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 rsi(); } // Do we have enough data for a proper value calculation? bool complete() { ret up != null && up.steps() >= length(); } { length = 25; onCandleAdded((IVF1<TradingCandle>) candle -> { if (isNull(up())) init(); var x = candle.move(); var u = max(x, 0.0); var d = neg(min(x, 0.0)); up().add(u); down().add(d); if (complete()) { 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; } }
Began life as a copy of #1036452
download show line numbers debug dex old transpilations
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Snippet ID: | #1036460 |
Snippet name: | RSI backup [trading indicator, probably wrong formula] |
Eternal ID of this version: | #1036460/1 |
Text MD5: | bc6e51c5180d041727212fca595a732f |
Author: | stefan |
Category: | javax / trading |
Type: | JavaX fragment (include) |
Public (visible to everyone): | Yes |
Archived (hidden from active list): | No |
Created/modified: | 2022-12-16 02:04:55 |
Source code size: | 1153 bytes / 43 lines |
Pitched / IR pitched: | No / No |
Views / Downloads: | 135 / 143 |
Referenced in: | [show references] |