@invinite-org/chartlang-runtime 1.0.2

package/dist/ta/supertrend.js.map

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package/dist/ta/tema.d.ts

@@ -0,0 +1,27 @@
+import type { Series, TemaOpts } from "@invinite-org/chartlang-core";
+import { type ScalarOrSeries } from "./lib/sourceValue.js";
+/**
+ * Triple Exponential Moving Average —
+ * `TEMA = 3·EMA(src) − 3·EMA(EMA(src)) + EMA(EMA(EMA(src)))`. Composes
+ * three EMA sub-slots derived from the parent slot id
+ * (`${slotId}/ema1`, `${slotId}/ema2`, `${slotId}/ema3`). Each outer
+ * EMA reads the inner EMA's `.current` scalar each bar; the parent
+ * slot allocates its own `outBuffer + series` because the output is a
+ * linear combination of the three sub-slots. Mirrors the DEMA / MACD
+ * sub-slot pattern.
+ *
+ * @formula  ema1 = EMA(source, length) ;
+ *           ema2 = EMA(ema1, length) ;
+ *           ema3 = EMA(ema2, length) ;
+ *           out  = 3 · ema1 − 3 · ema2 + ema3
+ * @warmup   3 · length − 3
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-core";
+ *     // const t = ta.tema(bar.close, 20);
+ *     // plot(t);
+ */
+export declare function tema(slotId: string, source: ScalarOrSeries, length: number, _opts?: TemaOpts): Series<number>;
+//# sourceMappingURL=tema.d.ts.map

package/dist/ta/tema.d.ts.map

@@ -0,0 +1 @@
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package/dist/ta/tema.js

@@ -0,0 +1,75 @@
+// Copyright (c) 2026 Invinite. Licensed under the MIT License.
+// See the LICENSE file in the repo root for full license text.
+//
+// Ported from invinite/src/components/trading-chart/indicators/tema.ts
+//   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).
+// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
+// provenance contract; the math is the reference, the code style is not.
+// Structural choices (callsite-id slot, Series<T> proxy, replaceHead
+// mode) follow chartlang's primitive shape — NOT invinite's
+// IndicatorPlugin shape. TEMA composes three EMA sub-slots derived
+// from the parent slot id.
+import { Float64RingBuffer } from "../ringBuffer.js";
+import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
+import { makeSeriesView } from "../seriesView.js";
+import { ema } from "./ema.js";
+import { readSourceValue } from "./lib/sourceValue.js";
+function getCtx() {
+    const ctx = ACTIVE_RUNTIME_CONTEXT.current;
+    if (ctx === null) {
+        throw new Error("ta.tema called outside an active script step");
+    }
+    return ctx;
+}
+function initSlot(length, capacity) {
+    const outBuffer = new Float64RingBuffer(capacity);
+    return {
+        outBuffer,
+        series: makeSeriesView(outBuffer),
+        length,
+    };
+}
+/**
+ * Triple Exponential Moving Average —
+ * `TEMA = 3·EMA(src) − 3·EMA(EMA(src)) + EMA(EMA(EMA(src)))`. Composes
+ * three EMA sub-slots derived from the parent slot id
+ * (`${slotId}/ema1`, `${slotId}/ema2`, `${slotId}/ema3`). Each outer
+ * EMA reads the inner EMA's `.current` scalar each bar; the parent
+ * slot allocates its own `outBuffer + series` because the output is a
+ * linear combination of the three sub-slots. Mirrors the DEMA / MACD
+ * sub-slot pattern.
+ *
+ * @formula  ema1 = EMA(source, length) ;
+ *           ema2 = EMA(ema1, length) ;
+ *           ema3 = EMA(ema2, length) ;
+ *           out  = 3 · ema1 − 3 · ema2 + ema3
+ * @warmup   3 · length − 3
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-core";
+ *     // const t = ta.tema(bar.close, 20);
+ *     // plot(t);
+ */
+export function tema(slotId, source, length, _opts) {
+    const ctx = getCtx();
+    const src = readSourceValue(source);
+    const e1 = ema(`${slotId}/ema1`, src, length).current;
+    const e2 = ema(`${slotId}/ema2`, e1, length).current;
+    const e3 = ema(`${slotId}/ema3`, e2, length).current;
+    const value = Number.isFinite(e1) && Number.isFinite(e2) && Number.isFinite(e3)
+        ? 3 * e1 - 3 * e2 + e3
+        : Number.NaN;
+    let slot = ctx.stream.taSlots.get(slotId);
+    if (slot === undefined) {
+        slot = initSlot(length, ctx.stream.ohlcv.close.capacity);
+        ctx.stream.taSlots.set(slotId, slot);
+    }
+    if (ctx.isTick)
+        slot.outBuffer.replaceHead(value);
+    else
+        slot.outBuffer.append(value);
+    return slot.series;
+}
+//# sourceMappingURL=tema.js.map

package/dist/ta/tema.js.map

@@ -0,0 +1 @@
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package/dist/ta/trendStrengthIndex.d.ts

@@ -0,0 +1,35 @@
+import type { Series, TrendStrengthIndexOpts } from "@invinite-org/chartlang-core";
+import { type ScalarOrSeries } from "./lib/sourceValue.js";
+/**
+ * Trend Strength Index — Pearson correlation between `source` and the
+ * bar index over each trailing `length`-bar window. Bounded `[-1, +1]`:
+ * `+1` = clean uptrend (price rises monotonically with bar index), `−1`
+ * = clean downtrend, `0` = no linear trend. Distinct from
+ * `ta.tsi` (Task 14's True Strength Index — a momentum oscillator).
+ * The math is TradingView's documented Trend Strength Index
+ * (https://www.tradingview.com/support/solutions/43000730926-trend-strength-index/).
+ *
+ * Default `length = 20` per chartlang task spec (invinite plugin
+ * default is `14`).
+ *
+ * @formula  meanX = Σx / n ; meanY = Σy / n ; n = length ;
+ *           num   = Σ((x − meanX)(y − meanY)) ;
+ *           den   = sqrt(Σ(x − meanX)² · Σ(y − meanY)²) ;
+ *           tsi   = clamp(num / den, −1, +1) ;
+ *           NaN if the source window has zero variance, the index
+ *           variance is zero (`length < 2`), or any window slot is
+ *           non-finite.
+ * @warmup   length − 1
+ * @since 0.2
+ * @stable
+ *
+ * `opts.offset` shifts the returned series so `series.current` reads
+ * the value `offset` bars ago (PLAN.md §9.1).
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-runtime";
+ *     // const t = ta.trendStrengthIndex("slot", bar.close, 20);
+ *     // plot(t);
+ */
+export declare function trendStrengthIndex(slotId: string, source: ScalarOrSeries, length: number, opts?: TrendStrengthIndexOpts): Series<number>;
+//# sourceMappingURL=trendStrengthIndex.d.ts.map

package/dist/ta/trendStrengthIndex.d.ts.map

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package/dist/ta/trendStrengthIndex.js

@@ -0,0 +1,183 @@
+// Copyright (c) 2026 Invinite. Licensed under the MIT License.
+// See the LICENSE file in the repo root for full license text.
+//
+// Ported from invinite/src/components/trading-chart/indicators/trend-strength-index.ts
+//   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).
+// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
+// provenance contract; the math is the reference, the code style is not.
+// Structural choices (callsite-id slot, Series<T> proxy, replaceHead
+// mode) follow chartlang's primitive shape — NOT invinite's
+// IndicatorPlugin shape. Named `trendStrengthIndex` to disambiguate
+// from the existing `ta.tsi` (Task 14 momentum True Strength Index).
+// The math is TradingView's documented Pearson-of-price-vs-bar-index
+// formulation — `lib/pearson.ts` (Task 4) is the reference helper.
+import { Float64RingBuffer } from "../ringBuffer.js";
+import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
+import { makeSeriesView, makeShiftedSeriesView } from "../seriesView.js";
+import { readSourceValue } from "./lib/sourceValue.js";
+function getCtx() {
+    const ctx = ACTIVE_RUNTIME_CONTEXT.current;
+    if (ctx === null) {
+        throw new Error("ta.trendStrengthIndex called outside an active script step");
+    }
+    return ctx;
+}
+function initSlot(length, capacity) {
+    const outBuffer = new Float64RingBuffer(capacity);
+    return {
+        outBuffer,
+        series: makeSeriesView(outBuffer),
+        length,
+        sourceWindow: new Float64RingBuffer(length),
+        barCount: 0,
+        nanCount: 0,
+        evictedSource: Number.NaN,
+        prevClosedNanCount: 0,
+        shiftedViews: new Map(),
+    };
+}
+function viewForOffset(slot, offset) {
+    if (offset === 0)
+        return slot.series;
+    let view = slot.shiftedViews.get(offset);
+    if (view === undefined) {
+        view = makeShiftedSeriesView(slot.outBuffer, offset);
+        slot.shiftedViews.set(offset, view);
+    }
+    return view;
+}
+/**
+ * Compute Pearson correlation between the trailing source window and a
+ * matching length-`n` linear bar-index series `[0, 1, ..., n-1]`.
+ * Mirrors `lib/pearson.ts`'s two-pass mean/covariance formulation
+ * exactly (sum then mean, then per-slot deviations) so the property
+ * test's full-recompute reference and the incremental head agree
+ * within Float64 noise. Returns NaN if any slot is non-finite or the
+ * source-side window variance is exactly zero.
+ */
+function pearsonHead(window, length, headSource) {
+    let sumX = 0;
+    let sumY = 0;
+    for (let k = 0; k < length; k += 1) {
+        const x = k === length - 1 ? headSource : window.at(length - 1 - k);
+        // Defensive: callers gate on `nanCount === 0` so every window
+        // slot is finite when we get here; the `headSource` is also
+        // guarded upstream.
+        /* c8 ignore next */
+        if (!Number.isFinite(x))
+            return Number.NaN;
+        sumX += x;
+        sumY += k;
+    }
+    const meanX = sumX / length;
+    const meanY = sumY / length;
+    let sumXY = 0;
+    let sumXX = 0;
+    let sumYY = 0;
+    for (let k = 0; k < length; k += 1) {
+        const x = k === length - 1 ? headSource : window.at(length - 1 - k);
+        const dX = x - meanX;
+        const dY = k - meanY;
+        sumXY += dX * dY;
+        sumXX += dX * dX;
+        sumYY += dY * dY;
+    }
+    if (sumXX === 0 || sumYY === 0)
+        return Number.NaN;
+    const r = sumXY / Math.sqrt(sumXX * sumYY);
+    if (r < -1)
+        return -1;
+    if (r > 1)
+        return 1;
+    return r;
+}
+function closeStep(slot, src) {
+    slot.prevClosedNanCount = slot.nanCount;
+    // Update the rolling window. If the window is full, the tail
+    // (oldest) value is about to be evicted by `append` — capture it
+    // and adjust the NaN count.
+    if (slot.sourceWindow.length >= slot.length) {
+        slot.evictedSource = slot.sourceWindow.at(slot.length - 1);
+        if (Number.isNaN(slot.evictedSource))
+            slot.nanCount -= 1;
+    }
+    else {
+        slot.evictedSource = Number.NaN;
+    }
+    slot.sourceWindow.append(src);
+    if (!Number.isFinite(src))
+        slot.nanCount += 1;
+    slot.barCount += 1;
+    if (slot.barCount < slot.length)
+        return Number.NaN;
+    if (slot.nanCount > 0)
+        return Number.NaN;
+    return pearsonHead(slot.sourceWindow, slot.length, src);
+}
+function tickStep(slot, src) {
+    if (slot.barCount < slot.length)
+        return Number.NaN;
+    // Re-derive NaN count: start from the prior closed count,
+    // un-account for the value evicted by the current close, and
+    // account for the tick's substituted value at age 0.
+    let nanCount = slot.prevClosedNanCount;
+    // Defensive: `evictedSource` is only NaN when the close-side advance
+    // evicted a NaN, requiring an earlier NaN bar in the stream that
+    // we then tick on. Reachable but rare.
+    /* c8 ignore next */
+    if (Number.isNaN(slot.evictedSource))
+        nanCount -= 1;
+    if (!Number.isFinite(src))
+        nanCount += 1;
+    if (nanCount > 0)
+        return Number.NaN;
+    return pearsonHead(slot.sourceWindow, slot.length, src);
+}
+/**
+ * Trend Strength Index — Pearson correlation between `source` and the
+ * bar index over each trailing `length`-bar window. Bounded `[-1, +1]`:
+ * `+1` = clean uptrend (price rises monotonically with bar index), `−1`
+ * = clean downtrend, `0` = no linear trend. Distinct from
+ * `ta.tsi` (Task 14's True Strength Index — a momentum oscillator).
+ * The math is TradingView's documented Trend Strength Index
+ * (https://www.tradingview.com/support/solutions/43000730926-trend-strength-index/).
+ *
+ * Default `length = 20` per chartlang task spec (invinite plugin
+ * default is `14`).
+ *
+ * @formula  meanX = Σx / n ; meanY = Σy / n ; n = length ;
+ *           num   = Σ((x − meanX)(y − meanY)) ;
+ *           den   = sqrt(Σ(x − meanX)² · Σ(y − meanY)²) ;
+ *           tsi   = clamp(num / den, −1, +1) ;
+ *           NaN if the source window has zero variance, the index
+ *           variance is zero (`length < 2`), or any window slot is
+ *           non-finite.
+ * @warmup   length − 1
+ * @since 0.2
+ * @stable
+ *
+ * `opts.offset` shifts the returned series so `series.current` reads
+ * the value `offset` bars ago (PLAN.md §9.1).
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-runtime";
+ *     // const t = ta.trendStrengthIndex("slot", bar.close, 20);
+ *     // plot(t);
+ */
+export function trendStrengthIndex(slotId, source, length, opts) {
+    const ctx = getCtx();
+    let slot = ctx.stream.taSlots.get(slotId);
+    if (slot === undefined) {
+        slot = initSlot(length, ctx.stream.ohlcv.close.capacity);
+        ctx.stream.taSlots.set(slotId, slot);
+    }
+    const src = readSourceValue(source);
+    if (ctx.isTick) {
+        slot.outBuffer.replaceHead(tickStep(slot, src));
+    }
+    else {
+        slot.outBuffer.append(closeStep(slot, src));
+    }
+    return viewForOffset(slot, opts?.offset ?? 0);
+}
+//# sourceMappingURL=trendStrengthIndex.js.map

package/dist/ta/trendStrengthIndex.js.map

@@ -0,0 +1 @@
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package/dist/ta/trix.d.ts

@@ -0,0 +1,34 @@
+import type { TrixOpts, TrixResult } from "@invinite-org/chartlang-core";
+import { type ScalarOrSeries } from "./lib/sourceValue.js";
+/**
+ * TRIX — triple-smoothed EMA rate-of-change momentum oscillator
+ * with an EMA-signal line. Composes three EMA sub-slots derived
+ * from the parent slot id (`${slotId}/ema1` / `/ema2` / `/ema3`)
+ * for the triple-smoothing chain, then computes
+ * `100 · (ema3[t] − ema3[t−1]) / ema3[t−1]` per bar, and folds the
+ * result into a fourth EMA sub-slot (`${slotId}/signal`) for the
+ * signal line.
+ *
+ * @formula  ema1 = EMA(source, length) ;
+ *           ema2 = EMA(ema1,   length) ;
+ *           ema3 = EMA(ema2,   length) ;
+ *           trix[t]   = ema3[t-1] === 0 ? NaN : 100 · (ema3[t] − ema3[t-1]) / ema3[t-1] ;
+ *           signal[t] = EMA(trix, signalLength)
+ * @warmup   3 · length + signalLength − 3 (first defined `signal` index ;
+ *           trix line first defined at `3 · length − 2`)
+ * @anchors  length, signalLength
+ * @since 0.2
+ * @stable
+ *
+ * `opts.offset` shifts both outputs in lockstep (PLAN.md §9.1) —
+ * `series.current` on each output returns the value `offset` bars
+ * ago.
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-runtime";
+ *     // const t = ta.trix("slot", bar.close, 18);
+ *     // plot(t.trix);
+ *     // plot(t.signal);
+ */
+export declare function trix(slotId: string, source: ScalarOrSeries, length: number, opts?: TrixOpts): TrixResult;
+//# sourceMappingURL=trix.d.ts.map

package/dist/ta/trix.d.ts.map

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package/dist/ta/trix.js

@@ -0,0 +1,135 @@
+// Copyright (c) 2026 Invinite. Licensed under the MIT License.
+// See the LICENSE file in the repo root for full license text.
+//
+// Ported from invinite/src/components/trading-chart/indicators/trix.ts
+//   (commit 078f41fe2569d659d5aba726da8bcb5d3e2ced02, © Invinite).
+// Re-licensed MIT for chartlang. See PLAN.md §3.1 for the
+// provenance contract; the math is the reference, the code style is not.
+// Structural choices (callsite-id slot, Series<T> proxy, replaceHead
+// mode) follow chartlang's primitive shape — NOT invinite's
+// IndicatorPlugin shape. TRIX composes three EMA sub-slots derived
+// from the parent slot id (`${slotId}/ema1` / `/ema2` / `/ema3`) for
+// the triple-smoothing chain plus a fourth `${slotId}/signal` EMA
+// over the TRIX line. Mirrors the MACD sub-slot composition pattern.
+import { ema } from "./ema.js";
+import { Float64RingBuffer } from "../ringBuffer.js";
+import { ACTIVE_RUNTIME_CONTEXT } from "../runtimeContext.js";
+import { makeSeriesView, makeShiftedSeriesView } from "../seriesView.js";
+import { readSourceValue } from "./lib/sourceValue.js";
+const DEFAULT_SIGNAL = 9;
+function getCtx() {
+    const ctx = ACTIVE_RUNTIME_CONTEXT.current;
+    if (ctx === null) {
+        throw new Error("ta.trix called outside an active script step");
+    }
+    return ctx;
+}
+function initSlot(capacity, signalSeries) {
+    const trixBuffer = new Float64RingBuffer(capacity);
+    return {
+        result: Object.freeze({
+            trix: makeSeriesView(trixBuffer),
+            signal: signalSeries,
+        }),
+        trixBuffer,
+        prevClosedEma3: Number.NaN,
+        prevPrevClosedEma3: Number.NaN,
+        shiftedResults: new Map(),
+    };
+}
+function resultForOffset(slot, offset, signalBuf) {
+    if (offset === 0)
+        return slot.result;
+    let cached = slot.shiftedResults.get(offset);
+    if (cached === undefined) {
+        cached = Object.freeze({
+            trix: makeShiftedSeriesView(slot.trixBuffer, offset),
+            signal: makeShiftedSeriesView(signalBuf, offset),
+        });
+        slot.shiftedResults.set(offset, cached);
+    }
+    return cached;
+}
+/**
+ * TRIX — triple-smoothed EMA rate-of-change momentum oscillator
+ * with an EMA-signal line. Composes three EMA sub-slots derived
+ * from the parent slot id (`${slotId}/ema1` / `/ema2` / `/ema3`)
+ * for the triple-smoothing chain, then computes
+ * `100 · (ema3[t] − ema3[t−1]) / ema3[t−1]` per bar, and folds the
+ * result into a fourth EMA sub-slot (`${slotId}/signal`) for the
+ * signal line.
+ *
+ * @formula  ema1 = EMA(source, length) ;
+ *           ema2 = EMA(ema1,   length) ;
+ *           ema3 = EMA(ema2,   length) ;
+ *           trix[t]   = ema3[t-1] === 0 ? NaN : 100 · (ema3[t] − ema3[t-1]) / ema3[t-1] ;
+ *           signal[t] = EMA(trix, signalLength)
+ * @warmup   3 · length + signalLength − 3 (first defined `signal` index ;
+ *           trix line first defined at `3 · length − 2`)
+ * @anchors  length, signalLength
+ * @since 0.2
+ * @stable
+ *
+ * `opts.offset` shifts both outputs in lockstep (PLAN.md §9.1) —
+ * `series.current` on each output returns the value `offset` bars
+ * ago.
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-runtime";
+ *     // const t = ta.trix("slot", bar.close, 18);
+ *     // plot(t.trix);
+ *     // plot(t.signal);
+ */
+export function trix(slotId, source, length, opts) {
+    const ctx = getCtx();
+    const signalLength = opts?.signalLength ?? DEFAULT_SIGNAL;
+    const offset = opts?.offset ?? 0;
+    const src = readSourceValue(source);
+    // Triple-smoothing chain. Each outer EMA reads the prior EMA's
+    // `.current` scalar.
+    const e1 = ema(`${slotId}/ema1`, src, length).current;
+    const e2 = ema(`${slotId}/ema2`, e1, length).current;
+    const e3 = ema(`${slotId}/ema3`, e2, length).current;
+    let slot = ctx.stream.taSlots.get(slotId);
+    // The TRIX divisor on the current bar is the prior closed `ema3`.
+    // On close-side we use `prevClosedEma3` (set at the previous close
+    // — this is `ema3[t-1]` from the script-author's view). On ticks
+    // we use `prevPrevClosedEma3` (set two closes back) because the
+    // CURRENT bar's close has not yet happened — tick replay's "prev
+    // closed ema3" is still two closes back.
+    let prevE3;
+    if (slot === undefined)
+        prevE3 = Number.NaN;
+    else if (ctx.isTick)
+        prevE3 = slot.prevPrevClosedEma3;
+    else
+        prevE3 = slot.prevClosedEma3;
+    const trixValue = Number.isFinite(e3) && Number.isFinite(prevE3) && prevE3 !== 0
+        ? (100 * (e3 - prevE3)) / prevE3
+        : Number.NaN;
+    // Feed the TRIX value into the signal EMA. Always read the
+    // un-shifted view; offset shifting for the composite result is
+    // handled locally via `resultForOffset`.
+    const signalSeries = ema(`${slotId}/signal`, trixValue, signalLength);
+    if (slot === undefined) {
+        slot = initSlot(ctx.stream.ohlcv.close.capacity, signalSeries);
+        ctx.stream.taSlots.set(slotId, slot);
+    }
+    const signalSubSlot = ctx.stream.taSlots.get(`${slotId}/signal`);
+    if (ctx.isTick) {
+        slot.trixBuffer.replaceHead(trixValue);
+        // Signal EMA's tick was handled by its own `ema()` call above.
+    }
+    else {
+        slot.trixBuffer.append(trixValue);
+        // Roll the prev-prev snapshot forward BEFORE overwriting
+        // `prevClosedEma3` so tick replay on the next bar reads the
+        // correct two-closes-back value.
+        slot.prevPrevClosedEma3 = slot.prevClosedEma3;
+        if (Number.isFinite(e3)) {
+            slot.prevClosedEma3 = e3;
+        }
+    }
+    return resultForOffset(slot, offset, signalSubSlot.outBuffer);
+}
+//# sourceMappingURL=trix.js.map

package/dist/ta/trix.js.map

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package/dist/ta/tsi.d.ts

@@ -0,0 +1,37 @@
+import type { TsiOpts, TsiResult } from "@invinite-org/chartlang-core";
+import { type ScalarOrSeries } from "./lib/sourceValue.js";
+/**
+ * True Strength Index (William Blau). Double-EMA-smoothed ratio of
+ * one-bar price changes vs their absolute values, scaled ×100. Per
+ * TradingView's published formula:
+ *
+ *   `mom    = source[t] − source[t-1]`
+ *   `absMom = |mom|`
+ *   `ema1   = EMA(firstSmoothing)(mom)`
+ *   `ema2   = EMA(secondSmoothing)(ema1)`
+ *   `absEma1 = EMA(firstSmoothing)(absMom)`
+ *   `absEma2 = EMA(secondSmoothing)(absEma1)`
+ *   `tsi    = 100 × ema2 / absEma2`
+ *   `signal = EMA(signalLength)(tsi)`
+ *
+ * Bounded `[-100, 100]` by construction (when defined). Flat-input
+ * windows where `absEma2` collapses to zero emit NaN at `tsi` (and
+ * propagate to `signal`). Defaults `(firstSmoothing, secondSmoothing,
+ * signalLength) = (25, 13, 13)`.
+ *
+ * Note: Pine's `ta.tsi()` returns the raw `ema2 / absEma2` ratio
+ * (no ×100). chartlang follows TradingView's published TSI study
+ * (×100); for the raw ratio, divide by 100.
+ *
+ * @formula  see above
+ * @warmup   firstSmoothing + secondSmoothing + signalLength − 3
+ * @since 0.2
+ * @stable
+ *
+ * @example
+ *     // import { ta } from "@invinite-org/chartlang-runtime";
+ *     // const t = ta.tsi("slot", bar.close);
+ *     // plot(t.tsi); plot(t.signal);
+ */
+export declare function tsi(slotId: string, source: ScalarOrSeries, opts?: TsiOpts): TsiResult;
+//# sourceMappingURL=tsi.d.ts.map

package/dist/ta/tsi.d.ts.map

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