RSIz - RSI with Standard Deviation Targeting

RSIz is a redesign of the original RSI to use standard deviation targeting

Function Syntax

=PFR.RSIz(Security, Periodicity, Interval, MostRecentDate, LeastRecentDate, SpreadSecurity, SampleLength, SignalRate, UseSyntheticPrices)

Parameters

Parameter Description
SecurityBloomberg security (e.g., 'IBM US Equity')
PeriodicityBar scale: MONTHLY, WEEKLY, DAILY, or MINUTE
IntervalBar interval in minutes for MINUTE period
MostRecentDateMost recent date (mm/dd/yyyy), blank=now
LeastRecentDateLeast recent date (mm/dd/yyyy), blank=now
SpreadSecurityOptional spread denominator
SampleLengthSample length (default=14)
SignalRateSignal probability (default=0.03)
UseSyntheticPricesAllow synthetic prices (default=false)
RefreshModeRefresh rate INTERVAL,DAILY,...,FREEZE

Output Columns

Column Description
Output 1Security Symbol
Output 2Run Date
Output 3Run Time
Output 4Periodicity
Output 5Interval
Output 6Sample Length
Output 7Signal Rate%
Output 8Last Price
Output 9RSIz
Output 10Signal
Output 11Signal Edge
Output 12Signal Duration
Output 13Target Date
Output 14Remaining Edge%
Output 15Remaining Duration
Note: This function requires Bloomberg Terminal to be running and logged in.