Merge pull request #350 from influxdata/flux/relative-strength-index

Flux relativeStrengthIndex function

content/v2.0/reference/flux/functions/built-in/transformations/aggregates/movingaverage.md

@@ -47,16 +47,6 @@ from(bucket: "example-bucket"):
   |> movingAverage(n: 5)
 ```
 
-#### Calculate a ten point moving average
-```js
-movingAverage = (every, period, column="_value", tables=<-) =>
-  tables
-    |> window(every: every, period: period)
-    |> mean(column: column)
-    |> duplicate(column: "_stop", as: "_time")
-    |> window(every: inf)
-```
-
 #### Table transformation with a two point moving average
 
 ###### Input table:

content/v2.0/reference/flux/functions/built-in/transformations/aggregates/relativestrengthindex.md

@@ -0,0 +1,103 @@
+---
+title: relativeStrengthIndex() function
+description: >
+  The `relativeStrengthIndex()` function measures the relative speed and change of
+  values in an input table.
+menu:
+  v2_0_ref:
+    name: relativeStrengthIndex
+    parent: built-in-aggregates
+weight: 501
+related:
+  - /v2.0/reference/flux/functions/built-in/transformations/aggregates/movingaverage/
+  - /v2.0/reference/flux/functions/built-in/transformations/aggregates/timedmovingaverage/
+  - /v2.0/reference/flux/functions/built-in/transformations/aggregates/exponentialmovingaverage/
+  - https://docs.influxdata.com/influxdb/v1.7/query_language/functions/#relative-strength-index, InfluxQL RELATIVE_STRENGTH_INDEX()
+---
+
+The `relativeStrengthIndex()` function measures the relative speed and change of
+values in an input table.
+
+_**Function type:** Aggregate_  
+
+```js
+relativeStrengthIndex(
+  n: 5,
+  columns: ["_value"]
+)
+```
+
+##### Relative strength index rules:
+- The general equation for calculating a relative strength index (RSI) is
+  `RSI = 100 - (100 / (1 + (AVG GAIN / AVG LOSS)))`.
+- For the first value of the RSI, `AVG GAIN` and `AVG LOSS` are averages of the `n` period.
+- For subsequent calculations:
+  - `AVG GAIN` = `((PREVIOUS AVG GAIN) * (n - 1)) / n`
+  - `AVG LOSS` = `((PREVIOUS AVG LOSS) * (n - 1)) / n`
+- `relativeStrengthIndex()` ignores `null` values.
+
+## Parameters
+
+### n
+The number of values to use to calculate the RSI.
+
+_**Data type:** Integer_
+
+### columns
+Columns to operate on. _Defaults to `["_value"]`_.
+
+_**Data type:** Array of Strings_
+
+## Examples
+
+#### Calculate a five point relative strength index
+```js
+from(bucket: "example-bucket"):
+  |> range(start: -12h)
+  |> relativeStrengthIndex(n: 5)
+```
+
+#### Table transformation with a ten point RSI
+
+###### Input table:
+| _time | A    | B    | tag |
+|:-----:|:----:|:----:|:---:|
+| 0001  | 1    | 1    | tv  |
+| 0002  | 2    | 2    | tv  |
+| 0003  | 3    | 3    | tv  |
+| 0004  | 4    | 4    | tv  |
+| 0005  | 5    | 5    | tv  |
+| 0006  | 6    | 6    | tv  |
+| 0007  | 7    | 7    | tv  |
+| 0008  | 8    | 8    | tv  |
+| 0009  | 9    | 9    | tv  |
+| 0010  | 10   | 10   | tv  |
+| 0011  | 11   | 11   | tv  |
+| 0012  | 12   | 12   | tv  |
+| 0013  | 13   | 13   | tv  |
+| 0014  | 14   | 14   | tv  |
+| 0015  | 15   | 15   | tv  |
+| 0016  | 16   | 16   | tv  |
+| 0017  | 17   | null | tv  |
+| 0018  | 18   | 17   | tv  |
+
+###### Query:
+```js
+// ...
+  |> relativeStrengthIndex(
+    n: 10,
+    columns: ["A", "B"]
+  )
+```
+
+###### Output table:
+| _time |   A  |   B  | tag |
+|:-----:|:----:|:----:|:---:|
+|  0011 | 100  | 100  |  tv |
+|  0012 | 100  | 100  |  tv |
+|  0013 | 100  | 100  |  tv |
+|  0014 | 100  | 100  |  tv |
+|  0015 | 100  | 100  |  tv |
+|  0016 |  90  |  90  |  tv |
+|  0017 |  81  |  90  |  tv |
+|  0018 | 72.9 |  81  |  tv |