Changing RSI to use RMA indicator.

Fixes #68.
cinar · Apr 30, 2022 · 41f742d · 41f742d
1 parent 7101edb
commit 41f742d
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Showing 2 changed files with 34 additions and 6 deletions.
diff --git a/momentum_indicators.go b/momentum_indicators.go
@@ -90,8 +90,8 @@ func Rsi(closing []float64) ([]float64, []float64) {
 		}
 	}
 
-	meanGains := Sma(14, gains)
-	meanLosses := Sma(14, losses)
+	meanGains := Rma(14, gains)
+	meanLosses := Rma(14, losses)
 
 	rsi := make([]float64, len(closing))
 	rs := make([]float64, len(closing))

diff --git a/trend_indicators_test.go b/trend_indicators_test.go
@@ -176,12 +176,40 @@ func TestKdj(t *testing.T) {
 }
 
 func TestRma(t *testing.T) {
-	values := []float64{2, 4, 6, 8, 10, 12}
-	expected := []float64{2, 3, 4, 5, 6.25, 7.69}
-	period := 4
+	values := []float64{
+		0,
+		0.00005,
+		0.000017,
+		0.000262,
+		0.000107,
+		0,
+		0,
+		0.000597,
+		0,
+		0,
+		0.000059,
+		0.000198,
+		0.000073,
+		0,
+		0.000006,
+		0,
+		0.000077,
+		0.000032,
+		0.000112,
+	}
+
+	expected := []float64{
+		0.00009735714286,
+		0.00009083163265,
+		0.00008434365889,
+		0.00008381911183,
+		0.0000801177467,
+		0.00008239505051,
+	}
+	period := 14
 
 	actual := Rma(period, values)
-	testEquals(t, roundDigitsAll(actual, 2), expected)
+	testEquals(t, roundDigitsAll(actual[len(actual)-6:], 14), expected)
 }
 
 func TestSma(t *testing.T) {