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Stochastic RSI ​

Created by Tushar Chande and Stanley Kroll, Stochastic RSI is a Stochastic interpretation of the Relative Strength Index. It is different from, and often confused with the more traditional Stochastic Oscillator. [Discuss] 💬

csharp
// C# usage syntax
IReadOnlyList<StochRsiResult> results =
  bars.ToStochRsi(rsiPeriods, stochPeriods, signalPeriods, smoothPeriods);

Parameters ​

paramtypedescription
rsiPeriodsintNumber of periods (R) in the lookback period. Must be greater than 0. Standard is 14.
stochPeriodsintNumber of periods (S) in the lookback period. Must be greater than 0. Typically the same value as rsiPeriods.
signalPeriodsintNumber of periods (G) in the signal line (SMA of the StochRSI). Must be greater than 0. Typically 3-5.
smoothPeriodsintSmoothing periods (M) for the Stochastic. Must be greater than 0. Default is 1 (Fast variant).

The original Stochastic RSI formula uses a the Fast variant of the Stochastic calculation (smoothPeriods=1). For a standard period of 14, the original formula would be bars.ToStochRSI(14,14,3,1). The "3" here is just for the Signal (%D), which is not present in the original formula, but useful for additional smoothing and analysis.

Historical price bars requirements ​

You must have at least N periods of bars, where N is the greater of R+S+M and R+100 to cover the warmup and convergence periods. Since this uses a smoothing technique in the underlying RSI value, we recommend you use at least 10×R periods prior to the intended usage date for better precision.

bars is a collection of generic TBar historical price bars. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

Response ​

csharp
IReadOnlyList<StochRsiResult>
  • This method returns a time series of all available indicator values for the bars provided.
  • It always returns the same number of elements as there are in the historical price bars.
  • It does not return a single incremental indicator value.
  • The first R+S+M periods will have null values for StochRsi since there's not enough data to calculate.

🚩 ⚞ Convergence warning

The first 10×R periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods. We recommend pruning at least R+S+M+100 initial values.

StochRsiResult ​

propertytypedescription
TimestampDateTimeDate from evaluated TBar
StochRsidouble%K Oscillator = Stochastic RSI = Stoch(S,G,M) of RSI(R) of price
Signaldouble%D Signal Line = Simple moving average of %K based on G periods

Utilities ​

See Utilities and helpers for more information.

Chaining ​

This indicator may be generated from any chain-enabled indicator or method.

csharp
// example
var results = bars
    .Use(CandlePart.HL2)
    .ToStochRsi(..);

Results can be further processed on StochRsi with additional chain-enabled indicators.

csharp
// example
var results = bars
    .ToStochRsi(..)
    .ToSlope(..);

See Chaining indicators for more.

Streaming ​

Use the buffer-style List<T> when you need incremental calculations without a hub:

csharp
StochRsiList stochRsiList = new(rsiPeriods, stochPeriods, signalPeriods, smoothPeriods);

foreach (IBar bar in bars)  // simulating stream
{
  stochRsiList.Add(bar);
}

// based on `ICollection<StochRsiResult>`
IReadOnlyList<StochRsiResult> results = stochRsiList;

Subscribe to a BarHub for advanced streaming scenarios:

csharp
BarHub barHub = new();
StochRsiHub observer = barHub.ToStochRsiHub(rsiPeriods, stochPeriods, signalPeriods, smoothPeriods);

foreach (IBar bar in bars)  // simulating stream
{
  barHub.Add(bar);
}

IReadOnlyList<StochRsiResult> results = observer.Results;

Compound hub

The StochRSI hub is based on the RSI indicator. When the StochRSI hub is chained from an existing RsiHub instance it will reuse the existing RSI hub values rather than creating its own internal RSI calculations. This is not a normal chaining model.

csharp
// creates a new internal RSI hub
var stochRsiHub = bars
  .ToStochRsiHub();

As an option, if you have an existing RSI hub you may reuse it:

csharp

// existing hub
var rsiHub = bars
  .ToRsiHub();

// does not create a 2nd internal hub
var stochRsiHub = rsiHub
  .ToStochRsiHub();

// ❌ RSI → [ RSI ] → StochRSI
// ✅ RSI → StochRSI

See Buffer lists and Stream hubs for full usage guides.