What is the Volume Weighted RSI?

Volume Weighted RSI is documented from the local Rust reference copy at `volume_weighted_rsi`. It currently exposes values as the public output contract. The page content is generated from the extracted Rust API surface, binding exports, and validation rules.

How do I calculate the Volume Weighted RSI?

The Volume Weighted RSI is calculated using specific mathematical formulas with parameters: period (default: null).

What are the best settings for Volume Weighted RSI?

The optimal settings depend on your trading style and timeframe. Default settings are: period: null. Experiment with different values to find what works best for your strategy.

Volume Weighted RSI

Parameters: period =

Overview

Volume Weighted RSI takes the familiar RSI idea and reweights it with volume participation, producing a single oscillator line that responds differently when price movement is backed by heavier or lighter trading activity.

In VectorTA the indicator accepts close-plus-volume slices or candles with an explicit close field, supports streaming updates, and exposes a single-axis batch sweep over the RSI period. It is a straightforward replacement when you want a volume-aware oscillator but do not need a larger panel of companion outputs.

Defaults: `period = 14`.

Implementation Examples

Run the indicator on close-plus-volume slices or on candle data using the default close source.

use vector_ta::indicators::volume_weighted_rsi::{
    volume_weighted_rsi,
    VolumeWeightedRsiInput,
    VolumeWeightedRsiParams,
};

let output = volume_weighted_rsi(&VolumeWeightedRsiInput::from_slices(
    &close,
    &volume,
    VolumeWeightedRsiParams { period: Some(14) },
))?;

println!("vw-rsi = {:?}", output.values.last());

The builder exposes the RSI period and both candle and slice execution paths.

use vector_ta::indicators::volume_weighted_rsi::VolumeWeightedRsiBuilder;

let from_candles = VolumeWeightedRsiBuilder::new()
    .period(14)
    .apply(&candles, "close")?;

let from_slices = VolumeWeightedRsiBuilder::new()
    .period(21)
    .apply_slices(&close, &volume)?;

let _stream = VolumeWeightedRsiBuilder::new()
    .period(10)
    .into_stream()?;

Streaming mode updates the volume-weighted RSI value from each new close-plus-volume point and also exposes reset behavior.

use vector_ta::indicators::volume_weighted_rsi::{VolumeWeightedRsiParams, VolumeWeightedRsiStream};

let mut stream = VolumeWeightedRsiStream::try_new(VolumeWeightedRsiParams::default())?;

for i in 0..close.len() {
    if let Some(rsi) = stream.update(close[i], volume[i]) {
        println!("vw-rsi={rsi}");
    }
}

stream.reset();

Batch mode sweeps the RSI period and returns one flattened volume-weighted RSI matrix.

use vector_ta::indicators::volume_weighted_rsi::VolumeWeightedRsiBatchBuilder;

let batch = VolumeWeightedRsiBatchBuilder::new()
    .period_range(7, 21, 7)
    .apply_slices(&close, &volume)?;

println!("rows = {}, cols = {}", batch.rows, batch.cols);

API Reference

Input Methods ▼

VolumeWeightedRsiInput::from_candles(&Candles, "close", VolumeWeightedRsiParams)
    -> VolumeWeightedRsiInput

VolumeWeightedRsiInput::from_slices(&[f64], &[f64], VolumeWeightedRsiParams)
    -> VolumeWeightedRsiInput

VolumeWeightedRsiInput::with_default_candles(&Candles)
    -> VolumeWeightedRsiInput

Parameters Structure ▼

pub struct VolumeWeightedRsiParams {
    pub period: Option<usize>,
}

Output Structure ▼

pub struct VolumeWeightedRsiOutput {
    pub values: Vec<f64>,
}

Validation, Warmup & NaNs ▼

Close and volume inputs must share the same non-zero length and contain enough valid values for the resolved period.
The default candle helper uses the close field, while the explicit candle path accepts a chosen close source.
Streaming returns None until the RSI state is warmed up and also exposes a reset path.
Batch mode validates the period range before generating the matrix.

Builder, Streaming & Batch APIs ▼

VolumeWeightedRsiBuilder::new()
    .period(usize)
    .kernel(Kernel)
    .apply(&Candles, "close")
    .apply_slices(&[f64], &[f64])
    .into_stream()

VolumeWeightedRsiStream::try_new(params)
stream.update(close, volume) -> Option<f64>
stream.reset()

VolumeWeightedRsiBatchBuilder::new()
    .period_range(start, end, step)
    .apply_slices(&[f64], &[f64])

Python Bindings

Python exposes direct, stream, and batch helpers for the single VW-RSI oscillator line.

from vector_ta import volume_weighted_rsi, volume_weighted_rsi_batch, VolumeWeightedRsiStream

single = volume_weighted_rsi(close, volume, period=14)
stream = VolumeWeightedRsiStream(period=14)
point = stream.update(close[-1], volume[-1])
batch = volume_weighted_rsi_batch(close, volume, period_range=(7, 21, 7))

JavaScript/WASM Bindings

The WASM layer exposes direct, batch, allocation, and into-buffer helpers for VW-RSI calculations.

import init, { volume_weighted_rsi_js, volume_weighted_rsi_batch_js } from "vector-ta-wasm";

await init();

const single = volume_weighted_rsi_js(close, volume, 14);
const batch = volume_weighted_rsi_batch_js(close, volume, { period_range: [7, 21, 7] });

CUDA Bindings (Rust)

Additional details for the CUDA bindings can be found inside the VectorTA repository.

Performance Analysis

Comparison:

View:

Placeholder data (no recorded benchmarks for this indicator)

Across sizes, Rust CPU runs about 1.14× faster than Tulip C in this benchmark.

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AMD Ryzen 9 9950X (CPU) | NVIDIA RTX 4090 (GPU)

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