RMI Pass Node

Relative Momentum Index — Series Input

MomentumOscillatorPass

Overview

The RMI Pass Node computes the Relative Momentum Index on a series input. RMI is a variant of RSI that compares the current price to the price n bars ago instead of the previous bar — adding a momentum lookback to the classic RSI calculation.

Developed by Roger Altman, RMI combines RSI's overbought/oversold framework with momentum's multi-bar comparison. A larger momentumPeriod makes RMI more sensitive to medium-term price swings, while period controls smoothing. Like RSI, RMI oscillates between 0 and 100 with 70/30 thresholds for overbought/oversold.

Formula

change[i] = close[i] − close[i − momentumPeriod]
upMove[i] = max(change[i], 0)
downMove[i] = max(−change[i], 0)
AvgUp = EMA(upMove, period) [Wilder smoothing]
AvgDown = EMA(downMove, period) [Wilder smoothing]
RMI = 100 − 100 / (1 + AvgUp / AvgDown)
Output range: [0, 100]. Warm-up: period + momentumPeriod bars.

Parameters

ParameterDefaultDescription
period14Wilder smoothing period for average gain/loss
momentumPeriod3Number of bars back to compare for price change

Inputs & Outputs

SlotDirectionTypeDescription
inputInput{ values, timestamps }Price or any numeric series
valuesOutput(number | null)[]RMI values in [0, 100]; nulls during warm-up
timestampsOutputnumber[]Unix timestamps aligned to input

Use Cases

Overbought / Oversold with Momentum

RMI above 70 indicates overbought momentum over the momentumPeriod lookback. Below 30 indicates oversold momentum. These readings are more persistent than RSI in trending markets.

Swing Trading Entries

Use momentumPeriod=3 with period=14 for swing entries — RMI identifies short-to-medium momentum reversals that align well with 3–5 day swing trading setups.

Divergence Signals

Like RSI, RMI divergences from price highlight potential reversals. RMI divergences capture multi-bar momentum shifts that single-bar RSI may miss in volatile conditions.

Tips & Best Practices

RMI vs RSI

When momentumPeriod=1, RMI equals standard RSI. Increasing momentumPeriod to 3–5 makes RMI respond to multi-bar momentum, reducing noise from single-bar whipsaws.

Momentum Period Tradeoff

Larger momentumPeriod captures bigger swings but adds warm-up bars. For daily data, momentumPeriod=3 covers a 3-day momentum window; momentumPeriod=5 covers a trading week.

Combine with Trend Filter

Take RMI oversold signals only in uptrends (e.g., price above EMA200) and overbought signals only in downtrends — this dramatically reduces false signals and improves win rate.

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