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rsi module

Module with RSI.

RSI class

RSI(
    wrapper,
    input_list,
    input_mapper,
    in_output_list,
    output_list,
    param_list,
    mapper_list,
    short_name,
    **kwargs
)

Relative Strength Index (RSI).

Compares the magnitude of recent gains and losses over a specified time period to measure speed and change of price movements of a security. It is primarily used to attempt to identify overbought or oversold conditions in the trading of an asset.

See Relative Strength Index (RSI).

Superclasses

Inherited members

Subclasses

  • vectorbtpro.indicators.custom.rsi._RSI

apply_func method

RSI.apply_func(
    close,
    window=14,
    wtype=0,
    minp=None,
    adjust=False
)

2-dim version of rsi_1d_nb.

cache_func class variable

close property

Input array.

close_above method

RSI.close_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is above other.

See combine_objs().

close_below method

RSI.close_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is below other.

See combine_objs().

close_crossed_above method

RSI.close_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is crossed_above other.

See combine_objs().

close_crossed_below method

RSI.close_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is crossed_below other.

See combine_objs().

close_equal method

RSI.close_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is equal other.

See combine_objs().

close_stats method

RSI.close_stats(
    *args,
    **kwargs
)

Stats of close as generic.

custom_func method

IndicatorFactory.with_apply_func.<locals>.custom_func(
    input_tuple,
    in_output_tuple,
    param_tuple,
    *_args,
    input_shape=None,
    per_column=False,
    split_columns=False,
    skipna=False,
    return_cache=False,
    use_cache=True,
    jitted_loop=False,
    jitted_warmup=False,
    param_index=None,
    final_index=None,
    single_comb=False,
    execute_kwargs=None,
    **_kwargs
)

Custom function that forwards inputs and parameters to apply_func.

param_select_func_nb method

RSI.param_select_func_nb(
    i,
    args_before,
    close,
    window,
    wtype,
    *args
)

plot method

_RSI.plot(
    column=None,
    limits=(30, 70),
    rsi_trace_kwargs=None,
    add_shape_kwargs=None,
    add_trace_kwargs=None,
    fig=None,
    **layout_kwargs
)

Plot RSI.rsi.

Args

column : str
Name of the column to plot.
limits : tuple of float
Tuple of the lower and upper limit.
rsi_trace_kwargs : dict
Keyword arguments passed to plotly.graph_objects.Scatter for RSI.rsi.
add_shape_kwargs : dict
Keyword arguments passed to fig.add_shape when adding the range between both limits.
add_trace_kwargs : dict
Keyword arguments passed to fig.add_trace when adding each trace.
fig : Figure or FigureWidget
Figure to add traces to.
**layout_kwargs
Keyword arguments passed to fig.update_layout.

Usage

>>> vbt.RSI.run(ohlcv['Close']).plot().show()

rsi property

Output array.

rsi_above method

RSI.rsi_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where rsi is above other.

See combine_objs().

rsi_below method

RSI.rsi_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where rsi is below other.

See combine_objs().

rsi_crossed_above method

RSI.rsi_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where rsi is crossed_above other.

See combine_objs().

rsi_crossed_below method

RSI.rsi_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where rsi is crossed_below other.

See combine_objs().

rsi_equal method

RSI.rsi_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where rsi is equal other.

See combine_objs().

rsi_stats method

RSI.rsi_stats(
    *args,
    **kwargs
)

Stats of rsi as generic.

run class method

RSI.run(
    close,
    window=Default(value=14),
    wtype=Default(value='wilder'),
    short_name='rsi',
    hide_params=None,
    hide_default=True,
    **kwargs
)

Run RSI indicator.

  • Inputs: close
  • Parameters: window, wtype
  • Outputs: rsi

Pass a list of parameter names as hide_params to hide their column levels, or True to hide all. Set hide_default to False to show the column levels of the parameters with a default value.

Other keyword arguments are passed to IndicatorBase.run_pipeline().

run_combs class method

RSI.run_combs(
    close,
    window=Default(value=14),
    wtype=Default(value='wilder'),
    r=2,
    param_product=False,
    comb_func=itertools.combinations,
    run_unique=True,
    short_names=None,
    hide_params=None,
    hide_default=True,
    **kwargs
)

Create a combination of multiple RSI indicators using function comb_func.

  • Inputs: close
  • Parameters: window, wtype
  • Outputs: rsi

comb_func must accept an iterable of parameter tuples and r. Also accepts all combinatoric iterators from itertools such as itertools.combinations. Pass r to specify how many indicators to run. Pass short_names to specify the short name for each indicator. Set run_unique to True to first compute raw outputs for all parameters, and then use them to build each indicator (faster).

Other keyword arguments are passed to RSI.run().

Note

This method should only be used when multiple indicators are needed. To test multiple parameters, pass them as lists to RSI.run().

window_list property

List of window values.

wtype_list property

List of wtype values.