Wilder Accumulative Swing Index (ASI)

Summary

Wilder's Accumulative Swing Index: the running total of the Swing Index (SI), a line meant to trace the market's real swings through the noise of the daily closes. Wilder draws trendlines and breakout points on it as on a price chart: a breakout of the ASI that the price has not confirmed yet is his signal. J. Welles Wilder Jr. introduced both in 1978. The line starts at 0 on the first bar of the requested range, so only its shape carries meaning, not its level.

Chart

Reference data (CSV) · Chart (SVG)

Chart metadata i

Outputs

• outReal: line · zero · positive · negative

Formula

$$\mathrm{ASI}_s = 0 \qquad \mathrm{ASI}_t = \mathrm{ASI}_{t-1} + \mathrm{SI}_t \quad (t > s)$$

where $s$ is the first bar of the requested range and $\mathrm{SI}_t$ is the Swing Index of bar $t$ against bar $t-1$ at the same optInLimitMove.

Notes

• Wilder accumulates Swing Index values rounded to whole numbers; the running total here is of the unrounded values.

Inputs

• inOpen — Open price of each bar
• inHigh — High price of each bar
• inLow — Low price of each bar
• inClose — Close price of each bar

Outputs

• outReal — Running total of the swing index from the first bar of the range

Parameters

Parameter	Type	Default	Accepted values	Description
optInLimitMove	real	3	≥ 0.00000001	Limit move, the largest one-bar price move the index is scaled against, in price units

Properties

Numerical Stability: Path-Dependent

☐ Overlap Input
✅ Independent Y-Axis i
☐ Candlestick
☐ Display Shift

☐ Can Output NaN or ±Inf
☐ Identity at Period 1
☐ Uses Transcendental
☐ Input Must Be Positive

Example

C

#include <stdio.h>
#include <ta_libc.h>

int n = 252;
double open[252]; /* your data, oldest first */
double high[252]; /* your data, oldest first */
double low[252]; /* your data, oldest first */
double close[252]; /* your data, oldest first */
double out[252];
int outBegIdx, outNBElement;

TA_Initialize();
TA_ASI( 0, n - 1, open, high, low, close, 3.0, &outBegIdx, &outNBElement, out );
printf( "%d values from bar %d; last out = %f\n", outNBElement, outBegIdx, out[outNBElement - 1] );

Rust

use ta_lib::Core;

let open = vec![0.0; 252]; // your data, oldest first
let high = vec![0.0; 252]; // your data, oldest first
let low = vec![0.0; 252]; // your data, oldest first
let close = vec![0.0; 252]; // your data, oldest first
let mut out = vec![0.0; 252];

let core = Core::new();
let range = core.asi(0, open.len() - 1, &open, &high, &low, &close, 3.0, &mut out)?;
println!("{} values from bar {}; last out = {}", range.count, range.beg_idx, out[range.count - 1]);

Java

import io.github.talib.Core;
import io.github.talib.OutRange;

double[] open = new double[252]; // your data, oldest first
double[] high = new double[252]; // your data, oldest first
double[] low = new double[252]; // your data, oldest first
double[] close = new double[252]; // your data, oldest first
double[] out = new double[252];

Core core = Core.DEFAULT;
OutRange r = core.asi(0, open.length - 1, open, high, low, close, 3.0, out);
System.out.println(r.count() + " values from bar " + r.begIdx() + "; last out = " + out[r.count() - 1]);

C#

using System;
using TALib;

var open = new double[252]; // your data, oldest first
var high = new double[252]; // your data, oldest first
var low = new double[252]; // your data, oldest first
var close = new double[252]; // your data, oldest first
var outReal = new double[252];

var core = Core.Default;
OutRange r = core.Asi(0, open.Length - 1, open, high, low, close, 3.0, outReal);
Console.WriteLine($"{r.Count} values from bar {r.BegIdx}; last outReal = {outReal[r.Count - 1]}");

TypeScript

import { asi } from 'ta-lib';

const open = new Float64Array(252); // your data, oldest first
const high = new Float64Array(252); // your data, oldest first
const low = new Float64Array(252); // your data, oldest first
const close = new Float64Array(252); // your data, oldest first

const { begIdx, values } = asi({ open, high, low, close }, { limitMove: 3 });
console.log(values.length + ' values from bar ' + begIdx + '; last values = ' + values[values.length - 1]);

Implementation

Added in 0.8.3 (ta-lib-python 0.8.3).

TA-Lib Definition: asi.c · asi.yaml

Native	File
C	ta_ASI.c
Rust	asi.rs
Java	Core_ASI.java
C#	Core_ASI.cs
TypeScript	asi.ts

Python: talib.ASI (ta-lib-python 0.8.3 or later), see ta-lib-python.

TA-Lib is also available for R and more using a wrapper.

Aliases

Accumulation Swing Index

See Also

SI · WAD · CUMSUM

References

• J. Welles Wilder Jr., New Concepts in Technical Trading Systems, Trend Research, 1978, section VIII "The Swing Index", pp.87-106