Summary
ComparativeRelativeStrength is RTTA's streaming price ratio of two series. It
returns \(price_a / price_b\) on every tick with no smoothing or window state.
Update API
value = rtta.ComparativeRelativeStrength().update(price_a, price_b)
There are no constructor parameters. Array batch(...) requires equal-length
price_a and price_b arrays.
Theory Of Operation
Comparative (or relative) strength between two instruments is the ratio of their prices. An rising ratio means series A is outperforming series B; a falling ratio means A is underperforming. Traders often chart the ratio itself or apply a moving average to the ratio (RTTA leaves that optional post-processing to the caller).
Unlike RSI ("Relative Strength Index"), this is not an oscillator of gains and losses on a single series — it is a direct comparative ratio.
Recurrence
Let \(a_t\) and \(b_t\) be the two prices at time \(t\).
There is no internal state; each update is independent of prior bars.
Implementation Notes
The recurrence is implemented in src/rtta/indicator.cpp in
class ComparativeRelativeStrength.