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Published 20 hours ago • verified publisher icon TA-Lib

RSI calculation

Open eugenpro opened this issue 1 year ago • 2 comments

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?

eugenpro avatar Sep 03 '23 05:09 eugenpro

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

mrjbq7 avatar Sep 03 '23 18:09 mrjbq7

@eugenpro how big is the difference for you?

bttger avatar Nov 30 '23 23:11 bttger