feat: add Anchored RSI to the momentum oscillators family (#144)

Cumulative Relative Strength Index whose averaging begins at a runtime-chosen anchor bar (set_anchor), the momentum counterpart to Anchored VWAP. Scalar f64 input, 0..=100 output; wired through core, Python, Node and WASM bindings, fuzz, benches, tests and docs. Indicator count 289 -> 290.

CHANGELOG.md

@@ -7,6 +7,10 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ## [Unreleased]
 
+### Added
+
+- **Anchored RSI** — a cumulative Relative Strength Index whose averaging begins at a runtime-chosen anchor bar (`set_anchor`), the momentum counterpart to Anchored VWAP. Every up- and down-move since the anchor is weighted equally, so it reports the RSI of the entire move since the anchor point. Scalar input, Momentum Oscillators family; available in Rust, Python, Node and WASM.
+
 ## [0.4.4] - 2026-06-02
 
 ### Added

README.md

@@ -1,5 +1,5 @@
 <p align="center">
-  <a href="https://wickra.org"><img src="https://raw.githubusercontent.com/wickra-lib/.github/main/profile/wickra-banner.webp?v=289" alt="Wickra — streaming-first technical indicators" width="100%"></a>
+  <a href="https://wickra.org"><img src="https://raw.githubusercontent.com/wickra-lib/.github/main/profile/wickra-banner.webp?v=290" alt="Wickra — streaming-first technical indicators" width="100%"></a>
 </p>
 
 [![CI](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml/badge.svg)](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
@@ -47,7 +47,7 @@ Full documentation lives at **[docs.wickra.org](https://docs.wickra.org)**:
   [Node](https://docs.wickra.org/Quickstart-Node),
   [WASM](https://docs.wickra.org/Quickstart-WASM).
 - **Indicators** — a per-indicator deep dive (formula, parameters, warmup) for
-  every one of the 289 indicators; start at the
+  every one of the 290 indicators; start at the
   [indicators overview](https://docs.wickra.org/Indicators-Overview).
 - **Reference** — [warmup periods](https://docs.wickra.org/Warmup-Periods),
   [streaming vs batch](https://docs.wickra.org/Streaming-vs-Batch),
@@ -135,7 +135,7 @@ python -m benchmarks.compare_libraries
 
 ## Indicators
 
-289 streaming-first indicators across eighteen families. Every one passes the
+290 streaming-first indicators across eighteen families. Every one passes the
 `batch == streaming` equivalence test, reference-value tests, and reset
 semantics tests. Each has a per-indicator deep dive (formula, parameters,
 warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
@@ -143,7 +143,7 @@ warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
 | Family | Indicators |
 |--------|-----------|
 | Moving Averages      | SMA, EMA, WMA, DEMA, TEMA, HMA, KAMA, SMMA, TRIMA, ZLEMA, T3, VWMA, ALMA, McGinley Dynamic, FRAMA, VIDYA, JMA, Alligator, EVWMA |
-| Momentum Oscillators | RSI (Wilder), Stochastic, CCI, ROC, Williams %R, MFI, Awesome Oscillator, MOM, CMO, TSI, PMO, StochRSI, Ultimate Oscillator, RVI, PGO, KST, SMI, Laguerre RSI, Connors RSI, Inertia |
+| Momentum Oscillators | RSI (Wilder), Anchored RSI, Stochastic, CCI, ROC, Williams %R, MFI, Awesome Oscillator, MOM, CMO, TSI, PMO, StochRSI, Ultimate Oscillator, RVI, PGO, KST, SMI, Laguerre RSI, Connors RSI, Inertia |
 | Trend & Directional  | MACD, ADX (+DI/-DI), ADXR, Aroon, TRIX, Aroon Oscillator, Vortex, Random Walk Index, Trend Intensity Index, Wave Trend Oscillator, Mass Index, Choppiness Index, Vertical Horizontal Filter |
 | Price Oscillators    | PPO, DPO, Coppock, Accelerator Oscillator, Balance of Power, APO, AO Histogram, CFO, Zero-Lag MACD, Elder Impulse, STC |
 | Volatility & Bands   | ATR, Bollinger Bands, Keltner Channels, Donchian Channels, NATR, StdDev, Ulcer Index, Historical Volatility, Bollinger Bandwidth, %B, True Range, Chaikin Volatility, RVI (Relative Volatility Index), Parkinson Volatility, Garman-Klass Volatility, Rogers-Satchell Volatility, Yang-Zhang Volatility |
@@ -238,7 +238,7 @@ A Python live-trading example using the public `websockets` package lives at
 ```
 wickra/
 ├── crates/
-│   ├── wickra-core/         core engine + all 289 indicators
+│   ├── wickra-core/         core engine + all 290 indicators
 │   ├── wickra/              top-level facade crate (publishes on crates.io) + benches/
 │   └── wickra-data/         CSV reader, tick aggregator, live exchange feeds
 ├── bindings/

bindings/node/__tests__/indicators.test.js

@@ -32,6 +32,7 @@ const scalarFactories = {
   EMA: () => new wickra.EMA(14),
   WMA: () => new wickra.WMA(14),
   RSI: () => new wickra.RSI(14),
+  AnchoredRSI: () => new wickra.AnchoredRSI(),
   DEMA: () => new wickra.DEMA(10),
   TEMA: () => new wickra.TEMA(10),
   HMA: () => new wickra.HMA(9),

bindings/node/index.d.ts

@@ -1224,6 +1224,16 @@ export declare class WilliamsAD {
   isReady(): boolean
   warmupPeriod(): number
 }
+export type AnchoredRsiNode = AnchoredRSI
+export declare class AnchoredRSI {
+  constructor()
+  setAnchor(): void
+  update(value: number): number | null
+  batch(prices: Array<number>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
 export type AnchoredVwapNode = AnchoredVWAP
 export declare class AnchoredVWAP {
   constructor()

bindings/node/index.js

@@ -310,7 +310,7 @@ if (!nativeBinding) {
   throw new Error(`Failed to load native binding`)
 }
 
-const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, MOM, CMO, DPO, StdDev, UlcerIndex, VerticalHorizontalFilter, ZScore, McGinleyDynamic, FRAMA, SuperSmoother, FisherTransform, Decycler, CenterOfGravity, CyberneticCycle, InstantaneousTrendline, EhlersStochastic, RVIVolatility, Variance, CoefficientOfVariation, Skewness, Kurtosis, StandardError, DetrendedStdDev, RSquared, MedianAbsoluteDeviation, Autocorrelation, HurstExponent, PearsonCorrelation, Beta, PairwiseBeta, SpearmanCorrelation, PairSpreadZScore, LeadLagCrossCorrelation, Cointegration, RelativeStrengthAB, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, ADXR, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, RollingVWAP, AwesomeOscillator, Aroon, Inertia, ConnorsRSI, LaguerreRSI, SMI, KST, PGO, RVI, AwesomeOscillatorHistogram, STC, ElderImpulse, ZeroLagMACD, CFO, APO, KAMA, EVWMA, Alligator, JMA, VIDYA, ALMA, T3, TSI, PMO, TII, ADL, VolumePriceTrend, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, NVI, PVI, VolumeOscillator, KVO, WilliamsAD, AnchoredVWAP, DemandIndex, TSV, VZO, MarketFacilitationIndex, EaseOfMovement, SuperTrend, ChandelierExit, ChandeKrollStop, AtrTrailingStop, HiLoActivator, VoltyStop, YoyoExit, DonchianStop, PercentageTrailingStop, StepTrailingStop, RenkoTrailingStop, TypicalPrice, MedianPrice, WeightedClose, LinearRegression, LinRegSlope, AcceleratorOscillator, BalanceOfPower, ChoppinessIndex, TrueRange, ChaikinVolatility, YangZhangVolatility, RogersSatchellVolatility, GarmanKlassVolatility, ParkinsonVolatility, LinRegAngle, BollingerBandwidth, PercentB, NATR, HistoricalVolatility, AroonOscillator, WaveTrend, RWI, Vortex, MassIndex, StochRSI, UltimateOscillator, PPO, Coppock, VWMA, MaEnvelope, AccelerationBands, StarcBands, AtrBands, HurstChannel, LinRegChannel, StandardErrorBands, DoubleBollinger, TtmSqueeze, FractalChaosBands, VwapStdDevBands, ClassicPivots, FibonacciPivots, Camarilla, WoodiePivots, DemarkPivots, WilliamsFractals, ZigZag, TDSetup, TDSequential, TDDeMarker, TDREI, TDPressure, TDCombo, TDCountdown, TDLines, TDRangeProjection, TDDifferential, TDOpen, TDRiskLevel, InverseFisherTransform, DecyclerOscillator, RoofingFilter, EmpiricalModeDecomposition, HilbertDominantCycle, AdaptiveCycle, SineWave, MAMA, FAMA, Ichimoku, HeikinAshi, ValueArea, InitialBalance, OpeningRange, Doji, Hammer, InvertedHammer, HangingMan, ShootingStar, Engulfing, Harami, MorningEveningStar, ThreeSoldiersOrCrows, PiercingDarkCloud, Marubozu, Tweezer, SpinningTop, ThreeInside, ThreeOutside, TwoCrows, UpsideGapTwoCrows, IdenticalThreeCrows, ThreeLineStrike, ThreeStarsInSouth, AbandonedBaby, AdvanceBlock, BeltHold, Breakaway, Counterattack, DojiStar, DragonflyDoji, GravestoneDoji, LongLeggedDoji, RickshawMan, EveningDojiStar, MorningDojiStar, GapSideBySideWhite, HighWave, Hikkake, HikkakeModified, HomingPigeon, OnNeck, InNeck, Thrusting, SeparatingLines, Kicking, KickingByLength, LadderBottom, MatHold, MatchingLow, LongLine, ShortLine, RisingThreeMethods, FallingThreeMethods, UpsideGapThreeMethods, DownsideGapThreeMethods, StalledPattern, StickSandwich, Takuri, ClosingMarubozu, OpeningMarubozu, TasukiGap, UniqueThreeRiver, ConcealingBabySwallow, OrderBookImbalanceTop1, OrderBookImbalanceFull, Microprice, QuotedSpread, DepthSlope, OrderBookImbalanceTopN, SignedVolume, CumulativeVolumeDelta, TradeImbalance, EffectiveSpread, RealizedSpread, KylesLambda, Footprint, FundingRate, FundingRateMean, FundingRateZScore, FundingBasis, OpenInterestDelta, OIPriceDivergence, OIWeighted, LongShortRatio, TakerBuySellRatio, LiquidationFeatures, TermStructureBasis, CalendarSpread, SharpeRatio, SortinoRatio, CalmarRatio, OmegaRatio, MaxDrawdown, AverageDrawdown, DrawdownDuration, PainIndex, ValueAtRisk, ConditionalValueAtRisk, ProfitFactor, GainLossRatio, RecoveryFactor, KellyCriterion, TreynorRatio, InformationRatio, Alpha } = nativeBinding
+const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, MOM, CMO, DPO, StdDev, UlcerIndex, VerticalHorizontalFilter, ZScore, McGinleyDynamic, FRAMA, SuperSmoother, FisherTransform, Decycler, CenterOfGravity, CyberneticCycle, InstantaneousTrendline, EhlersStochastic, RVIVolatility, Variance, CoefficientOfVariation, Skewness, Kurtosis, StandardError, DetrendedStdDev, RSquared, MedianAbsoluteDeviation, Autocorrelation, HurstExponent, PearsonCorrelation, Beta, PairwiseBeta, SpearmanCorrelation, PairSpreadZScore, LeadLagCrossCorrelation, Cointegration, RelativeStrengthAB, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, ADXR, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, RollingVWAP, AwesomeOscillator, Aroon, Inertia, ConnorsRSI, LaguerreRSI, SMI, KST, PGO, RVI, AwesomeOscillatorHistogram, STC, ElderImpulse, ZeroLagMACD, CFO, APO, KAMA, EVWMA, Alligator, JMA, VIDYA, ALMA, T3, TSI, PMO, TII, ADL, VolumePriceTrend, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, NVI, PVI, VolumeOscillator, KVO, WilliamsAD, AnchoredRSI, AnchoredVWAP, DemandIndex, TSV, VZO, MarketFacilitationIndex, EaseOfMovement, SuperTrend, ChandelierExit, ChandeKrollStop, AtrTrailingStop, HiLoActivator, VoltyStop, YoyoExit, DonchianStop, PercentageTrailingStop, StepTrailingStop, RenkoTrailingStop, TypicalPrice, MedianPrice, WeightedClose, LinearRegression, LinRegSlope, AcceleratorOscillator, BalanceOfPower, ChoppinessIndex, TrueRange, ChaikinVolatility, YangZhangVolatility, RogersSatchellVolatility, GarmanKlassVolatility, ParkinsonVolatility, LinRegAngle, BollingerBandwidth, PercentB, NATR, HistoricalVolatility, AroonOscillator, WaveTrend, RWI, Vortex, MassIndex, StochRSI, UltimateOscillator, PPO, Coppock, VWMA, MaEnvelope, AccelerationBands, StarcBands, AtrBands, HurstChannel, LinRegChannel, StandardErrorBands, DoubleBollinger, TtmSqueeze, FractalChaosBands, VwapStdDevBands, ClassicPivots, FibonacciPivots, Camarilla, WoodiePivots, DemarkPivots, WilliamsFractals, ZigZag, TDSetup, TDSequential, TDDeMarker, TDREI, TDPressure, TDCombo, TDCountdown, TDLines, TDRangeProjection, TDDifferential, TDOpen, TDRiskLevel, InverseFisherTransform, DecyclerOscillator, RoofingFilter, EmpiricalModeDecomposition, HilbertDominantCycle, AdaptiveCycle, SineWave, MAMA, FAMA, Ichimoku, HeikinAshi, ValueArea, InitialBalance, OpeningRange, Doji, Hammer, InvertedHammer, HangingMan, ShootingStar, Engulfing, Harami, MorningEveningStar, ThreeSoldiersOrCrows, PiercingDarkCloud, Marubozu, Tweezer, SpinningTop, ThreeInside, ThreeOutside, TwoCrows, UpsideGapTwoCrows, IdenticalThreeCrows, ThreeLineStrike, ThreeStarsInSouth, AbandonedBaby, AdvanceBlock, BeltHold, Breakaway, Counterattack, DojiStar, DragonflyDoji, GravestoneDoji, LongLeggedDoji, RickshawMan, EveningDojiStar, MorningDojiStar, GapSideBySideWhite, HighWave, Hikkake, HikkakeModified, HomingPigeon, OnNeck, InNeck, Thrusting, SeparatingLines, Kicking, KickingByLength, LadderBottom, MatHold, MatchingLow, LongLine, ShortLine, RisingThreeMethods, FallingThreeMethods, UpsideGapThreeMethods, DownsideGapThreeMethods, StalledPattern, StickSandwich, Takuri, ClosingMarubozu, OpeningMarubozu, TasukiGap, UniqueThreeRiver, ConcealingBabySwallow, OrderBookImbalanceTop1, OrderBookImbalanceFull, Microprice, QuotedSpread, DepthSlope, OrderBookImbalanceTopN, SignedVolume, CumulativeVolumeDelta, TradeImbalance, EffectiveSpread, RealizedSpread, KylesLambda, Footprint, FundingRate, FundingRateMean, FundingRateZScore, FundingBasis, OpenInterestDelta, OIPriceDivergence, OIWeighted, LongShortRatio, TakerBuySellRatio, LiquidationFeatures, TermStructureBasis, CalendarSpread, SharpeRatio, SortinoRatio, CalmarRatio, OmegaRatio, MaxDrawdown, AverageDrawdown, DrawdownDuration, PainIndex, ValueAtRisk, ConditionalValueAtRisk, ProfitFactor, GainLossRatio, RecoveryFactor, KellyCriterion, TreynorRatio, InformationRatio, Alpha } = nativeBinding
 
 module.exports.version = version
 module.exports.SMA = SMA
@@ -410,6 +410,7 @@ module.exports.PVI = PVI
 module.exports.VolumeOscillator = VolumeOscillator
 module.exports.KVO = KVO
 module.exports.WilliamsAD = WilliamsAD
+module.exports.AnchoredRSI = AnchoredRSI
 module.exports.AnchoredVWAP = AnchoredVWAP
 module.exports.DemandIndex = DemandIndex
 module.exports.TSV = TSV

bindings/node/src/lib.rs

@@ -3179,6 +3179,48 @@ impl AdOscillatorNode {
     }
 }
 
+// ============================== Anchored RSI ==============================
+
+#[napi(js_name = "AnchoredRSI")]
+pub struct AnchoredRsiNode {
+    inner: wc::AnchoredRsi,
+}
+
+#[napi]
+impl AnchoredRsiNode {
+    #[napi(constructor)]
+    #[allow(clippy::new_without_default)]
+    pub fn new() -> Self {
+        Self {
+            inner: wc::AnchoredRsi::new(),
+        }
+    }
+    #[napi(js_name = "setAnchor")]
+    pub fn set_anchor(&mut self) {
+        self.inner.set_anchor();
+    }
+    #[napi]
+    pub fn update(&mut self, value: f64) -> Option<f64> {
+        self.inner.update(value)
+    }
+    #[napi]
+    pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
+        flatten(self.inner.batch(&prices))
+    }
+    #[napi]
+    pub fn reset(&mut self) {
+        self.inner.reset();
+    }
+    #[napi(js_name = "isReady")]
+    pub fn is_ready(&self) -> bool {
+        self.inner.is_ready()
+    }
+    #[napi(js_name = "warmupPeriod")]
+    pub fn warmup_period(&self) -> u32 {
+        self.inner.warmup_period() as u32
+    }
+}
+
 // ============================== Anchored VWAP ==============================
 
 #[napi(js_name = "AnchoredVWAP")]

bindings/python/python/wickra/__init__.py

@@ -47,6 +47,7 @@ from ._wickra import (
     EVWMA,
     # Momentum
     RSI,
+    AnchoredRSI,
     MACD,
     Stochastic,
     CCI,
@@ -359,6 +360,7 @@ __all__ = [
     "EVWMA",
     # Momentum
     "RSI",
+    "AnchoredRSI",
     "MACD",
     "Stochastic",
     "CCI",

bindings/python/src/lib.rs

@@ -5052,6 +5052,58 @@ impl PyAdOscillator {
     }
 }
 
+// ============================== Anchored RSI ==============================
+
+#[pyclass(name = "AnchoredRSI", module = "wickra._wickra", skip_from_py_object)]
+#[derive(Clone)]
+struct PyAnchoredRsi {
+    inner: wc::AnchoredRsi,
+}
+
+#[pymethods]
+impl PyAnchoredRsi {
+    #[new]
+    fn new() -> Self {
+        Self {
+            inner: wc::AnchoredRsi::new(),
+        }
+    }
+    fn update(&mut self, value: f64) -> Option<f64> {
+        self.inner.update(value)
+    }
+    /// Re-anchor the cumulative window at the next bar that arrives.
+    fn set_anchor(&mut self) {
+        self.inner.set_anchor();
+    }
+    /// Batch over a close-price numpy column.
+    fn batch<'py>(
+        &mut self,
+        py: Python<'py>,
+        prices: PyReadonlyArray1<'py, f64>,
+    ) -> PyResult<Bound<'py, PyArray1<f64>>> {
+        let slice = prices
+            .as_slice()
+            .map_err(|_| PyValueError::new_err(NON_CONTIGUOUS))?;
+        Ok(flatten(self.inner.batch(slice)).into_pyarray(py))
+    }
+    #[getter]
+    fn value(&self) -> Option<f64> {
+        self.inner.value()
+    }
+    fn reset(&mut self) {
+        self.inner.reset();
+    }
+    fn is_ready(&self) -> bool {
+        self.inner.is_ready()
+    }
+    fn warmup_period(&self) -> usize {
+        self.inner.warmup_period()
+    }
+    fn __repr__(&self) -> String {
+        "AnchoredRSI()".to_string()
+    }
+}
+
 // ============================== Anchored VWAP ==============================
 
 #[pyclass(name = "AnchoredVWAP", module = "wickra._wickra", skip_from_py_object)]
@@ -14058,6 +14110,7 @@ fn _wickra(_py: Python<'_>, m: &Bound<'_, PyModule>) -> PyResult<()> {
     m.add_class::<PyNvi>()?;
     m.add_class::<PyPvi>()?;
     m.add_class::<PyAdOscillator>()?;
+    m.add_class::<PyAnchoredRsi>()?;
     m.add_class::<PyAnchoredVwap>()?;
     m.add_class::<PyDemandIndex>()?;
     m.add_class::<PyTsv>()?;

bindings/python/tests/test_known_values.py

@@ -66,6 +66,14 @@ def test_rsi_wilder_textbook_first_value():
     assert math.isclose(out[14], 70.464, abs_tol=0.05)
 
 
+def test_anchored_rsi_cumulative_reference():
+    """Cumulative anchored RSI: 10 -> 11 (+1) -> 9 (-2) -> 12 (+3)."""
+    out = ta.AnchoredRSI().batch(np.array([10.0, 11.0, 9.0, 12.0]))
+    assert math.isclose(out[1], 100.0, abs_tol=1e-9)
+    assert math.isclose(out[2], 100.0 - 100.0 / 1.5, abs_tol=1e-6)
+    assert math.isclose(out[3], 100.0 - 100.0 / 3.0, abs_tol=1e-6)
+
+
 def test_inertia_constant_rvi_passes_through_linreg():
     # Every bar identical (open, high, low, close) = (10, 11, 9, 10.5):
     # RVI = (c-o) / (h-l) = 0.5 / 2 = 0.25 every bar. LinReg of a constant

bindings/python/tests/test_lifecycle.py

@@ -12,6 +12,7 @@ SCALAR_INDICATORS = [
     (ta.EMA, (14,)),
     (ta.WMA, (14,)),
     (ta.RSI, (14,)),
+    (ta.AnchoredRSI, ()),
     (ta.MACD, ()),
     (ta.BollingerBands, ()),
 ]
@@ -42,6 +43,7 @@ def test_reset_returns_to_initial_state(cls, args):
         (ta.EMA, (14,), 14),
         (ta.WMA, (14,), 14),
         (ta.RSI, (14,), 15),
+        (ta.AnchoredRSI, (), 2),
         (ta.BollingerBands, (20, 2.0), 20),
     ],
 )

bindings/python/tests/test_new_indicators.py

@@ -1193,6 +1193,42 @@ def test_anchored_vwap_set_anchor_clears_window():
     assert v == pytest.approx(100.0)
 
 
+def test_anchored_rsi_reference():
+    # prices 10 -> 11 (+1) -> 9 (-2) -> 12 (+3); cumulative anchored RSI.
+    # bar2: sum_gain=1, sum_loss=2 -> rs=0.5 -> 100 - 100/1.5 = 33.3333
+    # bar3: sum_gain=4, sum_loss=2 -> rs=2.0 -> 100 - 100/3   = 66.6667
+    rsi = ta.AnchoredRSI()
+    out = rsi.batch(np.array([10.0, 11.0, 9.0, 12.0]))
+    assert np.isnan(out[0])
+    assert out[1] == pytest.approx(100.0)
+    assert out[2] == pytest.approx(33.333333, abs=1e-4)
+    assert out[3] == pytest.approx(66.666666, abs=1e-4)
+
+
+def test_anchored_rsi_set_anchor_clears_window():
+    # Downtrend reads 0; after re-anchor an uptrend must read a fresh 100.
+    rsi = ta.AnchoredRSI()
+    for p in (20.0, 19.0, 18.0, 17.0):
+        rsi.update(p)
+    assert rsi.is_ready()
+    assert rsi.value == pytest.approx(0.0)
+    rsi.set_anchor()
+    assert rsi.update(50.0) is None
+    assert rsi.update(51.0) == pytest.approx(100.0)
+
+
+def test_anchored_rsi_streaming_matches_batch():
+    prices = np.array([100.0 + np.sin(i * 0.4) * 8.0 for i in range(60)])
+    batched = ta.AnchoredRSI().batch(prices)
+    streamer = ta.AnchoredRSI()
+    streamed = [streamer.update(float(p)) for p in prices]
+    for b, s in zip(batched, streamed):
+        if np.isnan(b):
+            assert s is None
+        else:
+            assert s == pytest.approx(b)
+
+
 def test_tsv_reference():
     # closes  = [10, 11, 13, 12, 14, 15]
     # volumes = [50, 100, 200, 150,  50, 200]

bindings/wasm/src/lib.rs

@@ -1682,6 +1682,44 @@ impl WasmAdOscillator {
     }
 }
 
+#[wasm_bindgen(js_name = AnchoredRSI)]
+pub struct WasmAnchoredRsi {
+    inner: wc::AnchoredRsi,
+}
+
+#[wasm_bindgen(js_class = AnchoredRSI)]
+impl WasmAnchoredRsi {
+    #[wasm_bindgen(constructor)]
+    #[allow(clippy::new_without_default)]
+    pub fn new() -> WasmAnchoredRsi {
+        Self {
+            inner: wc::AnchoredRsi::new(),
+        }
+    }
+    #[wasm_bindgen(js_name = setAnchor)]
+    pub fn set_anchor(&mut self) {
+        self.inner.set_anchor();
+    }
+    pub fn update(&mut self, value: f64) -> Option<f64> {
+        self.inner.update(value)
+    }
+    pub fn batch(&mut self, prices: &[f64]) -> Float64Array {
+        let out = flatten(self.inner.batch(prices));
+        Float64Array::from(out.as_slice())
+    }
+    pub fn reset(&mut self) {
+        self.inner.reset();
+    }
+    #[wasm_bindgen(js_name = isReady)]
+    pub fn is_ready(&self) -> bool {
+        self.inner.is_ready()
+    }
+    #[wasm_bindgen(js_name = warmupPeriod)]
+    pub fn warmup_period(&self) -> usize {
+        self.inner.warmup_period()
+    }
+}
+
 #[wasm_bindgen(js_name = AnchoredVWAP)]
 pub struct WasmAnchoredVwap {
     inner: wc::AnchoredVwap,

crates/wickra-core/src/indicators/anchored_rsi.rs

@@ -0,0 +1,284 @@
+//! Anchored Relative Strength Index.
+
+use crate::traits::Indicator;
+
+/// Anchored RSI — a cumulative Relative Strength Index whose averaging begins at
+/// a user-chosen anchor bar rather than over a fixed Wilder period.
+///
+/// Where [`crate::Rsi`] uses Wilder's `period`-length smoothing, Anchored RSI
+/// accumulates *every* up- and down-move since the anchor with equal weight, so
+/// it answers "what is the RSI of the entire move since the anchor point?". The
+/// running relative strength is `Σ gains / Σ losses` over all bars in the
+/// current anchor window (the bar count cancels, so this equals
+/// `avg_gain / avg_loss`):
+///
+/// ```text
+/// RSI_t = 100 - 100 / (1 + Σ_{i ≥ anchor} gain_i / Σ_{i ≥ anchor} loss_i)
+/// ```
+///
+/// As with [`crate::AnchoredVwap`], the anchor is chosen at runtime:
+/// [`AnchoredRsi::set_anchor`] re-anchors at the **next** bar that arrives,
+/// clearing the running sums. Because RSI needs a price *change*, the first bar
+/// of a fresh anchor window only seeds the previous close and emits `None`; the
+/// first value follows on the second bar (warmup period 2).
+///
+/// Saturation follows the standard convention: a window with no losses yet (and
+/// at least one gain) reads 100, no gains yet reads 0, and a perfectly flat
+/// window reads the neutral 50. Non-finite inputs are ignored, leaving the last
+/// value unchanged.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{AnchoredRsi, Indicator};
+///
+/// let mut indicator = AnchoredRsi::new();
+/// let mut last = None;
+/// for i in 0..80 {
+///     let price = 100.0 + (f64::from(i) * 0.5).sin() * 5.0;
+///     // Re-anchor at bar 40 (e.g. a major swing low).
+///     if i == 40 {
+///         indicator.set_anchor();
+///     }
+///     last = indicator.update(price);
+/// }
+/// assert!(last.is_some());
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct AnchoredRsi {
+    prev_close: Option<f64>,
+    sum_gain: f64,
+    sum_loss: f64,
+    last_value: Option<f64>,
+    pending_anchor: bool,
+}
+
+impl AnchoredRsi {
+    /// Construct a fresh Anchored RSI. The first bar to arrive is the anchor.
+    pub const fn new() -> Self {
+        Self {
+            prev_close: None,
+            sum_gain: 0.0,
+            sum_loss: 0.0,
+            last_value: None,
+            pending_anchor: false,
+        }
+    }
+
+    /// Mark a re-anchor: the **next** [`Indicator::update`] call clears the
+    /// running sums and previous close before folding in its own bar, starting
+    /// a fresh anchored window.
+    pub fn set_anchor(&mut self) {
+        self.pending_anchor = true;
+    }
+
+    /// Current anchored RSI value if at least one price change has been
+    /// observed in the current anchor window.
+    pub const fn value(&self) -> Option<f64> {
+        self.last_value
+    }
+
+    fn rsi_from_sums(sum_gain: f64, sum_loss: f64) -> f64 {
+        if sum_loss == 0.0 {
+            if sum_gain == 0.0 {
+                // No movement at all -> RSI undefined; standard convention returns 50.
+                50.0
+            } else {
+                100.0
+            }
+        } else {
+            let rs = sum_gain / sum_loss;
+            100.0 - 100.0 / (1.0 + rs)
+        }
+    }
+}
+
+impl Indicator for AnchoredRsi {
+    type Input = f64;
+    type Output = f64;
+
+    fn update(&mut self, input: f64) -> Option<f64> {
+        if !input.is_finite() {
+            return self.last_value;
+        }
+
+        if self.pending_anchor {
+            self.prev_close = None;
+            self.sum_gain = 0.0;
+            self.sum_loss = 0.0;
+            self.last_value = None;
+            self.pending_anchor = false;
+        }
+
+        let Some(prev) = self.prev_close else {
+            self.prev_close = Some(input);
+            return None;
+        };
+        self.prev_close = Some(input);
+
+        let diff = input - prev;
+        if diff > 0.0 {
+            self.sum_gain += diff;
+        } else if diff < 0.0 {
+            self.sum_loss -= diff;
+        }
+
+        let value = Self::rsi_from_sums(self.sum_gain, self.sum_loss);
+        self.last_value = Some(value);
+        Some(value)
+    }
+
+    fn reset(&mut self) {
+        self.prev_close = None;
+        self.sum_gain = 0.0;
+        self.sum_loss = 0.0;
+        self.last_value = None;
+        self.pending_anchor = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        2
+    }
+
+    fn is_ready(&self) -> bool {
+        self.last_value.is_some()
+    }
+
+    fn name(&self) -> &'static str {
+        "AnchoredRSI"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::traits::BatchExt;
+    use approx::assert_relative_eq;
+
+    #[test]
+    fn accessors_and_metadata() {
+        let indicator = AnchoredRsi::new();
+        assert_eq!(indicator.name(), "AnchoredRSI");
+        assert_eq!(indicator.warmup_period(), 2);
+        assert_eq!(indicator.value(), None);
+        assert!(!indicator.is_ready());
+    }
+
+    #[test]
+    fn first_bar_seeds_and_returns_none() {
+        let mut indicator = AnchoredRsi::new();
+        assert_eq!(indicator.update(100.0), None);
+        assert!(!indicator.is_ready());
+        // Second bar produces the first value.
+        assert!(indicator.update(101.0).is_some());
+        assert!(indicator.is_ready());
+    }
+
+    #[test]
+    fn pure_uptrend_saturates_at_100() {
+        let mut indicator = AnchoredRsi::new();
+        let out = indicator.batch(&[10.0, 11.0, 12.0, 13.0]);
+        assert_relative_eq!(out[3].unwrap(), 100.0, epsilon = 1e-12);
+    }
+
+    #[test]
+    fn pure_downtrend_saturates_at_0() {
+        let mut indicator = AnchoredRsi::new();
+        let out = indicator.batch(&[13.0, 12.0, 11.0, 10.0]);
+        assert_relative_eq!(out[3].unwrap(), 0.0, epsilon = 1e-12);
+    }
+
+    #[test]
+    fn flat_window_reads_50() {
+        let mut indicator = AnchoredRsi::new();
+        let out = indicator.batch(&[42.0, 42.0, 42.0]);
+        assert_relative_eq!(out[2].unwrap(), 50.0, epsilon = 1e-12);
+    }
+
+    #[test]
+    fn cumulative_reference_values() {
+        // prices 10 -> 11 (+1) -> 9 (-2) -> 12 (+3)
+        // after bar2: sum_gain=1, sum_loss=2 -> rs=0.5 -> 100 - 100/1.5 = 33.3333
+        // after bar3: sum_gain=4, sum_loss=2 -> rs=2.0 -> 100 - 100/3   = 66.6667
+        let mut indicator = AnchoredRsi::new();
+        let out = indicator.batch(&[10.0, 11.0, 9.0, 12.0]);
+        assert_relative_eq!(out[1].unwrap(), 100.0, epsilon = 1e-9);
+        assert_relative_eq!(out[2].unwrap(), 33.333_333_333, epsilon = 1e-6);
+        assert_relative_eq!(out[3].unwrap(), 66.666_666_666, epsilon = 1e-6);
+    }
+
+    #[test]
+    fn set_anchor_clears_old_window() {
+        // Downtrend, then re-anchor and pump an uptrend: the new window must
+        // read 100, not the blended value.
+        let mut indicator = AnchoredRsi::new();
+        indicator.batch(&[20.0, 19.0, 18.0, 17.0]);
+        assert_relative_eq!(indicator.value().unwrap(), 0.0, epsilon = 1e-12);
+        indicator.set_anchor();
+        // First bar after anchor re-seeds (None), second bar emits.
+        assert_eq!(indicator.update(50.0), None);
+        let after = indicator.update(51.0).unwrap();
+        assert_relative_eq!(after, 100.0, epsilon = 1e-12);
+    }
+
+    #[test]
+    fn set_anchor_before_first_bar_acts_as_normal_start() {
+        let mut indicator = AnchoredRsi::new();
+        indicator.set_anchor();
+        assert_eq!(indicator.update(10.0), None);
+        assert_relative_eq!(indicator.update(11.0).unwrap(), 100.0, epsilon = 1e-12);
+    }
+
+    #[test]
+    fn ignores_non_finite_input() {
+        let mut indicator = AnchoredRsi::new();
+        indicator.batch(&[10.0, 11.0, 12.0]);
+        let before = indicator.value();
+        assert!(before.is_some());
+        assert_eq!(indicator.update(f64::NAN), before);
+        assert_eq!(indicator.update(f64::INFINITY), before);
+        assert_eq!(indicator.value(), before);
+    }
+
+    #[test]
+    fn non_finite_before_any_bar_returns_none() {
+        let mut indicator = AnchoredRsi::new();
+        assert_eq!(indicator.update(f64::NAN), None);
+        assert!(!indicator.is_ready());
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut indicator = AnchoredRsi::new();
+        indicator.batch(&[10.0, 11.0, 12.0]);
+        assert!(indicator.is_ready());
+        indicator.reset();
+        assert!(!indicator.is_ready());
+        assert_eq!(indicator.value(), None);
+        assert_eq!(indicator.update(50.0), None);
+    }
+
+    #[test]
+    fn stays_in_0_100_range() {
+        let prices: Vec<f64> = (0..200)
+            .map(|i| 100.0 + (f64::from(i) * 0.7).sin() * 10.0)
+            .collect();
+        let mut indicator = AnchoredRsi::new();
+        for value in indicator.batch(&prices).into_iter().flatten() {
+            assert!((0.0..=100.0).contains(&value), "RSI out of range: {value}");
+        }
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let prices: Vec<f64> = (1..=40)
+            .map(|i| (f64::from(i) * 0.3).sin() * 5.0 + f64::from(i))
+            .collect();
+        let mut a = AnchoredRsi::new();
+        let mut b = AnchoredRsi::new();
+        assert_eq!(
+            a.batch(&prices),
+            prices.iter().map(|p| b.update(*p)).collect::<Vec<_>>()
+        );
+    }
+}

crates/wickra-core/src/indicators/mod.rs

@@ -16,6 +16,7 @@ mod adxr;
 mod alligator;
 mod alma;
 mod alpha;
+mod anchored_rsi;
 mod anchored_vwap;
 mod apo;
 mod aroon;
@@ -305,6 +306,7 @@ pub use adxr::Adxr;
 pub use alligator::{Alligator, AlligatorOutput};
 pub use alma::Alma;
 pub use alpha::Alpha;
+pub use anchored_rsi::AnchoredRsi;
 pub use anchored_vwap::AnchoredVwap;
 pub use apo::Apo;
 pub use aroon::{Aroon, AroonOutput};
@@ -617,6 +619,7 @@ pub const FAMILIES: &[(&str, &[&str])] = &[
         "Momentum Oscillators",
         &[
             "Rsi",
+            "AnchoredRsi",
             "Stochastic",
             "Cci",
             "Roc",
@@ -981,6 +984,6 @@ mod family_tests {
         // the actual indicator count is the early-warning signal that an
         // indicator was added without being assigned a family.
         let total: usize = FAMILIES.iter().map(|(_, ns)| ns.len()).sum();
-        assert_eq!(total, 284, "FAMILIES total drifted from indicator count");
+        assert_eq!(total, 285, "FAMILIES total drifted from indicator count");
     }
 }

crates/wickra-core/src/lib.rs

@@ -55,8 +55,8 @@ pub use error::{Error, Result};
 pub use indicators::{
     AbandonedBaby, AccelerationBands, AccelerationBandsOutput, AcceleratorOscillator, AdOscillator,
     AdaptiveCycle, Adl, AdvanceBlock, Adx, AdxOutput, Adxr, Alligator, AlligatorOutput, Alma,
-    Alpha, AnchoredVwap, Apo, Aroon, AroonOscillator, AroonOutput, Atr, AtrBands, AtrBandsOutput,
+    Alpha, AnchoredRsi, AnchoredVwap, Apo, Aroon, AroonOscillator, AroonOutput, Atr, AtrBands,
-    AtrTrailingStop, Autocorrelation, AverageDrawdown, AwesomeOscillator,
+    AtrBandsOutput, AtrTrailingStop, Autocorrelation, AverageDrawdown, AwesomeOscillator,
     AwesomeOscillatorHistogram, BalanceOfPower, BeltHold, Beta, BollingerBands, BollingerBandwidth,
     BollingerOutput, Breakaway, CalendarSpread, CalmarRatio, Camarilla, CamarillaPivotsOutput, Cci,
     CenterOfGravity, Cfo, ChaikinMoneyFlow, ChaikinOscillator, ChaikinVolatility, ChandeKrollStop,

crates/wickra/benches/indicators.rs

@@ -32,8 +32,8 @@
 use criterion::{criterion_group, criterion_main, BenchmarkId, Criterion, Throughput};
 use std::hint::black_box;
 use wickra::{
-    Adx, Atr, Autocorrelation, BatchExt, BollingerBands, BollingerOutput, CalmarRatio, Candle, Cci,
+    Adx, AnchoredRsi, Atr, Autocorrelation, BatchExt, BollingerBands, BollingerOutput, CalmarRatio,
-    ClassicPivots, ConnorsRsi, DepthSlope, DerivativesTick, EffectiveSpread, Ema,
+    Candle, Cci, ClassicPivots, ConnorsRsi, DepthSlope, DerivativesTick, EffectiveSpread, Ema,
     EmpiricalModeDecomposition, Engulfing, Frama, FundingRate, FundingRateZScore,
     HilbertDominantCycle, HurstExponent, Ichimoku, IchimokuOutput, Indicator, Jma, KylesLambda,
     Level, LinearRegression, MacdIndicator, MacdOutput, Mama, MamaOutput, MaxDrawdown, Microprice,
@@ -246,6 +246,7 @@ fn benches(c: &mut Criterion) {
     // === Family 02 — Momentum Oscillators ===
     // Rsi: textbook baseline; ConnorsRsi: three-component composite.
     bench_scalar(c, "rsi", &closes, || Rsi::new(14).unwrap());
+    bench_scalar(c, "anchored_rsi", &closes, AnchoredRsi::new);
     bench_candle_input(c, "cci", &candles, || Cci::new(20).unwrap());
     bench_scalar(c, "connors_rsi", &closes, ConnorsRsi::classic);
 

docs/README.md

@@ -8,7 +8,7 @@ That includes:
   [Python](https://docs.wickra.org/Quickstart-Python),
   [Node](https://docs.wickra.org/Quickstart-Node), and
   [WASM](https://docs.wickra.org/Quickstart-WASM).
-- A per-indicator deep dive for every one of the **289 indicators** across
+- A per-indicator deep dive for every one of the **290 indicators** across
   the sixteen families (Moving Averages, Momentum Oscillators, Trend &
   Directional, Price Oscillators, Volatility & Bands, Bands & Channels,
   Trailing Stops, Volume, Price Statistics, Ehlers / Cycle DSP, Pivots &

fuzz/fuzz_targets/indicator_update.rs

@@ -15,7 +15,8 @@
 
 use libfuzzer_sys::fuzz_target;
 use wickra_core::{
-    AdaptiveCycle, Alma, Apo, Autocorrelation, AverageDrawdown, BatchExt, Beta, BollingerBands,
+    AdaptiveCycle, Alma, AnchoredRsi, Apo, Autocorrelation, AverageDrawdown, BatchExt, Beta,
+    BollingerBands,
     CalmarRatio, CenterOfGravity, Cfo, Cmo, CoefficientOfVariation, ConditionalValueAtRisk,
     ConnorsRsi, Coppock, CyberneticCycle, Decycler, DecyclerOscillator, Dema, DetrendedStdDev,
     DoubleBollinger, Dpo, DrawdownDuration, EhlersStochastic, ElderImpulse, Ema,
@@ -54,6 +55,7 @@ fuzz_target!(|data: Vec<f64>| {
     drive(|| Ema::new(20).unwrap(), &data);
     drive(|| Wma::new(14).unwrap(), &data);
     drive(|| Rsi::new(14).unwrap(), &data);
+    drive(AnchoredRsi::new, &data);
     drive(|| Dema::new(14).unwrap(), &data);
     drive(|| Tema::new(14).unwrap(), &data);
     drive(|| Hma::new(14).unwrap(), &data);