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;

  }

}