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So, I'm looking at this page whereby we can get the SMA of an RSI indicator using Indicator Extensions. Specifically:
# Create a 14 period RSI indicator
rsi = RelativeStrengthIndex(14)
# Create a 30 period SMA indicator
sma = SimpleMovingAverage(30)
# Compose indicators
sma_of_rsi = IndicatorExtensions.Of(sma, rsi)
df_sma_of_rsi = qb.Indicator(rsiAverage, spy.Symbol, 360, Resolution.Daily)And the dataframe on the page apears to list values exceeding 100, and I thought RSI was an oscillator taking on values bounded by 0 and 100. Testing this in my own research, the dataframe appears to return a SMA of the price, not the RSI.
Also it looks like we should be passing 'sma_of_rsi' rather than 'rsiAverage' to the indicator method?
Shile Wen
Hi Robert,
Thanks for pointing this out. Both observations are correct, and we will update the documentation accordingly.
Best,
Shile Wen
Shile Wen
Hi Robert,
Thanks for reporting this. I was able to reproduce the error with different indicators in the attached backtest, and so I've submitted this as an issue here.
Best,
Shile Wen
Robert Koch
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