Stochastic RSI

Install and import

bash

npm install fintech-algorithms

import { stochastic_rsi } from "fintech-algorithms/technical-indicators/momentum/stochastic-rsi";

Signature

stochastic_rsi(close, rp, sp, sk, sd)

The stochastic formula applied to RSI rather than to price — a second-order indicator that measures where RSI sits within its own recent range, and therefore moves far faster than either input.

Parameters

Name	Type	Notes
`close`	`number[]`	Per-bar closing prices, chronological.
`rp`	`number`	RSI period computed first. min: 1 · integer: true
`sp`	`number`	Stochastic lookback applied over the RSI series. min: 1 · integer: true
`sk`	`number`	Smoothing applied to raw %K. min: 1 · integer: true
`sd`	`number`	Smoothing applied to %K to produce %D. min: 1 · integer: true

Returns

Record<string, (number | null)[]> · length same-as-input

Parallel series: rsi, raw_k, k and d.

Warm-up

The first rp + sp − 1, plus each smoothing stage positions are null. Warm-ups accumulate across both stages, so this is defined much later than plain RSI.

Errors

When any period is < 1 or is not an integer — throws RangeError

Complexity: time O(n × sp), space O(n).

Worked example

executed Captured by running this function on the input its own test provides. Real output of real code — but not asserted against a published figure.

Input

[100, 100.999214, 102.324548, 103.755998, 105.030823, 105.911843]

Showing 6 of 120 elements.

Call

stochastic_rsi(close, rp, sp, sk, sd)

Returns

object with 4 fields: rsi, raw_k, k, d

{
  "rsi": [null, null, null, null, null, null],
  "raw_k": [null, null, null, null, null, null],
  "k": [null, null, null, null, null, null],
  "d": [null, null, null, null, null, null]
}

Other exports

This module also exports rsi, stochastic, williams_r, cci, ultimate_oscillator, tsi, connors_rsi. Every module additionally exports run as an alias of its primary function, and a meta object carrying its catalog id, domain, family, shape and article URL.

Diagrams

Stochastic RSI — stochastic rsi mechanism

How it works

This page states the contract — how to call it correctly. The article explains the concept: why it works, and where it breaks.

Read the article →

References

Stochastic RSI (STOCHRSI) — TA-Lib
New Concepts in Technical Trading Systems — J. Welles Wilder / Windsor Books
TA-Lib Technical Analysis Documentation — TA-Lib
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