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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/src/Exports.cs
+11
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@@ -327,6 +327,17 @@ public static unsafe partial class Exports
catch { return StatusCodes.QTL_ERR_INTERNAL; }
}
// Rrsi: Pattern A (dual period params)
[UnmanagedCallersOnly(EntryPoint = "qtl_rrsi")]
public static int QtlRrsi(double* src, int n, double* dst, int smoothLength, int rsiLength)
{
int v = Chk1(src, dst, n); if (v != 0) return v;
v = ChkPeriod(smoothLength); if (v != 0) return v;
v = ChkPeriod(rsiLength); if (v != 0) return v;
try { Rrsi.Batch(Src(src, n), Dst(dst, n), smoothLength, rsiLength); return StatusCodes.QTL_OK; }
catch { return StatusCodes.QTL_ERR_INTERNAL; }
}
// Er: Pattern A
[UnmanagedCallersOnly(EntryPoint = "qtl_er")]
public static int QtlEr(double* src, int n, double* dst, int period)