Indicator on Indicator (EMA smoothing on RSI)

[Jeffrey C F Wong]

Hi everyone, I am trying to apply some EMA smoothing on the RSI indicator. But so far, no luck. Would really appreciate if someone can point me to the right direction...

class RSI(bt.Strategy):

    params = (('period', 14),)

    def __init__(self):
        self.rsi = bt.indicators.RSI_Safe(self.close, period=14)
    
    def __init__(self):     
        self.smooth_rsi = bt.indicators.ExpSmoothing(self.rsi, period=8)

[rajanprabu]

hi @Jeffrey-C-F-Wong

When you pass close to RSI indicator.. its self.data.close not self.close

class RSI(bt.Strategy):

    params = (('period', 14),)

    def __init__(self):
        self.rsi = bt.indicators.RSI_Safe(self.data0.close, period=14)
        self.smooth_rsi = bt.indicators.ExpSmoothing(self.rsi, period=8)

[Jeffrey C F Wong]

@rajanprabu thank you so much, that makes sense and it's working great!