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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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python/SPEC.md
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@@ -671,6 +671,7 @@ packages = ["quantalib"]
| reflex | `Reflex` | A | period |
| reverseema | `ReverseEma` | A | period |
| rvgi | `Rvgi` | C (OHLC) | period |
| rrsi | `Rrsi` | A | smoothLength, rsiLength |
| smi | `Smi` | I (HLC→2+) | period, smoothK, smoothD |
| squeeze | `Squeeze` | I (HLC→multi) | bbPeriod, kcPeriod... |
| squeeze_pro | `SqueezePro` | I (HLC→multi) | period, bbMult, kcMultWide/Normal/Narrow |