relative_strength_index calculation is not correct; there is huge difference with actual RSI

[msarm]

relative_strength_index calculation is not correct; there is huge difference with actual RSI

[whiteking64]

These 2 lines below are inaccurate: the variables gains and losses should be 0 or positive, but they can return negative values.

pyti/pyti/relative_strength_index.py

Line 22 in 2f78430

gains = [0 if filtered_gain[idx] is True else changes[idx] for idx in range(0, len(filtered_gain))]

pyti/pyti/relative_strength_index.py

Line 25 in 2f78430

losses = [0 if filtered_loss[idx] is True else abs(changes[idx]) for idx in range(0, len(filtered_loss))]

Removing is True or substituting it with == True in the for loop work. (though I don't know why..)

[msarm]

it works now. Need to run with different samples.