TTR's RSI
Hi, for some reason when I calculate RSI on a xts object of length n, I get a result of length n+1 as in the following example:
dim(data.60min)
[1] 23 5
class(data.xmin)
[1] "xts" "zoo"
length(RSI(data.60min[,"Close"]))
[1] 24 If I plug in a vector of length 23, RSI gives me a vector of length 23.
length(RSI(runif(23)))
[1] 23 am I missing something here? Thanks Haky -------------------------------------------- Here is the data for your reference:
data.60min
Open High Low Close Volume 2008-03-16 17:00:00 119 120 119 119 1305 2008-03-16 18:00:00 119 120 119 120 3237 2008-03-16 19:00:00 120 120 120 120 2813 2008-03-16 20:00:00 120 120 120 120 2857 2008-03-16 21:00:00 120 120 120 120 4561 2008-03-16 22:00:00 120 120 120 120 1988 2008-03-16 23:00:00 120 120 120 120 805 2008-03-17 00:00:00 120 120 120 120 1177 2008-03-17 01:00:00 120 120 120 120 1245 2008-03-17 02:00:00 120 120 120 120 1263 2008-03-17 03:00:00 120 120 120 120 5565 2008-03-17 04:00:00 120 120 120 120 4081 2008-03-17 05:00:00 120 120 120 120 4462 2008-03-17 06:00:00 120 120 120 120 12409 2008-03-17 07:00:00 120 120 119 119 34083 2008-03-17 08:00:00 119 120 119 120 34742 2008-03-17 09:00:00 120 120 120 120 29412 2008-03-17 10:00:00 120 120 120 120 40087 2008-03-17 11:00:00 120 120 120 120 21834 2008-03-17 12:00:00 120 120 120 120 26442 2008-03-17 13:00:00 120 120 120 120 36671 2008-03-17 14:00:00 120 120 120 120 20468 2008-03-17 15:00:00 120 120 120 120 8802