Gabriel's Relative Strength Index

Gabriel’s RSI—The Reinvention of Relative Strength

Not your average RSI.

This is a fully reengineered Relative Strength Index that merges the power of advanced signal processing, adaptive smoothing, volume dynamics, and intelligent divergence detection into a single, modular toolkit designed for precision trading across all markets.

Whether you’re scalping crypto, swing trading equities, or dissecting futures contracts—Gabriel’s RSI adapts to your strategy with unrivaled control and clarity.

1. RSI Settings

RSI Length (Jurik): Set to 51 by default to mimic a 21-period standard RSI when Jurik smoothing is applied. Adjust lower (e.g., 22) to mimic a 9-period RSI.

RSI Source: The default is hlc3 for smoother RSI inputs. Can be changed to any price-based series (close, open, etc.) for customization.

2. RSI Smoothing Options

MA Type: Smoothing applies to both RSI and its MA overlay simultaneously. I used to use the 56 EMA RSI, and it works well too.

JMA: Best for adaptive recursive smoothing. A power of 2 and a phase of 50 are used.

T3: Smooth and lag-reduced, suitable for trend detection. The alpha is 0.7.

SMA + Bollinger Bands: Adds deviation-based envelopes for volatility spotting.

MA Length: Affects how smooth or reactive the RSI signal is.

BB StdDev: Only relevant if BBs are used. Controls bandwidth for overbought/oversold zones.

3. MACD Settings

Fast/Slow Length: Defaults (21/81) optimized for smoother MACD with SMA or T3. For Algo trading, EMA/JMA is best.

Signal Length: Shorter (e.g., 2) gives more reactive crossover signals, it can be increased.

Source: Default is close. Close works best for the settings I input.

MA Types: JMA and EMA reduce noise and increase signal generation. Select SMA for simplicity or T3 for trend-following.

Histogram: Bar colors signal strength and trend of MACD directly on your chart.

4. Directional Movement Index (DMI)

ADX Smoothing: High values (e.g., 100) offer strong trend confirmation with Hann Window smoothing.

DI Length: Affects DI+/- sensitivity. 100 ADX - 12 DI or 15 ADX - 35 DI are suggested, the latter for quicker boot time, as 100 bars is quite long.

Smoothing Type: Choose Hann Window for refined smoothing; RMA (SMMA) for simplicity.

Volatility Type: ATR includes gaps; ADR is useful for gapless strategies.

Plotted as area fills, 0 to 100 scaled.

5. Volume Z-Score

%R Length: Normalizes volume to percentile range (73 swing, 112 exhaustion).

Z-Score Lengths: Compares short-term and long-term volume trends with Z-scores of volume.

Fast Z-Score < Slow Z-Score = Gives a Volume Squeeze.

Fast MA > Slow MA = Bullish Volume Divergence; volume has been fired. Not via Z-score, but instead via SMA, ALMA, and RMA of volume.

WPR Volume: Weighted %R used to highlight exhaustion/pivot points.

Plot volume bars after a volume squeeze has been fired; if bars aren't plotted, then it's under squeeze. Backtest on ES1! Prove it's good for catching bottoms below 15 minutes as well.

6. Divergence Engine

Pivot Settings: Pivot Period (12), Divergence minval Lookback (5), and max Lookback Bars (100) control sensitivity. Works well on any asset class; these are the optimal settings for the RSI.

Source Options: RSI, MACD, ADX, DI difference, or Volume %R.

Divergence Type:

Regular: Classic reversal signals.

Hidden: Continuation signals.

Heikin Ashi Mode: Enables use of HA candles on normal charts for smoother pivots. May distort values if your chart is H.A. so leave it unchecked then.

7. Squeeze Momentum (SQZMOM)

Squeeze Types:

Wide (Black): Regular compression

Normal (Red), Regular Squeeze

Narrow (Yellow), Golden Squeeze

Very Narrow (Purple) Extreme compression

Fired (Green): Breakout detected

Plotted as circles on the bottom of my indicator.

Momentum Bar Colors:

Cyan: Rising momentum

Blue: Pullback within uptrend

Red: Falling momentum

Yellow: Correction within downtrend

Reversal Lines: Dashed lines indicate momentum crossing its Jurik MA (DM-Style Pivots).

Plotted as squares on the top of my indicator.

8. Rate of Change (RoC)

RoC of Momentum: EMA-smoothed RoC on momentum for leading signals. Double smoothed, once and then another time for smoother signals.

Signal Line: JMA used to filter noise and generate reversal signals.

Crossovers: Bullish/bearish signals based on RoC vs signal line are plotted as triangles directly on your chart.

Optimized: Backtested for short-term setups like 1H or faster. Works on Daily timeframes as well for Futures.

9. Multi-Timeframe Squeeze Settings

Each timeframe (Hourly, 4H, Daily, Weekly, Monthly) has:

Reversal Toggle: Enables dashed line DM-Style Pivots on crossovers.

MA Length: For Jurik MA smoothing on momentum.

BB/KC Thresholds: Define squeeze sensitivity per timeframe. A shorter BB/KC length, 17-14-12, responds better on lower timeframes.

Momentum Length: Tailors oscillator responsiveness; 20 is ideal.

10. BB Std. Deviation Scaling

Low-Pass Super Smoother : Smooths (True Range) noise for BBs.

High-Pass Butterworth : Extracts cycles for BB Stdv. blend.

Root Mean Squared : Dynamic BB width adjustment based on market activity.

11. Alerts

RSI: Overbought/oversold reversals. Several types.

MACD: Histogram shift through zero line.

DMI/ADX: Crossovers and strength conditions. The 17 key level is used for the ADX.

Volume: Smart Money alerts on low-volume zones. May concentrate on ICT sessions.

Squeeze: Alerts on all 5 squeeze states.

Momentum: Crosses and reversals.

RoC: Bullish and bearish crosses.

Divergences: Regular, hidden, combined.

12. Visual Output Summary

RSI Line + MA/BBs

MACD Histogram Bar Colors

DMI/ADX as area fills

Volume %R columns

Squeeze Momentum Shapes and Dots

RoC Crossover Arrows

DM-style Breakout Pivots

Divergence Lines and Labels

Best Practices

Watch the slope of the RSI for pullbacks on a strong trend. Combine it with squeeze for exit timing.

Combine RSI Divergence with MACD histogram cross and Squeeze firing for precise entry.

Use Volume Z-Score to filter for institutional activity, and enter Long. Watch for reversals as well.

Watch RoC crossovers for fast, leading signals.

Enable Reversal Lines on 1H+ charts for breakout or breakdown pivots.

Use multi-timeframe thresholds for swing confirmation. The TFs I use the most are 2-5-15 minutes for futures and swinging with 1 hour daily and weekly. Those are the TFs I backtested.