ultragtx
/ RSI_and_StochRSI.py
Created
November 17, 2018 18:30
— forked from so1tsuda/RSI_and_StochRSI.py
Functions that calculate RSI and StochRSI which give the same value as Trading View. I wrote these functions as RSI and StochRSI functions from TA-Lib give different values as TV.
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| # calculating RSI (gives the same values as TradingView) | |
| # https://stackoverflow.com/questions/20526414/relative-strength-index-in-python-pandas | |
| def RSI(series, period=14): | |
| delta = series.diff().dropna() | |
| ups = delta * 0 | |
| downs = ups.copy() | |
| ups[delta > 0] = delta[delta > 0] | |
| downs[delta < 0] = -delta[delta < 0] | |
| ups[ups.index[period-1]] = np.mean( ups[:period] ) #first value is sum of avg gains |