Relative Strength Index (RSI)

get_rsi(quotes, lookback_periods=14)


name type notes
quotes Iterable[Quote] Iterable of the Quote class or its sub-class.
See here for usage with pandas.DataFrame
lookback_periods int, default 14 Number of periods (N) in the lookback period. Must be greater than 0.

Historical quotes requirements

You must have at least N+100 periods of quotes to cover the convergence periods. Since this uses a smoothing technique, we recommend you use at least 10×N data points prior to the intended usage date for better precision.

quotes 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.



Convergence warning: The first 10×N periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.


name type notes
date datetime Date
rsi float, Optional RSI over prior N lookback periods


See Utilities and Helpers for more information.


from stock_indicators import indicators

# This method is NOT a part of the library.
quotes = get_historical_quotes("SPY")

# calculate RSI(14)
results = indicators.get_rsi(quotes, 14)

About Relative Strength Index (RSI)

Created by J. Welles Wilder, the Relative Strength Index measures strength of the winning/losing streak over N lookback periods on a scale of 0 to 100, to depict overbought and oversold conditions. [Discuss] 💬