7b1326c696
chore: sort lib/_index.md alphabetically, fix rrsi.pine na propagation
2026-03-17 15:14:22 -07:00
7d6536f4dd
fix(rrsi): fix zero-output bug in rrsi.pine caused by na propagation
2026-03-17 15:10:30 -07:00
75bcc12529
docs(rrsi): rewrite Rrsi.md to match template, rename to Ehlers Rocket RSI
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- Full template: property table, tagline, key takeaways, historical context,
architecture & physics with code references, mathematical foundation,
interpretation & signal zones, related indicators, validation table,
performance profile, common pitfalls, FAQ, references
- Title changed from "Rocket RSI" to "Ehlers Rocket RSI" across all indexes
- Updated _sidebar.md, lib/_index.md, lib/oscillators/_index.md
2026-03-17 09:48:32 -07:00
db6bb86fe6
feat(rrsi): add PineScript reference implementation
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Ehlers TASC May 2018 algorithm: Momentum → Super Smoother (2-pole
Butterworth IIR) → Ehlers RSI (summation CU/CD) → Fisher Transform.
Inputs: smoothLength=10, rsiLength=10, source=close.
2026-03-17 09:44:16 -07:00
4cc4c1a0c4
feat(rrsi): add validation tests — manual Ehlers algorithm cross-check
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- Manual step-by-step reference implementation of Ehlers TASC May 2018
- Theory tests across 5 parameter combinations (5/5, 8/10, 10/10, 10/20, 20/10)
- arctanh mathematical identity verification
- Streaming/batch/span consistency validation
- Event-based vs streaming agreement check
- All-outputs-finite verification across 4 parameter sets
- Super Smoother coefficient unity DC gain validation
- 18 new tests, 15981 total passing, 0 warnings
2026-03-17 09:38:18 -07:00
eb9e41fc2e
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
2026-03-17 09:25:32 -07:00
Miha Kralj