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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
This commit is contained in:
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/quantalib/_bridge.py
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@@ -438,6 +438,7 @@ HAS_DPO = _bind("qtl_dpo", [_dp, _ci, _dp, _ci])
HAS_TRIX = _bind("qtl_trix", [_dp, _ci, _dp, _ci])
HAS_INERTIA = _bind("qtl_inertia", [_dp, _ci, _dp, _ci])
HAS_RSX = _bind("qtl_rsx", [_dp, _ci, _dp, _ci])
HAS_RRSI = _bind("qtl_rrsi", [_dp, _ci, _dp, _ci, _ci])
HAS_ER = _bind("qtl_er", [_dp, _ci, _dp, _ci])
HAS_CTI = _bind("qtl_cti", [_dp, _ci, _dp, _ci])
HAS_REFLEX = _bind("qtl_reflex", [_dp, _ci, _dp, _ci])