sclass RSI extends CandleBasedIndicator<Double> {
  settable int smoothingPeriod;
  settable SmoothedMovingAverage up;
  settable SmoothedMovingAverage down;
  settable double rsi = Double.NaN;
  
  // RSI values collected as ticker
  gettable TickerSequence rsiHistory = new TickerSequence("RSI");

  Double value() {
    ret complete() ? rsi() : Double.NaN;
  }
  
  // Do we have enough data for a proper value calculation?
  bool complete() {
    ret up != null && up.steps() >= length();
  }
  
  {
    length = 25;
    onCandleAdded((IVF1<TradingCandle>) c -> {
      if (isNull(up())) init();
      var x = c.move();
      var u = max(x, 0.0);
      var d = neg(min(x, 0.0));
      up().add(u);
      down().add(d);
      var rs = div(up()!, down()!);
      rsi(100-100/(1+rs));
      rsiHistory?.addIfPriceChanged(rsi, candle.endTime().toLong());
    });
  }
  
  void init() {
    up = new SmoothedMovingAverage(this.length());
    down = new SmoothedMovingAverage(this.length());
  }
  
  TickerSequence asTicker(L<TradingCandle> candles) {
    feed(candles);
    ret rsiHistory;
  }
}