docs-v2/content/flux/v0/stdlib/universe/relativestrengthindex.md

title	description	menu	weight	flux/v0/tags	introduced
relativeStrengthIndex() function	`relativeStrengthIndex()` measures the relative speed and change of values in input tables.	flux_v0_ref name parent identifier relativeStrengthIndex universe universe/relativeStrengthIndex	101	transformations	0.38.0

relativeStrengthIndex() measures the relative speed and change of values in input tables.

Relative strength index (RSI) 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.

Output tables

For each input table with x rows, relativeStrengthIndex() outputs a table with x - n rows.

Function type signature

(<-tables: stream[A], n: int, ?columns: [string]) => stream[B] where A: Record, B: Record

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Parameters

n

({{< req >}}) Number of values to use to calculate the RSI.

columns

Columns to operate on. Default is ["_value"].

tables

Input data. Default is piped-forward data (<-).

Examples

Calculate a three point relative strength index

import "sampledata"

sampledata.int()
    |> relativeStrengthIndex(n: 3)

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Input data

_time	_value	*tag
2021-01-01T00:00:00Z	-2	t1
2021-01-01T00:00:10Z	10	t1
2021-01-01T00:00:20Z	7	t1
2021-01-01T00:00:30Z	17	t1
2021-01-01T00:00:40Z	15	t1
2021-01-01T00:00:50Z	4	t1

_time	_value	*tag
2021-01-01T00:00:00Z	19	t2
2021-01-01T00:00:10Z	4	t2
2021-01-01T00:00:20Z	-3	t2
2021-01-01T00:00:30Z	19	t2
2021-01-01T00:00:40Z	13	t2
2021-01-01T00:00:50Z	1	t2

Output data

_time	_value	*tag
2021-01-01T00:00:30Z	84.375	t1
2021-01-01T00:00:40Z	73.97260273972603	t1
2021-01-01T00:00:50Z	36.672325976230894	t1

_time	_value	*tag
2021-01-01T00:00:30Z	70.27027027027026	t2
2021-01-01T00:00:40Z	59.42857142857142	t2
2021-01-01T00:00:50Z	40.625	t2

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