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RSI, StochRSI, Bollinger Bands issue #275

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chdragan opened this issue Dec 6, 2021 · 1 comment
Open

RSI, StochRSI, Bollinger Bands issue #275

chdragan opened this issue Dec 6, 2021 · 1 comment

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@chdragan
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chdragan commented Dec 6, 2021

Hello,
Greetings and thank you for implementing this library.
I used your library and was able to compare live the values for RSI and Stochastic RSI (K,D) with other software.
I noticed differences and I extracted data from TradingView and compared the results.
As you can see RSI, K,D are Bollinger Bands are different.
Best regards

TradingView:
RSI 49.0394593224667
K 11.5673529700911
D 21.3072238952219
Bollinger Band High 0.852205319882761
Bollinger Band Lower 0.851892680117259

  Close    rsi         k         d  bol_h     bol_l

0 0.85138 NaN NaN NaN 0.0 NaN
1 0.85142 NaN NaN NaN 0.0 NaN
2 0.85135 NaN NaN NaN 0.0 NaN
3 0.85139 NaN NaN NaN 0.0 NaN
4 0.85129 NaN NaN NaN 0.0 NaN
5 0.85134 NaN NaN NaN 0.0 NaN
6 0.85146 NaN NaN NaN 0.0 NaN
7 0.85150 NaN NaN NaN 0.0 NaN
8 0.85165 NaN NaN NaN 0.0 NaN
9 0.85186 NaN NaN NaN 0.0 NaN
10 0.85148 NaN NaN NaN 0.0 NaN
11 0.85151 NaN NaN NaN 0.0 NaN
12 0.85152 NaN NaN NaN 0.0 NaN
13 0.85152 54.07 NaN NaN 0.0 NaN
14 0.85157 56.83 NaN NaN 0.0 NaN
15 0.85154 54.71 NaN NaN 0.0 NaN
16 0.85158 57.01 NaN NaN 0.0 NaN
17 0.85151 52.02 NaN NaN 0.0 NaN
18 0.85150 51.33 NaN NaN 0.0 NaN
19 0.85152 52.68 NaN NaN 0.0 0.851131
20 0.85153 53.38 NaN NaN 0.0 0.851147
21 0.85148 49.45 NaN NaN 0.0 0.851154
22 0.85141 44.50 NaN NaN 0.0 0.851167
23 0.85144 46.95 NaN NaN 0.0 0.851176
24 0.85156 55.42 NaN NaN 0.0 0.851225
25 0.85155 54.64 NaN NaN 0.0 0.851263
26 0.85189 70.11 NaN NaN 0.0 0.851204
27 0.85195 71.93 NaN NaN 0.0 0.851145
28 0.85215 76.96 NaN NaN 0.0 0.851032
29 0.85199 66.66 NaN NaN 0.0 0.851007
30 0.85194 63.79 NaN NaN 0.0 0.851000
31 0.85193 63.20 NaN NaN 0.0 0.850999
32 0.85199 65.27 NaN NaN 0.0 0.850994
33 0.85220 71.33 NaN NaN 0.0 0.850957
34 0.85211 66.01 NaN NaN 0.0 0.850948
35 0.85208 64.29 NaN NaN 0.0 0.850958
36 0.85209 64.62 NaN NaN 0.0 0.850967
37 0.85200 59.30 NaN NaN 0.0 0.851005
38 0.85204 60.84 NaN NaN 0.0 0.851050
39 0.85202 59.62 NaN NaN 0.0 0.851099
40 0.85195 55.44 0.475251 NaN 0.0 0.851155
41 0.85198 56.84 0.437024 NaN 0.0 0.851234
42 0.85204 59.57 0.421879 0.444718 0.0 0.851357
43 0.85213 63.32 0.437381 0.432095 0.0 0.851494
44 0.85214 63.72 0.445747 0.435002 0.0 0.851608
45 0.85209 60.16 0.362437 0.415188 0.0 0.851786
46 0.85215 62.85 0.325890 0.378025 0.0 0.851810
47 0.85203 54.89 0.176710 0.288346 0.0 0.851823
48 0.85213 59.49 0.192658 0.231753 0.0 0.851825
49 0.85194 49.22 0.085159 0.151509 0.0 0.851815

@fxhuhn
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fxhuhn commented Dec 10, 2021

There are different calculation methods for RSI. See https://www.macroption.com/rsi-calculation/

Most common are Simple Moving Average (this is often used in charting apps) and the Exponential Moving Average (used by this package)

Can you check this out?

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