Setting Arguments using VarFun & RSIndex

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()?

回答(1 个)

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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