Stochastic RSI
Install and import#
npm install fintech-algorithmsimport { stochasticRsi } from "fintech-algorithms/technical-indicators/momentum/stochastic-rsi";Signature#
stochasticRsi(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#
stochasticRsi(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, williamsR, cci, ultimateOscillator, tsi, connorsRsi. 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#
Calculation flow#
Calculation flow
flowchart LR
A["Finalized finalized close"] --> B["Validate order, alignment, and finite values"]
B --> C["Wilder RSI"]
C --> D["RSI range"]
D --> E["Raw StochRSI"]
E --> F{"History and denominator valid?"}
F -- "No · short history" --> G["warming-up + reason"]
F -- "No · no finite scale" --> H["undefined + reason"]
F -- "Yes" --> I["Smoothed %K / %D"]
I --> J["ready + aligned component trace"]
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.
References#
- Stochastic RSI (STOCHRSI) — TA-Lib
- New Concepts in Technical Trading Systems — J. Welles Wilder / Windsor Books
- TA-Lib Technical Analysis Documentation — TA-Lib
- Claim-role ledger
- Evidence boundary