Closed toolbox1972 closed 5 years ago
RSI indicator, below combination gives different RSI results: [n = 14, wilder = FALSE] [n = 14, maType="EMA", wilder = FALSE]
Expect that [maType="EMA"] should be default, if not adding [maType]. The below lines should return the same RSI result.
rsi_result_no_wilder_but_maType_defined <- RSI(price, n = 14, maType= "EMA", wilder = FALSE)
rsi_result_no_wilder_but_maType_not_defined <- RSI(price, n = 14, wilder = FALSE)
Results (no_wilder, maType defined): 2019-07-16 16:21:00 74.28571 2019-07-16 16:22:00 79.20711 2019-07-16 16:23:00 84.38090 2019-07-16 16:24:00 84.38090 2019-07-16 16:25:00 63.38348 2019-07-16 16:26:00 69.26639 2019-07-16 16:26:00 63.39070 2019-07-16 16:27:00 53.01310 2019-07-16 16:28:00 53.01310 2019-07-16 16:29:00 61.42149 2019-07-16 16:30:00 58.29205 Results (no_wilder, maType not defined): 2019-07-16 16:21:00 74.28571 2019-07-16 16:22:00 77.00680 2019-07-16 16:23:00 80.36347 2019-07-16 16:24:00 80.36347 2019-07-16 16:25:00 68.72735 2019-07-16 16:26:00 71.67215 2019-07-16 16:26:00 68.21343 2019-07-16 16:27:00 61.79091 2019-07-16 16:28:00 61.79091 2019-07-16 16:29:00 65.55243 2019-07-16 16:30:00 63.79396
> sessionInfo() R version 3.6.1 (2019-07-05) Platform: x86_64-pc-linux-gnu (64-bit) Running under: Ubuntu 18.04.2 LTS Matrix products: default BLAS: /usr/lib/x86_64-linux-gnu/blas/libblas.so.3.7.1 LAPACK: /usr/lib/x86_64-linux-gnu/lapack/liblapack.so.3.7.1 locale: [1] LC_CTYPE=en_US.UTF-8 LC_NUMERIC=C LC_TIME=sv_SE.UTF-8 LC_COLLATE=en_US.UTF-8 LC_MONETARY=sv_SE.UTF-8 LC_MESSAGES=en_US.UTF-8 [7] LC_PAPER=sv_SE.UTF-8 LC_NAME=C LC_ADDRESS=C LC_TELEPHONE=C LC_MEASUREMENT=sv_SE.UTF-8 LC_IDENTIFICATION=C attached base packages: [1] graphics grDevices utils datasets stats methods base other attached packages: [1] TTR_0.23-4 xts_0.11-2 zoo_1.8-5 R6_2.4.0 jsonlite_1.6 httr_1.4.0 loaded via a namespace (and not attached): [1] compiler_3.6.1 tools_3.6.1 curl_3.3 grid_3.6.1 lattice_0.20-38
Thanks for the report! I can confirm this behavior, and agree that it's a bug. I will fix.
Note that this would also happen with ADX and ATR.
ADX
ATR
Description
RSI indicator, below combination gives different RSI results: [n = 14, wilder = FALSE] [n = 14, maType="EMA", wilder = FALSE]
Expected behavior
Expect that [maType="EMA"] should be default, if not adding [maType]. The below lines should return the same RSI result.
Minimal, reproducible example
rsi_result_no_wilder_but_maType_defined <- RSI(price, n = 14, maType= "EMA", wilder = FALSE)
rsi_result_no_wilder_but_maType_not_defined <- RSI(price, n = 14, wilder = FALSE)
Session Info