26dhruv
26dhruv
/ rsi.py
Created
June 4, 2022 19:34
— forked from jmoz/rsi.py
RSI calculation to match Tradingview
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| import pandas as pd | |
| def rsi(ohlc: pd.DataFrame, period: int = 14) -> pd.Series: | |
| """See source https://github.com/peerchemist/finta | |
| and fix https://www.tradingview.com/wiki/Talk:Relative_Strength_Index_(RSI) | |
| Relative Strength Index (RSI) is a momentum oscillator that measures the speed and change of price movements. | |
| RSI oscillates between zero and 100. Traditionally, and according to Wilder, RSI is considered overbought when above 70 and oversold when below 30. | |
| Signals can also be generated by looking for divergences, failure swings and centerline crossovers. |