mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-07 13:37:44 +00:00
Miha Kralj
eb9e41fc2e
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
71 lines
2.3 KiB
C#
71 lines
2.3 KiB
C#
using System.Drawing;
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using System.Runtime.CompilerServices;
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using TradingPlatform.BusinessLayer;
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namespace QuanTAlib;
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[SkipLocalsInit]
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public sealed class RrsiIndicator : Indicator, IWatchlistIndicator
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{
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[InputParameter("Smooth Length", sortIndex: 1, 1, 500, 1, 0)]
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public int SmoothLength { get; set; } = 10;
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[InputParameter("RSI Length", sortIndex: 2, 1, 500, 1, 0)]
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public int RsiLength { get; set; } = 10;
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[IndicatorExtensions.DataSourceInput(sortIndex: 3)]
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public SourceType Source { get; set; } = SourceType.Close;
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[InputParameter("Show cold values", sortIndex: 21)]
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public bool ShowColdValues { get; set; } = true;
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private Rrsi _rrsi = null!;
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private readonly LineSeries _rrsiLine;
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public static int MinHistoryDepths => 0;
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int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
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public override string ShortName => $"RRSI ({SmoothLength},{RsiLength})";
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public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/oscillators/rrsi/Rrsi.Quantower.cs";
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public RrsiIndicator()
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{
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OnBackGround = true;
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SeparateWindow = true;
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Name = "RRSI - Rocket RSI (Ehlers)";
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Description = "Fisher Transform of Super Smoother–filtered RSI for cyclic reversal signals";
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_rrsiLine = new LineSeries("RocketRSI", Color.DodgerBlue, 2, LineStyle.Solid);
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AddLineSeries(_rrsiLine);
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AddLineLevel(0, "Zero", Color.Gray, 1, LineStyle.Dash);
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AddLineLevel(2, "Overbought", Color.Red, 1, LineStyle.Dash);
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AddLineLevel(-2, "Oversold", Color.Green, 1, LineStyle.Dash);
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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protected override void OnInit()
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{
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_rrsi = new Rrsi(SmoothLength, RsiLength);
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base.OnInit();
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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protected override void OnUpdate(UpdateArgs args)
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{
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var priceSelector = Source.GetPriceSelector();
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var item = HistoricalData[0, SeekOriginHistory.End];
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double price = priceSelector(item);
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TValue input = new(item.TimeLeft, price);
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TValue result = _rrsi.Update(input, args.IsNewBar());
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if (!_rrsi.IsHot && !ShowColdValues)
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{
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return;
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}
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_rrsiLine.SetValue(result.Value);
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}
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}
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