Setting Arguments using VarFun & RSIndex
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Due to the layout of my timetable data, I am required to use the following code when trying to calculate the rsindex():
%Set RSI lookback period
n = 5;
%calculate indicator
func = @rsindex;
RSI = varfun(func,Close);
RSI.Properties.VariableNames = codes;
Is there a way (what is the syntax) to set the WindowSize to 'n' when using varfun() to call rsindex()?
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Kartik Saxena
am 23 Feb. 2024
Hi,
Refer to the following code snippet to get an idea of how to do s:
% Set RSI lookback period
n = 5;
% Define the rsindex function
rsindex = @(x) rsi(x, n); % replace 'rsi' with the actual implementation of the rsindex function
% Calculate indicator using varfun with WindowSize set to n
RSI = varfun(@(x) rsindex(x), Close);
RSI.Properties.VariableNames = codes;
Change the functions and arguments as per your requirements.
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