stock indicatorsfor .NET

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] 💬

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

Parameters ​

paramdescription
rsiPeriods
int		Number of periods (R) in the lookback period. Must be greater than 0. Default is 14.
stochPeriods
int		Number of periods (S) in the lookback period. Must be greater than 0. Typically the same value as rsiPeriods. Default is 14.
signalPeriods
int		Number of periods (G) in the signal line (SMA of the StochRSI). Must be greater than 0. Typically 3-5. Default is 3.
smoothPeriods
int		Smoothing 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 ​

propertydescription
Timestamp
DateTime		Date from evaluated TBar
StochRsi
double?		%K Oscillator = Stochastic RSI = Stoch(S,G,M) of RSI(R) of price
Signal
double?		%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);

// call from your WebSocket or SSE message handler
void OnBarReceived(IBar bar) => stochRsiList.Add(bar);

// based on `ICollection<StochRsiResult>`; fills as the handler runs
IReadOnlyList<StochRsiResult> results = stochRsiList;

Subscribe to a BarHub for advanced streaming scenarios:

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

// call from your WebSocket or SSE message handler
void OnBarReceived(IBar bar) => barHub.Add(bar);

// results fill as the handler runs
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.