Clear ConnorsRelativeStrengthIndex._previousInput on reset - #9687
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Martin-Molinero merged 1 commit intoAug 12, 2026
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ComputeNextValue and ComputeTrendStreak both read _previousInput before they write it, and Reset left it pointing at the last input of the run that had just ended. The first sample after a reset therefore took the percent rank branch instead of the seeding branch, putting a real price change ratio into the rolling window where a new instance puts zero, and moving the trend streak off zero a sample early. The two disagreed around the point where the lookback window fills.
This was referenced Aug 13, 2026
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Description
ConnorsRelativeStrengthIndex.Reset()did not clear_previousInput. BothComputeNextValueandComputeTrendStreakread it before writing it, so the first sample after a reset took the percent-rank branch instead of the seeding branch.Related Issue
Fixes #9684.
Motivation and Context
The stale input put a real price-change ratio into the rolling window where a fresh instance puts zero, and moved the trend streak off zero one sample early. The two instances then disagreed around the point where the lookback window fills.
Requires Documentation Change
No.
How Has This Been Tested?
ResetsProperlyAndReplaysTheSameValuesfeeds a series, resets, replays it, and compares against a fresh instance. It fails onmasterand passes with the fix.The window is narrow enough that one dataset misses it: replaying
spy_crsi.csvgives 0 divergences in 568 rows. Across 400 random 140-point series throughCRSI(3, 2, 100), 172 of 400 series diverge, 176 of 56000 samples, and the first divergence always falls between sample 100 and 104.ConnorsRelativeStrengthIndexTestson a clean checkout of this branch: 14 passed. FullQuantConnect.Tests.Indicatorswith all three reset fixes applied: 2770 passed, 0 failed, 5 skipped.Types of changes
Checklist:
bug-<issue#>-<description>