TAlib v0.3.6 TAlib.Indicators.RSI

RSI indicator Wikipedia Calculate RSI based on price history

Link to this section Summary

Functions

Sum of Gains over the past x periods

Sum of Losses over the past x periods

RSI calculation

Calculate RSI for a list of items

Link to this section Functions

Link to this function

average_gain(prices, period \\ 14)

Sum of Gains over the past x periods

Parameters

  • prices: List of prices, lates price is the first one in the list.
  • period: Period of calculation. Default is 14.

Example

  iex> prices = [1330.95, 1334.65, 1340, 1338.7, ...]
  iex> TAlib.Indicators.RSI.average_gain(prices)
  2.9571428571428475
Link to this function

average_loss(prices, period \\ 14)

Sum of Losses over the past x periods

Parameters

  • prices: List of prices, lates price is the first one in the list.
  • period: Period of calculation. Default is 14.

Example

  iex> prices = [1330.95, 1334.65, 1340, 1338.7, ...]
  iex> TAlib.Indicators.RSI.average_loss(prices)
  12.564285714285704
Link to this function

rsi(prices, period \\ 14)

RSI calculation

Parameters

  • prices: List of prices, lates price is the first one in the list.
  • period: Period of calculation. Default is 14.

Example

  iex> prices = [1330.95, 1334.65, 1340, 1338.7, ...]
  iex> TAlib.Indicators.RSI.rsi(prices)
  19.052001840773087
Link to this function

rsi_list(data, period \\ 14, top_is_first \\ false)
rsi_list(list(), number(), bool()) :: list()

Calculate RSI for a list of items

Parameters

  • data: List of prices
  • period: Period of calculation. Default is 14.
  • top_is_first: This one show if the list is ascending or descending based on dates. Regularly for OHLC data it needs to be false, because the older data comes first.

Example

  iex> data = [1,2,3 ... ,100]
  iex> TAlib.Indicators.RSI.rsi_list(data)
  [nil, nil, nil ... ,100,100,100]