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dinezh

Best Python function to calculate RSI def calc_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 ups = ups.drop(ups.index[:(period-1)]) downs[downs.index[period-1]] = np.mean( downs[:period] ) #first value is sum of avg losses downs = downs.drop(downs.index[:(period-1)]) rs = ups.ewm(com=period-1,min_periods=0,adjust=False,ignore_na=False).mean() / \ downs.ewm(com=period-1,min_periods=0,adjust=False,ignore_na=False).mean() return 100 - 100 / (1 + rs)

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