What is the True Strength Index (TSI)?

True Strength Index (TSI) is a momentum oscillator that applies double exponential smoothing to price momentum and its absolute value, producing a normalized trend-strength measure bounded to approximately [-100, 100].

How do I calculate the True Strength Index (TSI)?

The True Strength Index (TSI) is calculated using specific mathematical formulas with parameters: long_period (default: 25), short_period (default: 13).

What are the best settings for True Strength Index (TSI)?

The optimal settings depend on your trading style and timeframe. Default settings are: long_period: 25, short_period: 13. Experiment with different values to find what works best for your strategy.

True Strength Index (TSI)

Parameters: long_period = 25 | short_period = 13

Overview

The True Strength Index (TSI) normalizes momentum by comparing smoothed price changes to smoothed absolute price changes, producing a bounded oscillator that reveals both trend direction and strength. The calculation begins with period-to-period price momentum, which undergoes double exponential smoothing using first a long period and then a short period. Simultaneously, the absolute value of momentum receives identical double smoothing. Dividing the smoothed momentum by smoothed absolute momentum and multiplying by 100 yields TSI values typically ranging from -100 to +100. This normalization technique makes TSI less susceptible to extreme price movements compared to raw momentum oscillators. Traders interpret positive TSI values as bullish momentum and negative values as bearish momentum, with the magnitude indicating strength. Crossovers of the zero centerline signal momentum regime changes, while divergences between TSI and price often foreshadow reversals. The default parameters of 25 and 13 periods provide smooth signals suitable for swing trading, though day traders often shorten both periods for increased responsiveness to intraday momentum shifts.

Formula: TSI_t = 100 × EMA_short(EMA_long(m)) / EMA_short(EMA_long(|m|)), where m = price_t − price_t−1 and α = 2/(n+1) for each EMA. Defaults (VectorTA): long=25, short=13.

Interpretation & Use

Zero-line: TSI above 0 suggests bullish momentum; below 0 suggests bearish momentum.
Normalization: Output is approximately bounded to [-100, 100] in batch/slice APIs.
Smoothing effect: Double-EMA reduces noise while retaining directional changes in momentum.
Constant prices: When momentum and its absolute value are both 0, the ratio is undefined and yields NaN.

Implementation Examples

Get started with TSI in just a few lines:

use vectorta::indicators::tsi::{tsi, TsiInput, TsiParams};
use vectorta::utilities::data_loader::{Candles, read_candles_from_csv};

// Using with price data slice
let prices = vec![100.0, 102.0, 101.5, 103.0, 105.0, 104.5];
let params = TsiParams { long_period: Some(25), short_period: Some(13) };
let input = TsiInput::from_slice(&prices, params);
let result = tsi(&input)?;

// Using with Candles data structure
// Quick and simple with default parameters (long=25, short=13; source="close")
let candles: Candles = read_candles_from_csv("data/sample.csv")?;
let input = TsiInput::with_default_candles(&candles);
let result = tsi(&input)?;

// Access the TSI values
for value in result.values {
    println!("TSI: {}", value);
}

Configure TSI with the builder pattern for more control:

use vectorta::indicators::tsi::TsiBuilder;
use vectorta::utilities::enums::Kernel;

// Configure with custom parameters and apply to a slice
let result = TsiBuilder::new()
    .long_period(25)
    .short_period(13)
    .kernel(Kernel::Auto) // Auto-detect best SIMD kernel
    .apply_slice(&prices)?;

// Apply to candles with a specific kernel
let result = TsiBuilder::new()
    .long_period(25)
    .short_period(13)
    .kernel(Kernel::Avx2) // Example: force AVX2
    .apply(&candles)?;

Process real-time data with O(1) streaming updates:

use vectorta::indicators::tsi::{TsiStream, TsiParams};

// Initialize streaming TSI
let params = TsiParams { long_period: Some(25), short_period: Some(13) };
let mut stream = TsiStream::try_new(params)?;

// Process real-time price updates
for price in price_stream {
    if let Some(tsi_value) = stream.update(price) {
        // Note: streaming returns raw ratio×100 (no clamp), may be NaN when denominator is 0
        process_signal(tsi_value);
    }
}

Test multiple parameter combinations efficiently:

use vectorta::indicators::tsi::{TsiBatchBuilder, TsiParams};
use vectorta::utilities::enums::Kernel;

// Sweep parameter combinations
let batch = TsiBatchBuilder::new()
    .long_range(20, 30, 5)  // 20, 25, 30
    .short_range(10, 16, 3) // 10, 13, 16
    .kernel(Kernel::Auto)
    .apply_slice(&prices)?;

// Extract specific parameter results
let params = TsiParams { long_period: Some(25), short_period: Some(13) };
if let Some(values) = batch.values_for(&params) {
    analyze_performance(values);
}

API Reference

Input Methods ▼

// From price slice
TsiInput::from_slice(&[f64], TsiParams) -> TsiInput

// From candles with custom source
TsiInput::from_candles(&Candles, &str, TsiParams) -> TsiInput

// From candles with default params (close prices, long=25/short=13)
TsiInput::with_default_candles(&Candles) -> TsiInput

Parameters Structure ▼

pub struct TsiParams {
    pub long_period: Option<usize>, // Default: 25
    pub short_period: Option<usize>, // Default: 13
}

Output Structure ▼

pub struct TsiOutput {
    pub values: Vec<f64>, // TSI values; batch/slice kernels clamp to [-100, 100]
}

Validation, Warmup & NaNs ▼

long_period > 0, short_period > 0, each ≤ data length; otherwise TsiError::InvalidPeriod.
Needs at least 1 + long + short valid points after the first finite value; otherwise TsiError::NotEnoughValidData.
Indices before first + long + short are NaN (warmup). Gaps in input propagate NaN without poisoning EMA state.
If the denominator path equals 0.0, output is NaN; constant prices yield NaN throughout.
Whole/slice and batch implementations clamp outputs to [-100, 100]; the streaming TsiStream::update returns the raw ratio×100.
All-NaN inputs: TsiError::AllValuesNaN.

Error Handling ▼

use vectorta::indicators::tsi::{tsi, TsiInput, TsiParams, TsiError};

let params = TsiParams { long_period: Some(25), short_period: Some(13) };
let input = TsiInput::from_slice(&prices, params);
match tsi(&input) {
    Ok(output) => process(output.values),
    Err(TsiError::AllValuesNaN) => eprintln!("input was all NaNs"),
    Err(TsiError::InvalidPeriod { long_period, short_period, data_len }) => {
        eprintln!("invalid periods: long={}, short={}, len={}", long_period, short_period, data_len);
    }
    Err(TsiError::NotEnoughValidData { needed, valid }) => {
        eprintln!("need {} valid points after first finite; have {}", needed, valid);
    }
    Err(TsiError::EmaSubError(e)) => eprintln!("ema error: {}", e),
}

Python Bindings

Basic Usage ▼

Calculate TSI in Python (NumPy array in, NumPy array out):

import numpy as np
from vectorta import tsi

prices = np.array([100.0, 102.0, 101.5, 103.0, 105.0, 104.5], dtype=np.float64)
values = tsi(prices, long_period=25, short_period=13, kernel=None)
print(values)

Streaming ▼

from vectorta import TsiStream

stream = TsiStream(25, 13)
for p in price_stream:
    v = stream.update(p)
    if v is not None:
        handle(v)

Batch Parameter Sweep ▼

import numpy as np
from vectorta import tsi_batch

prices = np.asarray([...], dtype=np.float64)
out = tsi_batch(
    prices,
    long_period_range=(20, 30, 5),
    short_period_range=(10, 16, 3),
    kernel=None,
)

# out is a dict with 'values' shaped [rows, cols] and parameter arrays
print(out['values'].shape, out['long_periods'], out['short_periods'])

CUDA Acceleration ▼

CUDA support for TSI is currently under development. The API will follow the same pattern as other CUDA-enabled indicators.

# Coming soon: CUDA-accelerated TSI calculations

JavaScript/WASM Bindings

Basic Usage ▼

Calculate TSI in JavaScript/TypeScript:

import { tsi_js } from 'vectorta-wasm';

// Price data as Float64Array or regular array
const prices = new Float64Array([100.0, 102.0, 101.5, 103.0, 105.0, 104.5]);

// Calculate TSI with specified parameters
const values = tsi_js(prices, 25, 13);  // long=25, short=13
console.log('TSI values:', values);

Memory-Efficient Operations ▼

Use zero-copy operations for better performance with large datasets:

import { tsi_alloc, tsi_free, tsi_into, memory } from 'vectorta-wasm';

// Prepare your price data
const prices = new Float64Array([/* your data */]);
const length = prices.length;

// Allocate WASM memory for input and output
const inPtr = tsi_alloc(length);
const outPtr = tsi_alloc(length);

// Copy input data into WASM memory
new Float64Array(memory.buffer, inPtr, length).set(prices);

// Calculate TSI directly into allocated memory
// Args: in_ptr, out_ptr, len, long_period, short_period
tsi_into(inPtr, outPtr, length, 25, 13);

// Read results from WASM memory (slice() to copy out)
const tsiValues = new Float64Array(memory.buffer, outPtr, length).slice();

// Free allocated memory when done
tsi_free(inPtr, length);
tsi_free(outPtr, length);

console.log('TSI values:', tsiValues);

Batch Processing ▼

Test multiple parameter combinations efficiently:

import { tsi_batch_js } from 'vectorta-wasm';

// Your price data
const prices = new Float64Array([/* historical prices */]);

// Define parameter sweep ranges (start, end, step)
const config = {
  long_period_range: [20, 30, 5],  // 20, 25, 30
  short_period_range: [10, 16, 3], // 10, 13, 16
};

// Calculate all combinations
const result = tsi_batch_js(prices, config);

// Result fields
// result.values: flat array of size rows*len
// result.combos: array of { long_period: Some(n), short_period: Some(n) }
// result.rows, result.cols: matrix shape
console.log(result.rows, result.cols, result.combos);

Export Code

use vectorta::indicators::tsi;

// Calculate TSI with custom parameters
let result = tsi(&data, 25, 13);

// Or using the builder pattern
let result = indicators::tsi::new()
    .long_period(25)
    .short_period(13)
    .calculate(&data);

This code snippet shows how to use the TSI indicator with your current parameter settings.

Performance Analysis

Comparison:

View:

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AMD Ryzen 9 9950X (CPU) | NVIDIA RTX 4090 (GPU) | Benchmarks: 2026-01-05

CUDA note

In our benchmark workload, the Rust CPU implementation is faster than CUDA for this indicator. Prefer the Rust/CPU path unless your workload differs.

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Overview

See also

Interpretation & Use

Implementation Examples

API Reference

Python Bindings

JavaScript/WASM Bindings

Export Code

Performance Analysis

CUDA note

Related Indicators

Acceleration Oscillator

Awesome Oscillator

Absolute Price Oscillator

Commodity Channel Index

CCI Cycle

Center of Gravity