Hi there, I'm comparing the RSI values given by data on Quantopian and it varies greatly from that of charts from Thinkorswim.
I need your help in converting minutely RSI data into 5 Min readings - basically the RSI of a 5-minute candlestick.
Here's what I've gotten thus far from scrolling through past forum questions, and the internet.
def RSI_resampling(context, data):
rsi_period = 14 prices_1m = data.history(context.nugt, 'close', 300, '1m') prices = prices_1m.resample('5T', closed='left').mean() rsi = talib.RSI(prices.dropna(), rsi_period) print(rsi[-1])
Any input would really be greatly appreciated! Thanks in advance!