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markcheno / go-talib

A pure Go port of TA-Lib (http://ta-lib.org)
MIT License
769 stars 214 forks source link

RSI indicator not accurite if candles not so enough #20

Closed gpmn closed 3 years ago

gpmn commented 3 years ago

e.g. if it is feed with 11 candles to calculate rsi for 10 days, the result deviation is very heavily ; if it is feed with 20 candles to calculate rsi for 10 days, the result deviation is small. if it is feed with 30 candles, the result is nearly same with other libraries.

markcheno commented 3 years ago

All of the indicators have a variable warm up period before they stabilize. This code is a direct port of ta-lib, so it should act the same. No guarantees for other libraries.