Relative Strength Index (RSI) Indicator always equal to 1.0 when inputs greater than initial

[bartlaw]

Bug Report

If the first price in series is the smallest one, the RSI indicator will always have a value of 1.0.
This happens when the rest of the price is bigger than the first price. RSI has to be brand new (has_inputs==False)

Expected Behavior

Indicator should have values < 1.0 eventually.

Actual Behavior

Indicator have values equal to 1.0.

Steps to Reproduce the Problem

Feed indicator with series with the smallest price at the beginning.

Code Snippets or Logs

Maybe _last_value should be assigned in (rsi.pyx:102):

if self._average_loss.value == 0:
    self.value = self._rsi_max
    return

Workaround that works for me:

        if self.rsi.value == 1.0 and not self.rsi.initialized:
            self.invalid_rsi_counter += 1
            if self.invalid_rsi_counter > 5:
                self.rsi.reset()
                self.invalid_rsi_counter = 0

Specifications

• OS platform: Windows
• Python version: 3.12
• nautilus_trader version: 1.218.0a20250516