Code:
        public static IList<double> RSI(IList<double> candles, int period)
        {
            var res = new double[candles.Count];
            if (candles.Count > 0)
            {
                var u = new double[candles.Count];
                var d = new double[candles.Count];
                u[0] = 0;
                d[0] = 0;
                for (int i = 1; i < candles.Count; i++)
                {
                    double tu = 0, td = 0;
                    if (candles[i - 1] < candles[i])
                    {
                        tu = candles[i] - candles[i - 1];
                    }
                    else if (candles[i - 1] > candles[i])
                    {
                        td = candles[i - 1] - candles[i];
                    }
                    u[i] = tu;
                    d[i] = td;
                }
                var eu = EMA(u, period);
                var ed = EMA(d, period);
                for (int i = 0; i < candles.Count; i++)
                {
                    if(ed[i] == 0.0)
                    {
                        res[i] = 100;
                    }
                    else if (eu[i] / ed[i] == 1.0)
                    {
                        res[i] = 0;
                    }
                    else
                    {
                        res[i] = 100 - 100 / (1 + eu[i] / ed[i]);
                    }
                }
            }
            return res;
        }