I was shooting a GPS approach into RHP wich sits in a vally in the Smoky Mountains. This day the smokies were living up their name we were inbound from the holding pattern into the sun so the vis sucked. We were at the MDA. We got a yellow TA then almost instantly a red RA telling us to dive. At that moment I saw the traffic so instead of diving we moved to our right and he went by about 200 feet off the left wing. My FO had been calling our position since before we were cleared for the approach. I am really gun shy at non controlled airports these days.