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sclass RSI extends CandleBasedIndicator<Double> {
  settable int smoothingPeriod;
  //TODO settable SmoothedMovingAverage postProcessor;
  
  // For first phase
  settable double upSum;
  settable double downSum;
  settable long steps;
  
  // For second phase
  settable new SimpleMovingAverage up;
  settable new SimpleMovingAverage down;
  
  // RSI value, unsmoothed
  settable double rsi = Double.NaN;
  
  // RSI values collected as ticker
  gettable TickerSequence rsiHistory = new TickerSequence("RSI");

  Double value() { ret rsi(); }
  
  // Do we have enough data for a proper value calculation?
  bool complete() {
    ret steps >= length();
  }
  
  {
    length = 25;
    onCandleAdded((IVF1<TradingCandle>) candle -> {
      var x = candle.move();
      var u = max(x, 0.0);
      var d = neg(min(x, 0.0));
      
      if (!complete()) {
        upSum += u;
        downSum += d;
      } else {
        if (up == null) {
          up = new SmoothedMovingAverage(length());
          down = new SmoothedMovingAverage(length());
          up.add(upSum/steps);
          down.add(downSum/steps);
        } else {
          up().add(u);
          down().add(d);
        }
        
        var rs = div(up()!, down()!);
        rsi(100-100/(1+rs));
        rsiHistory?.addIfPriceChanged(rsi, candle.endTime().toLong());
      }
      
      ++steps;
    });
  }
  
  TickerSequence asTicker(L<TradingCandle> candles) {
    feed(candles);
    ret rsiHistory;
  }
}