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feat: add RRSI (Rocket RSI) — Ehlers TASC May 2018

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Algorithm: SuperSmoother-filtered momentum → Ehlers RSI → Fisher Transform
- 2-pole Butterworth IIR pre-filter removes noise
- Ehlers RSI (raw summation, not Wilder) outputs [-1,1]
- arctanh produces Gaussian-distributed zero-mean oscillator

Files: Rrsi.cs, Rrsi.Quantower.cs, Rrsi.md, 31+7 tests
Integration: sidebar, indices, Python bridge (Exports, _bridge, oscillators, SPEC)
Build: 0 warnings, 0 errors | Tests: 15,963 passed, 0 failed
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Miha Kralj
2026-03-17 09:25:32 -07:00
parent 15f4bb90f3
commit eb9e41fc2e
12 changed files with 1028 additions and 0 deletions
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lib/_index.md
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@@ -309,6 +309,7 @@
| [RV](volatility/rv/Rv.md) | Realized Volatility | Volatility |
| [RVI](volatility/rvi/Rvi.md) | Relative Volatility Index | Volatility |
| [RVGI](oscillators/rvgi/Rvgi.md) | Relative Vigor Index | Oscillators |
| [RRSI](oscillators/rrsi/Rrsi.md) | Rocket RSI (Ehlers) | Oscillators |
| [RWMA](trends_FIR/rwma/Rwma.md) | Range Weighted MA | Trends (FIR) |
| [SAK](filters/sak/Sak.md) | Ehlers Swiss Army Knife | Filters |
| [SAM](momentum/sam/Sam.md) | Smoothed Adaptive Momentum | Momentum |