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

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
2026-08-21 03:58:04 +00:00 · 2026-03-17 09:25:32 -07:00
parent 15f4bb90f3
commit eb9e41fc2e
12 changed files with 1028 additions and 0 deletions
@@ -0,0 +1,70 @@
+using System.Drawing;
+using System.Runtime.CompilerServices;
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib;
+
+[SkipLocalsInit]
+public sealed class RrsiIndicator : Indicator, IWatchlistIndicator
+{
+    [InputParameter("Smooth Length", sortIndex: 1, 1, 500, 1, 0)]
+    public int SmoothLength { get; set; } = 10;
+
+    [InputParameter("RSI Length", sortIndex: 2, 1, 500, 1, 0)]
+    public int RsiLength { get; set; } = 10;
+
+    [IndicatorExtensions.DataSourceInput(sortIndex: 3)]
+    public SourceType Source { get; set; } = SourceType.Close;
+
+    [InputParameter("Show cold values", sortIndex: 21)]
+    public bool ShowColdValues { get; set; } = true;
+
+    private Rrsi _rrsi = null!;
+    private readonly LineSeries _rrsiLine;
+
+    public static int MinHistoryDepths => 0;
+    int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
+
+    public override string ShortName => $"RRSI ({SmoothLength},{RsiLength})";
+    public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/oscillators/rrsi/Rrsi.Quantower.cs";
+
+    public RrsiIndicator()
+    {
+        OnBackGround = true;
+        SeparateWindow = true;
+        Name = "RRSI - Rocket RSI (Ehlers)";
+        Description = "Fisher Transform of Super Smoother–filtered RSI for cyclic reversal signals";
+
+        _rrsiLine = new LineSeries("RocketRSI", Color.DodgerBlue, 2, LineStyle.Solid);
+        AddLineSeries(_rrsiLine);
+
+        AddLineLevel(0, "Zero", Color.Gray, 1, LineStyle.Dash);
+        AddLineLevel(2, "Overbought", Color.Red, 1, LineStyle.Dash);
+        AddLineLevel(-2, "Oversold", Color.Green, 1, LineStyle.Dash);
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnInit()
+    {
+        _rrsi = new Rrsi(SmoothLength, RsiLength);
+        base.OnInit();
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void OnUpdate(UpdateArgs args)
+    {
+        var priceSelector = Source.GetPriceSelector();
+        var item = HistoricalData[0, SeekOriginHistory.End];
+        double price = priceSelector(item);
+
+        TValue input = new(item.TimeLeft, price);
+        TValue result = _rrsi.Update(input, args.IsNewBar());
+
+        if (!_rrsi.IsHot && !ShowColdValues)
+        {
+            return;
+        }
+
+        _rrsiLine.SetValue(result.Value);
+    }
+}