peerchemist / finta

Common financial technical indicators implemented in Pandas.
GNU Lesser General Public License v3.0
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RSI does not observe higher values for period correctly #112

Open markusmaresch opened 3 years ago

markusmaresch commented 3 years ago

Try a higher value for period - everything will be more or less neutral 50.0 - which is not intended/correct Guess: delta = ohlc["close"].diff() .. needs to observe period correctly

RSI does not observe higher values for period correctly The delta calculation in RSI should observe larger values for period delta calculation should observe period: delta = ohlc["close"].diff(periods=period) Always, conceptual Latest, any Try setting period to 1400 .. result will be +/- 50 (=neutral), which is not intended/correct IMHO