wassname/pandas-ta
1
0
Fork 0
mirror of https://github.com/wassname/pandas-ta.git synced 2026-08-05 13:10:28 +08:00
Code Issues Packages Projects Releases Wiki Activity

Merge branch 'pr/293' into development

Browse Source
This commit is contained in:
Kevin Johnson
2021-05-21 10:01:53 -07:00
parent 10662ed1e6 7809cc6309
commit 41f2084635
1 changed files with 6 additions and 5 deletions
Download Patch File Download Diff File Expand all files Collapse all files
pandas_ta/momentum/rsi.py
+6 -5
View File
@@ -84,13 +84,14 @@ Calculation:
Default Inputs:
length=14, scalar=100, drift=1
ABS = Absolute Value
EMA = Exponential Moving Average
RMA = Rolling Moving Average
positive = close if close.diff(drift) > 0 else 0
negative = close if close.diff(drift) < 0 else 0
diff = close.diff(drift)
positive = diff if diff > 0 else 0
negative = diff if diff < 0 else 0
pos_avg = EMA(positive, length)
neg_avg = ABS(EMA(negative, length))
pos_avg = RMA(positive, length)
neg_avg = ABS(RMA(negative, length))
RSI = scalar * pos_avg / (pos_avg + neg_avg)