Struct Rsx 

pub struct Rsx { /* private fields */ }

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

impl Rsx

pub fn new(length: usize) -> Result<Self>

Construct an RSX with the given smoothing length.

Errors

Returns Error::PeriodZero if length == 0.

pub const fn length(&self) -> usize

Configured length.

pub const fn value(&self) -> Option<f64>

Current value if available.

Trait Implementations

impl Clone for Rsx

fn clone(&self) -> Self

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for Rsx

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

Formats the value using the given formatter.

impl Indicator for Rsx

type Input = f64

Type of one input data point (typically f64 for a price, or Candle / Tick).

type Output = f64

Type of one output value.

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 there is no value for this input.

fn reset(&mut self)

Reset all internal state, leaving the indicator equivalent to a freshly constructed instance with the same parameters.

fn warmup_period(&self) -> usize

Number of inputs required before the first non-None output can be produced.

fn is_ready(&self) -> bool

Whether the indicator has emitted at least one value since the last reset.

fn name(&self) -> &'static str

Stable, human-readable indicator name. Used by chaining and diagnostics.

fn batch_nan_into(&mut self, inputs: &[Self::Input], out: &mut [f64])

where Self::Input: Copy, Self::Output: Into<f64>,

Run the indicator over inputs, writing one output per input into the caller-owned out buffer (NaN where update returns None). It exists for every indicator whose output converts to an f64; the batch pipelines use it for the scalar f64 -> f64 ones.

fn batch_fast_into(&mut self, inputs: &[Self::Input], out: &mut [f64])

where Self::Input: Copy, Self::Output: Into<f64>,

Opt-in fast batch: like batch_nan_into, but an indicator with a vectorised kernel may reassociate its arithmetic to run it in SIMD lanes. Each value then agrees with the exact batch to within the tolerance the indicator documents (a few units in the last place), not bit for bit; warmup positions, NaN placement and the output length are identical. The kernels are deterministic: the same input produces the same bits on every platform, with or without SIMD hardware.