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RSI calculation #613

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eugenpro opened this issue Sep 3, 2023 · 2 comments
Open

RSI calculation #613

eugenpro opened this issue Sep 3, 2023 · 2 comments

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@eugenpro
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eugenpro commented Sep 3, 2023

Hello. During usage RSI function I've touched that with the same timeperiods e.g. 14 RSI still changes depending on data size. for instance if I calculate RSI from 1 Jan 2023 to 01 Aug 2023 or 1 Jan 2022 to 01 Aug 2023 RSI value on 01 Jun 2023 will be different in both cases that makes me crasy. How to reach RSI cosistensy across the time?
@mrjbq7
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mrjbq7 commented Sep 3, 2023

Probably has to do with it's definition in TA-Lib, using smoothing:

https://github.com/TA-Lib/ta-lib/blob/main/src/ta_func/ta_RSI.c#L341

@bttger
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bttger commented Nov 30, 2023

@eugenpro how big is the difference for you?

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@mrjbq7 @eugenpro @bttger