TSI Pass Node

True Strength Index — Series Input

MomentumOscillatorPass

Overview

The TSI Pass Node computes the True Strength Index on a series input. TSI double-smooths the price change and the absolute price change using two consecutive EMAs, then divides to create a normalized momentum oscillator bounded in [−100, +100].

Developed by William Blau, TSI applies double exponential smoothing to filter out noise from raw price changes — making it less susceptible to whipsaws than single-smoothed momentum oscillators. The slow and fast parameters control the two EMA stages independently, allowing flexible tuning between responsiveness and stability.

Formula

Δprice[i] = series[i] − series[i−1]
Numerator = EMA(EMA(Δprice, fast), slow)
Denominator = EMA(EMA(|Δprice|, fast), slow)
TSI = 100 × Numerator / Denominator
Output range: [−100, +100]. Warm-up: slow + fast bars.
Positive TSI = bullish momentum; negative = bearish; zero-line crossings are key signals.

Parameters

ParameterDefaultDescription
slow25Period for the outer (slow) EMA smoothing stage
fast13Period for the inner (fast) EMA smoothing stage

Inputs & Outputs

SlotDirectionTypeDescription
inputInput{ values, timestamps }Price or any numeric series
valuesOutput(number | null)[]TSI values in [−100, +100]; nulls during warm-up
timestampsOutputnumber[]Unix timestamps aligned to input

Use Cases

Zero-Line Trend Signals

TSI crossing above zero signals bullish momentum; crossing below signals bearish. Because TSI is double-smoothed, zero-line crossings produce fewer false signals than single-smoothed oscillators. A zero-cross is a quality trend-change signal.

Signal Line Crossovers

Add a signal line (EMA of TSI, typically 7–13 periods) using a downstream EMA Pass node. TSI crossing above its signal line generates buy signals; crossing below generates sell signals — analogous to MACD signal-line crossovers.

Divergence Analysis

TSI's smooth output makes divergence patterns easier to identify than noisier oscillators. Price making higher highs with TSI making lower highs is a high-quality bearish divergence signal, particularly effective on daily timeframes.

Tips & Best Practices

Slow vs Fast Balance

The default (25, 13) provides a good balance between smoothness and responsiveness. For short-term trading, try (13, 7). For position trading and less noise, try (40, 20). Always keep slow > fast.

Slower to React Than RSI

TSI is considerably slower than RSI due to double smoothing. It will miss short-term price spikes but handles sustained momentum moves better. If you need faster signals, reduce both periods proportionally or use RSI Pass instead.

+25/−25 Overbought/Oversold

Unlike RSI's 30/70, TSI uses approximately +25 (overbought) and −25 (oversold) as thresholds — though these vary by instrument. In strongly trending markets, TSI can remain above +25 or below −25 for extended periods.

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