Calculation uses the original Welles Wilder formula. Wilder's exponential smoothing is equivalent to using 2*len-1 in a regular exponential moving average.
It's a little-known fact RSI(len) crossing above or below 50 is the same as C crossing above or below EMA(C,2*len-1).
By default, RealTest seeds Wilder's smoothing from a symbol's first bar (matching AmiBroker). Checking "Initialize RSI with SMA" on the Calculation tab of Program Options instead seeds from the average of the first len changes (matching Wilder's book, TradingView, and QuantConnect); the two methods differ only during the warm-up region, about the first 3-4x len bars.
Examples
MyRSI: RSI(2)
EntrySetup: MyRSI < 10
Look for extreme oversold conditions using a short-period RSI.
