pub struct Rsx { /* private fields */ }Expand description
RSX — a noise-free RSI built from Jurik’s three-stage smoothing cascade.
Where Wilder’s Rsi smooths the up/down moves with a single
EMA, the RSX runs the signed price change and its absolute value through
three cascaded “double-EMA with overshoot” stages (each stage is
x = 1.5·a − 0.5·b, the same lag-cancelling trick as a DEMA), then forms the
RSI-style ratio from the two smoothed streams:
f18 = 3 / (length + 2), f20 = 1 - f18
each stage: a = f20·a + f18·in; b = f18·a + f20·b; out = 1.5·a − 0.5·b
v14 = stage3(signed change), v1C = stage3(|change|)
RSX = clamp((v14 / v1C + 1) · 50, 0, 100) (50 when v1C == 0)The result is an oscillator in [0, 100] that tracks the RSI but is far
smoother for the same responsiveness — it has very little of the RSI’s
bar-to-bar jitter, so threshold crosses and divergences are cleaner. A flat
market returns the neutral 50.
§Example
use wickra_core::{Indicator, Rsx};
let mut indicator = Rsx::new(14).unwrap();
let mut last = None;
for i in 0..80 {
last = indicator.update(100.0 + (f64::from(i) * 0.2).sin() * 5.0);
}
assert!(last.is_some());Implementations§
Trait Implementations§
Source§impl Indicator for Rsx
impl Indicator for Rsx
Source§fn update(&mut self, price: f64) -> Option<f64>
fn update(&mut self, price: f64) -> Option<f64>
Feed one new data point into the indicator and return the freshly computed
output, or
None if the indicator is still warming up.Source§fn reset(&mut self)
fn reset(&mut self)
Reset all internal state, leaving the indicator equivalent to a freshly
constructed instance with the same parameters.
Source§fn warmup_period(&self) -> usize
fn warmup_period(&self) -> usize
Number of inputs required before the first non-
None output can be produced.Auto Trait Implementations§
impl Freeze for Rsx
impl RefUnwindSafe for Rsx
impl Send for Rsx
impl Sync for Rsx
impl Unpin for Rsx
impl UnsafeUnpin for Rsx
impl UnwindSafe for Rsx
Blanket Implementations§
Source§impl<T> BatchExt for Twhere
T: Indicator,
impl<T> BatchExt for Twhere
T: Indicator,
Source§fn batch(&mut self, inputs: &[Self::Input]) -> Vec<Option<Self::Output>>
fn batch(&mut self, inputs: &[Self::Input]) -> Vec<Option<Self::Output>>
Run the indicator over a slice of inputs in order, returning one output (or
None during warmup) per input.Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more
Source§impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> CloneToUninit for Twhere
T: Clone,
Source§impl<T> IntoEither for T
impl<T> IntoEither for T
Source§fn into_either(self, into_left: bool) -> Either<Self, Self>
fn into_either(self, into_left: bool) -> Either<Self, Self>
Converts
self into a Left variant of Either<Self, Self>
if into_left is true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read moreSource§fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
Converts
self into a Left variant of Either<Self, Self>
if into_left(&self) returns true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read more