From 7809cc6309ed92411a56e32287cd54da2b8ed101 Mon Sep 17 00:00:00 2001 From: Liming Xie Date: Fri, 21 May 2021 11:28:07 +0800 Subject: [PATCH] bugfix doc of RSI --- pandas_ta/momentum/rsi.py | 11 ++++++----- 1 file changed, 6 insertions(+), 5 deletions(-) diff --git a/pandas_ta/momentum/rsi.py b/pandas_ta/momentum/rsi.py index ee7e09e..ae63ceb 100644 --- a/pandas_ta/momentum/rsi.py +++ b/pandas_ta/momentum/rsi.py @@ -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)