/// <summary>
/// Relatives the index of the strength.
/// </summary>
/// <returns>The strength index.</returns>
/// <param name="candleSticks">Candle sticks.</param>
/// <param name="period">Period.</param>
public static RelativeStrengthIndex RelativeStrengthIndex(CandleStickCollection candleSticks, int period = 14,
PriceSource priceSource = PriceSource.Close)
{
int count = candleSticks.Count;
double[] priceArray = priceSource.GetArrayFromCandleStickCollection(candleSticks);
double[] rsi = new double[count];
double[] up = new double[count];
double[] down = new double[count];
double[] rs = new double[count];
for (int i = 1; i < count; i++)
{
if (priceArray[i] > priceArray[i - 1])
{
up[i] = priceArray[i] - priceArray[i - 1];
}
else
{
down[i] = priceArray[i - 1] - priceArray[i];
}
}
for (int i = period; i < count; i++)
{
rs[i] = MovingAverage.SMMA(up, period, i - period, period).MovingAverage[i]
/ MovingAverage.SMMA(down, period, i - period, period).MovingAverage[i];
rsi[i] = 100 - 1 / (1 + rs[i]);
}
return(new RelativeStrengthIndex(rsi));
}
