What is period for RSI?

For RSI the docs says

:period: The period over which to compute the RSI

If I Use self.RSI("AAPL", 14, MovingAverageType.Wilders, Resolution.Minute) 

Does the 14 period mean 14 minutes or 14 days?

Update Backtest

14 periods means 14 bars. In your example above, a bar represents 1 minute of data, as you've specified Resolution.Minute as the last parameter.




Hi Jordan, when you add the asset with self.AddEquity("AAPL", Resolution), you need to specified the data resolution. This tells the engine the data resolution you used in the algorithm. You can also use a different resolution when you add the indicator 

self.RSI("AAPL", 14, MovingAverageType, Resolution)  

One thing needs to note is the resolution in self.AddEquity() should be smaller than the resolution in the indicator. For example, you request the hourly data in self.AddEquity(), the available resolutions in the indicator are hourly, daily. Minute resolution here is not available because the minute price data is not requested.


Update Backtest


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