ezyquant.indicators.rsi_divergence.rsi_divergence#

ezyquant.indicators.rsi_divergence.rsi_divergence(high: Series, low: Series, close: Series, rsi_period: int = 14, pivot_up_thresh: float = 0.05, pivot_down_thresh: float = -0.05) → Series#

Return Positive RSI of the bullish divergence points and Negative RSI of the bearish divergence points.

Parameters:

  • high (pd.Series) – Series of ‘high’ prices.

  • low (pd.Series) – Series of ‘low’ prices.

  • close (pd.Series) – Series of ‘close’ prices.

  • rsi_period (int, optional) – RSI period, by default 14

  • pivot_up_thresh (float) – Pivot up threshold, by default 0.05

  • pivot_down_thresh (float) – Pivot down threshold, by default -0.05