Class RsiRTIndicator

java.lang.Object

com.wualabs.qtsurfer.engine.indicators.core.AbstractRTIndicator

com.wualabs.qtsurfer.engine.indicators.core.AbstractIncrementalRTIndicator

com.wualabs.qtsurfer.engine.indicators.core.AbstractDecorableIncrementalRTIndicator

com.wualabs.qtsurfer.engine.indicators.momentum.RsiRTIndicator

All Implemented Interfaces:

ClockAware, Resettable, CacheableRTIndicator, RTIndicator

public class RsiRTIndicator
extends AbstractDecorableIncrementalRTIndicator
implements CacheableRTIndicator

RSI RTIndicator

Constructor Summary

Constructors

Constructor	Description
RsiRTIndicator()
RsiRTIndicator(int periods)
RsiRTIndicator(int periods, boolean sma)
RsiRTIndicator(int periods, RTIndicator indicator)
RsiRTIndicator(int periods, RTIndicator indicator, boolean sma)	Creates an RSI indicator with configurable averaging method.

Method Summary

Modifier and Type	Method	Description
protected double	getPrevValue()
double	getRelativeStrength()
protected double	initValue(double initValue)	Non periodic init value
protected double	nextValue(double prevValue, double newValue)	Computes the RSI value using the standard formula: RSI = 100 - (100 / (1 + RS)), where RS (Relative Strength) = averageGain / averageLoss.
void	reset()
String	signature()	Periods, averaging variant and source chain.
protected com.google.common.base.MoreObjects.ToStringHelper	toString(com.google.common.base.MoreObjects.ToStringHelper ts)

Methods inherited from class AbstractDecorableIncrementalRTIndicator

getIndicator, setClockSupplier, update

Methods inherited from class AbstractIncrementalRTIndicator

getLastUpdateValue, getPeriodCycles, getPeriods, isPeriodic, isReady, prevNextValue, setPeriods, tickValue

Methods inherited from class AbstractRTIndicator

equals, getDisplayHint, getMeta, getValue, hashCode, hide, isPoison, setValue, toString, withDisplayHint, withMeta

Methods inherited from class Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface RTIndicator

getDisplayHint, getId, getMeta, getValue, isHidden, isReady, ro, update, update, update

Constructor Details

RsiRTIndicator

public RsiRTIndicator()

RsiRTIndicator

public RsiRTIndicator(int periods)

RsiRTIndicator

public RsiRTIndicator(int periods,
 boolean sma)

RsiRTIndicator

public RsiRTIndicator(int periods,
 RTIndicator indicator)

RsiRTIndicator

public RsiRTIndicator(int periods,
 RTIndicator indicator,
 boolean sma)

Creates an RSI indicator with configurable averaging method. When sma=true, uses SMA for gain/loss averaging (Cutler's RSI variant). When sma=false, uses MMA (Modified Moving Average, equivalent to Wilder's smoothing). Each gain/loss average wraps its own GainRTIndicator/LossRTIndicator to extract positive/negative price changes from the input stream.

Parameters:

periods - number of periods for the averaging window

indicator - optional decorated indicator to pre-process input values

sma - true for SMA-based averaging, false for MMA-based (Wilder's)

Method Details

reset

public void reset()

Specified by:

reset in interface Resettable

Overrides:

reset in class AbstractDecorableIncrementalRTIndicator

getRelativeStrength

public double getRelativeStrength()

signature

public String signature()

Periods, averaging variant and source chain.

The variant is read back off the averaging indicator that was actually built rather than off a remembered constructor flag — Cutler's (SMA) and Wilder's (MMA) RSI produce different series for the same periods, and the object is the honest witness to which one this is.

Specified by:

signature in interface CacheableRTIndicator

Returns:

the identity, or null when this instance cannot state one (an unidentifiable source, a mode the implementation does not model) and must therefore compute live

initValue

protected double initValue(double initValue)

Description copied from class: AbstractIncrementalRTIndicator

Non periodic init value

Overrides:

initValue in class AbstractIncrementalRTIndicator

Parameters:

initValue -

Returns:

getPrevValue

protected double getPrevValue()

Overrides:

getPrevValue in class AbstractIncrementalRTIndicator

nextValue

protected double nextValue(double prevValue,
 double newValue)

Computes the RSI value using the standard formula: RSI = 100 - (100 / (1 + RS)), where RS (Relative Strength) = averageGain / averageLoss. Handles edge cases: returns 0 when both are zero, 100 when only loss is zero (pure uptrend), 0 when only gain is zero (pure downtrend).

Overrides:

nextValue in class AbstractDecorableIncrementalRTIndicator

Parameters:

prevValue - the previous raw input value (used by gain/loss sub-indicators)

newValue - the current raw input value

Returns:

RSI value in the range [0, 100]

toString

protected com.google.common.base.MoreObjects.ToStringHelper toString(com.google.common.base.MoreObjects.ToStringHelper ts)

Overrides:

toString in class AbstractRTIndicator