RelativeStrengthAB

Comparative relative strength of two assets: the ratio line a / b together with its moving average and its RSI. The classic asset-vs-asset / asset-vs-index rotation screen.

Quick reference

Item	Value
Family	Price Statistics
Input type	(f64, f64) — (a, b) price pair
Output type	{ ratio: f64, ratio_ma: f64, ratio_rsi: f64 }
Output range	ratio_rsi ∈ [0, 100]; ratio, ratio_ma unbounded > 0
Default parameters	ma_period = 20, rsi_period = 14
Warmup period	max(ma_period, rsi_period + 1)
Interpretation	Relative outperformance of a over b

Formula

ratio     = a / b
ratio_ma  = SMA(ratio, ma_period)
ratio_rsi = RSI(ratio, rsi_period)

Composes the existing SMA and RSI over the ratio line; each update is O(1). See crates/wickra-core/src/indicators/relative_strength_ab.rs.

Parameters

Name	Type	Default	Constraint	Description
ma_period	usize	20	> 0	Moving-average look-back of the ratio.
rsi_period	usize	14	> 0	RSI look-back of the ratio.

Inputs / Outputs

Indicator<Input = (f64, f64), Output = RelativeStrengthOutput>. Python update(a, b) returns (ratio, ratio_ma, ratio_rsi) or None; batch(a, b) returns an (n, 3) array (NaN warmup). Node returns { ratio, ratioMa, ratioRsi }; WASM the same object.

Warmup

warmup_period() == max(ma_period, rsi_period + 1) — the first output appears once both the moving average and the RSI have warmed up.

Edge cases

• Zero denominator. b == 0 (or a non-finite price) makes the ratio undefined; that tick is skipped, leaving the internal averages untouched.
• Flat ratio. A constant ratio has no gains or losses, so ratio_rsi sits at the neutral 50.
• Reset. Clears both internal indicators.

Examples

Rust

use wickra::{Indicator, RelativeStrengthAB};

fn main() -> Result<(), Box<dyn std::error::Error>> {
    let mut rs = RelativeStrengthAB::new(20, 14)?;
    for t in 0..100 {
        let a = 100.0 + f64::from(t);  // a outperforms
        let b = 100.0;
        if let Some(o) = rs.update((a, b)) {
            // rising ratio ⇒ o.ratio_rsi approaches 100
            let _ = o;
        }
    }
    Ok(())
}

Python

import numpy as np
import wickra as ta

a = 100.0 + np.arange(100, dtype=float)   # a strengthens vs b
b = np.full(100, 100.0)
out = ta.RelativeStrengthAB(20, 14).batch(a, b)
ratio, ma, rsi = out[-1]                  # rsi near 100 ⇒ a strongly leading

Node

const wickra = require('wickra');
const rs = new wickra.RelativeStrengthAB(20, 14);
const { ratio, ratioMa, ratioRsi } = rs.update(a, b) ?? {};

Interpretation

• Rising ratio / ratio_ma. a is outperforming b — favour a in a rotation.
• ratio_rsi > 70. The outperformance of a over b is overextended.
• ratio_rsi < 30. a is oversold relative to b — possible mean reversion of the spread in a's favour.

Common pitfalls

• Asset vs index. Set b to an index (or sector ETF) to screen a single name's relative strength rather than a pair.
• Units. The raw ratio scale depends on the two price levels; read ratio_rsi for a scale-free signal.

See also

• Rsi — single-series momentum oscillator.
• PairSpreadZScore — standardised log-spread of a pair.
• Indicators-Overview — full taxonomy.