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()?

Answer 1

[Kartik Saxena]

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.