 50 crossing as the trend read and the 70/30 lines only for context.

Read the extremes as conditions, not instructions. A market in a strong advance will generate RSI readings above 70 repeatedly, and each one is a sign of strength rather than an imminent reversal. The classic guidance for trends is to shift the bands: in an uptrend, treat 40 as the level that should hold on pullbacks; in a downtrend, treat 60 as the ceiling.

Divergence between RSI and price is the reading Wilder considered most valuable. Price making a higher high while RSI makes a lower high says the latest advance was achieved with less momentum than the previous one. That describes a weakening trend, but it does not time a turn, and divergences can persist through several further highs.

Signals to look for

Overbought and oversold

Readings above 70 or below 30 mark the extremes of the recent gain-loss balance. Traders generally wait for the line to cross back through the threshold rather than acting on the first touch, and treat these levels as far less meaningful in a strong trend.

Bearish and bullish divergence

A higher price high with a lower RSI high, or a lower price low with a higher RSI low, indicates momentum failing to confirm the price extreme. It is a warning about trend quality, not a timing tool.

Centreline cross

RSI crossing 50 is used as a simple trend filter, since it marks the point where average gains and average losses over the window are equal.

Failure swing

Wilder's own signal: RSI reaching an extreme, pulling back, then failing to exceed the prior extreme before breaking its intervening low or high. It is defined entirely on the oscillator, without reference to price.

Limitations

Frequently asked questions

What is Relative Strength Index (RSI)?

RSI is a 0-100 momentum oscillator comparing the size of recent gains to recent losses, with 70 and 30 as the conventional extremes.

How do you read RSI on a chart?

The 50 line is more useful than most beginners expect. RSI holding above 50 means average gains have exceeded average losses over the window, which is a compact description of an uptrend; holding below 50 describes a downtrend. Many traders use the 50 crossing as the trend read and the 70/30 lines only for context.

What signals do traders look for with RSI?

Overbought and oversold: Readings above 70 or below 30 mark the extremes of the recent gain-loss balance. Traders generally wait for the line to cross back through the threshold rather than acting on the first touch, and treat these levels as far less meaningful in a strong trend.

What are the limitations of RSI?

RSI stays overbought through strong uptrends and oversold through strong downtrends. Trading the thresholds mechanically means fighting the dominant direction for as long as it persists.

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