// Licensed under the Apache License, Version 2.0
// © mihakralj
//@version=6
indicator("Ehlers Rocket RSI (RRSI)", "RRSI", overlay=false)

//@function Calculates the Rocket RSI (Ehlers, TASC May 2018)
//@param source Source price series
//@param smoothLength Super Smoother filter period
//@param rsiLength RSI accumulation period
//@returns Rocket RSI value (Fisher-transformed RSI)
rrsi(series float source, simple int smoothLength, simple int rsiLength) =>
    if smoothLength <= 0
        runtime.error("Smooth length must be greater than 0")
    if rsiLength <= 0
        runtime.error("RSI length must be greater than 0")

    // Super Smoother coefficients (Ehlers 2-pole Butterworth)
    float a1 = math.exp(-1.414 * math.pi / smoothLength)
    float b1 = 2.0 * a1 * math.cos(1.414 * math.pi / smoothLength)
    float c2 = b1
    float c3 = -(a1 * a1)
    float c1 = 1.0 - c2 - c3

    // Momentum: Close - Close[rsiLength-1]
    // nz() prevents na propagation into the IIR filter on early bars
    float mom = nz(source) - nz(source[rsiLength - 1])

    // Super Smoother Filter (2-pole IIR)
    var float filt = 0.0
    filt := bar_index < rsiLength ? mom : c1 * (mom + nz(mom[1])) * 0.5 + c2 * nz(filt[1]) + c3 * nz(filt[2])

    // Ehlers RSI (summation-based, not Wilder)
    float cu = 0.0
    float cd = 0.0
    for j = 0 to rsiLength - 1
        float diff = nz(filt[j]) - nz(filt[j + 1])
        if diff > 0
            cu += diff
        else if diff < 0
            cd -= diff

    float cuCd = cu + cd
    float myRsi = cuCd > 1e-10 ? (cu - cd) / cuCd : 0.0

    // Clamp to ±0.999
    myRsi := math.max(-0.999, math.min(0.999, myRsi))

    // Fisher Transform (arctanh)
    float rocket = 0.5 * math.log((1.0 + myRsi) / (1.0 - myRsi))
    rocket

// ---------- Main loop ----------

i_smooth = input.int(10, "Smooth Length", minval=1, maxval=500)
i_rsi    = input.int(10, "RSI Length", minval=1, maxval=500)
i_source = input.source(close, "Source")

rocket_rsi = rrsi(i_source, i_smooth, i_rsi)

plot(rocket_rsi, "Rocket RSI", color=color.yellow, linewidth=2)
hline(0, "Zero", color=color.gray, linestyle=hline.style_dotted)
hline(2, "Overbought", color=color.red, linestyle=hline.style_dashed)
hline(-2, "Oversold", color=color.green, linestyle=hline.style_dashed)