Struct Tsi 

pub struct Tsi { /* private fields */ }

True Strength Index with a signal and a context line.

With m = close - prev_close, TSI = 100 * Ema(short)(Ema(long)(m)) / Ema(short)(Ema(long)(|m|)), 0 for a zero denominator; all averages are the shared Ema with its first-sample seed, running from the first change. extra["signal"] is Ema(sig_len) over the TSI; extra["ctx"] the same construction over the context lengths.

First output: with the second bar. Indicator::reset clears all averages.

Implementations

impl Tsi

pub fn new( long_len: usize, short_len: usize, sig_len: usize, mid_line: f64, overbought: f64, oversold: f64, lookback_extreme: usize, require_extreme_zone: bool, ctx_long_len: usize, ctx_short_len: usize, div_len: usize, div_min: f64, ) -> Self

pub fn with_defaults() -> Self

Trait Implementations

impl Indicator for Tsi

fn name(&self) -> &str

fn warmup_period(&self) -> usize

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

fn reset(&mut self)

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

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

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