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Rsi

Struct Rsi 

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pub struct Rsi { /* private fields */ }
Expand description

Relative Strength Index with a smoothed line, a signal line and a slower context line.

The raw RSI averages the up and down moves of the close over rsi_len changes — Wilder’s way by default, exponentially under RsiSmoothing::Ema — and is 100 - 100 / (1 + up / down), with 50 when nothing moved, 100 without down moves and 0 without up moves.

value is not that raw RSI. It is the line: an Ema(avg_len) over the raw RSI with the first-sample seed of the shared Ema, clamped to 0..=100. With the registry default avg_len = 3 the published RSI lags and deviates from the raw figure; avg_len = 1 gives the raw RSI itself.

extra["signal"]: Ema(sig_len) over the line. extra["ctx"]: the same construction over ctx_len changes (default 100), present once that many changes exist; divergences are judged between line and context. Alerts fire on line/signal crosses (inside the extreme zones when require_extreme_zone is set), on crosses of mid_line and on divergences.

First output: once rsi_len changes exist, i.e. with the rsi_len + 1-th bar. Indicator::reset clears all averages.

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impl Rsi

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pub fn new( rsi_len: usize, avg_len: usize, sig_len: usize, mid_line: f64, overbought: f64, oversold: f64, lookback_extreme: usize, require_extreme_zone: bool, ctx_len: usize, div_len: usize, div_min: f64, ) -> Self

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pub fn with_defaults() -> Self

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pub fn with_period(rsi_len: usize) -> Self

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pub fn with_smoothing(self, method: RsiSmoothing) -> Self

Selects how the up/down moves are smoothed; see RsiSmoothing.

Additive to the existing constructors, which keep the Wilder default. The choice applies to the main line and the context line — each with its own period (rsi_len/ctx_len) — so the divergence comparison is never between two differently smoothed series.

Resets the smoothing state, so this belongs before the first bar, not mid-series.

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pub fn smoothing(&self) -> RsiSmoothing

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impl Clone for Rsi

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fn clone(&self) -> Rsi

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for Rsi

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more
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impl Indicator for Rsi

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fn name(&self) -> &str

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fn warmup_period(&self) -> usize

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fn on_bar(&mut self, bar: &Bar) -> Option<IndicatorOutput>

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fn reset(&mut self)

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fn alerts(&self) -> Vec<IndicatorAlert>

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fn on_checked_bar( &mut self, bar: &Bar, ) -> Result<Option<IndicatorOutput>, BarValidationError>

Validates a bar before forwarding it to Indicator::on_bar.

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impl Freeze for Rsi

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impl RefUnwindSafe for Rsi

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impl Send for Rsi

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impl Sync for Rsi

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impl Unpin for Rsi

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impl UnsafeUnpin for Rsi

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impl UnwindSafe for Rsi

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T, U> Into<U> for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> ToOwned for T
where T: Clone,

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type Owned = T

The resulting type after obtaining ownership.
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fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
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fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
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impl<T, U> TryFrom<U> for T
where U: Into<T>,

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type Error = !

The type returned in the event of a conversion error.
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fn try_from(value: U) -> Result<T, !>

Performs the conversion.
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impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.