Price Relative Strength (PRS)

get_prs(eval_history, base_history, lookback_periods=None, sma_periods=None)


name type notes
eval_history Iterable[Quote] Historical quotes for evaluation. You must have the same number of periods as base_history.
See here for usage with pandas.DataFrame
base_history Iterable[Quote] Iterable of the Quote class or its sub-class.
lookback_periods int, Optional Number of periods (N) to lookback to compute % difference. Must be greater than 0 if specified or None.
sma_periods int, Optional Number of periods (S) in the SMA lookback period for prs. Must be greater than 0.

Historical quotes requirements

You must have at least N periods of base_history to calculate prs_percent if lookback_periods is specified; otherwise, you must specify at least S+1 periods. More than the minimum is typically specified. For this indicator, the elements must match (e.g. the nth elements must be the same date). An Exception will be thrown for mismatch dates. Historical price quotes should have a consistent frequency (day, hour, minute, etc).

base_history is an Iterable[Quote] collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.




name type notes
date datetime Date
prs float, Optional Price Relative Strength compares eval_history to base_history
prs_sma float, Optional Moving Average (SMA) of PRS over S periods
prs_percent float, Optional Percent change difference between eval_history and base_history over N periods


See Utilities and Helpers for more information.


from stock_indicators import indicators

# This method is NOT a part of the library.
history_SPX = get_historical_quotes("SPX")
history_TSLA = get_historical_quotes("TSLA")

# Calculate 14-period PRS
results = indicators.get_prs(history_SPX, history_TSLA, 14)

About Price Relative Strength (PRS)

Price Relative Strength (PRS), also called Comparative Relative Strength, shows the ratio of two quote histories, based on Close price. It is often used to compare against a market index or sector ETF. When using the optional lookback_periods, this also returns relative percent change over the specified periods. This is not the same as the more prevalent Relative Strength Index (RSI). [Discuss] 💬