Add RSI(14) divergence indicator - #244
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Implement RSI divergence detection to identify potential reversal and continuation signals. Features: - Add detect_rsi_divergence() function in Pktalib for detecting 4 types of divergences: * Regular Bullish: Price LL while RSI HL (bullish reversal) * Regular Bearish: Price HH while RSI LH (bearish reversal) * Hidden Bullish: Price HL while RSI LL (bullish continuation) * Hidden Bearish: Price LH while RSI HH (bearish continuation) - Add findRSIDivergence() screening method in ScreeningStatistics - Add comprehensive unit tests for divergence detection - Configurable parameters: RSI period (default 14), swing order, tolerance Resolves issue pkjmesra#172
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This PR is marked as Stale due to Inactivity. |
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@gauravarora - How and where would you like this integrated? Any specific scan category or scan menu option that should use this ? |
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Summary
Implements RSI(14) divergence detection to identify potential reversal and continuation signals as requested in issue #172.
Changes
1. New
detect_rsi_divergence()function inPktalib.pyDetects four types of divergences:
The implementation uses swing detection algorithm similar to the AutoTrader reference provided in the issue.
2. New
findRSIDivergence()screening method inScreeningStatistics.py3. Comprehensive unit tests in
PKTaLib_test.pyConfiguration
Configurable parameters:
rsi_period: RSI calculation period (default: 14)swing_order: Number of points on each side for swing detection (default: 5)tolerance: Tolerance window for matching price and indicator swings (default: 2)