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bugfix doc of RSI

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Liming Xie
2021-05-21 11:28:07 +08:00
parent 96555b8752
commit 7809cc6309
1 changed files with 6 additions and 5 deletions
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pandas_ta/momentum/rsi.py
+6 -5
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@@ -79,13 +79,14 @@ 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)