Asset risk metrics

2022年6月19日

Measures distance from a said source (high, close, open, ohlc4...) to last all time high, divided by the relative strength index . You are able to compare it to RSI or an RSI moving average (several types included). Default values are intended to be used on weekly timeframe , but serves as well on daily without changing much of the settings.

Feel free to edit/adapt the code, would love feedback on it.

2022年6月28日

版本注释

Added VWAP version of RSI, may be useful for some people. I find it quite interesting.

2022年11月23日

版本注释

Changed options names and default precision, nothing important