We have all sorts of RSI : regular rsi, rsi of averages, …. so far we did not have an RSI of SAR (Parabolic SAR). Here is this version : instead of using prices, it is using parabolic SAR. Results are interesting and are not lacking logic, hence decided to post it here
PS: the RSI used in this calculation is the one using double smoothed Wilder’s EMA instead of “simple” Wilder’s EMA. Results are a bit smoother (and faster) this way
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