askmike/gekko — pull request #208 by cykedev (2014-02-16 19:52:08+00:00)
Title: RSI and SMA

Two new indicators: SMA and RSI.

The RSI implementation is based on EMA, see http://en.wikipedia.org/wiki/Relative_strength_index for details.
SMA is not actually needed by this implementation, but can be used instead of EMA (as used in Culter's RSI).

The strategy is simple, buy when below lower threshold (default 30) and sell when above upper (default 70).

Note: as EMA is used to calculate the average gains and losses, you should use at least 50-100 candles before starting to trade or you might get wrong values.