STRASMORE/EXPLORE 3,256 QUERIES

One session, one formula, different amounts of warm-up

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-08-17, from Why Your RSI Differs Between Platforms.

as of ranking 10×3read in context →
One session, one formula, different amounts of warm-up — 10 rows by 3 columns, computed from US exchange, SIP and OPRA data.
warmup_barsrsi_wilderrsi_simple
049.0749.07
142.3549.07
239.7349.07
538.0349.07
1043.0849.07
2046.9549.07
4047.1449.07
8046.9249.07
16046.9149.07
25046.9149.07
Rows × columns
10 × 3
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for One session, one formula, different amounts of warm-up, derived from the stored result.
ColumnTypeRangeNotes
warmup_bars text 10 distinct values (0, 1, 10…)
rsi_wilder number 38.03 to 49.07
rsi_simple number every row is 49.07

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.

Run it yourself

This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.

WITH
    daily AS
    (
        SELECT arraySort(groupArray((day, px))) AS pts
        FROM
        (
            SELECT
                date                  AS day,
                toFloat64(max(close)) AS px
            FROM global_markets.stocks_daily_aggs
            WHERE ticker = 'AAPL'
              AND date >= '2025-01-02'
              AND date <= '2026-06-30'
            GROUP BY day
        )
    ),
    steps AS
    (
        SELECT arrayPopFront(arrayDifference(arrayMap(p -> p.2, pts))) AS chg
        FROM daily
    ),
    grid AS
    (
        SELECT
            arrayMap(x -> greatest(x, 0.0),  chg) AS up,
            arrayMap(x -> greatest(-x, 0.0), chg) AS dn,
            toInt64(length(chg))                  AS e,
            toInt64(arrayJoin([0, 1, 2, 5, 10, 20, 40, 80, 160, 250])) AS warmup
        FROM steps
    ),
    seeded AS
    (
        SELECT
            warmup,
            (arraySum(arraySlice(up, e - warmup - 13, 14)) / 14) * pow(13.0 / 14.0, warmup)
                + arraySum(arrayMap((g, j) -> g * pow(13.0 / 14.0, toInt64(j) - 1),
                      arrayReverse(arraySlice(up, e - warmup + 1, warmup)),
                      arrayEnumerate(arraySlice(up, e - warmup + 1, warmup)))) / 14 AS up_wilder,
            (arraySum(arraySlice(dn, e - warmup - 13, 14)) / 14) * pow(13.0 / 14.0, warmup)
                + arraySum(arrayMap((g, j) -> g * pow(13.0 / 14.0, toInt64(j) - 1),
                      arrayReverse(arraySlice(dn, e - warmup + 1, warmup)),
                      arrayEnumerate(arraySlice(dn, e - warmup + 1, warmup)))) / 14 AS dn_wilder,
            arraySum(arraySlice(up, e - 13, 14)) / 14 AS up_simple,
            arraySum(arraySlice(dn, e - 13, 14)) / 14 AS dn_simple
        FROM grid
    )
SELECT
    toString(warmup)                                                      AS warmup_bars,
    round(100 - 100 / (1 + up_wilder / greatest(dn_wilder, 0.000001)), 2) AS rsi_wilder,
    round(100 - 100 / (1 + up_simple / greatest(dn_simple, 0.000001)), 2) AS rsi_simple
FROM seeded
ORDER BY warmup
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