Stochastic Relative Strength Index (STOCHRSI)

Summary

Applies the Fast Stochastic (STOCHF) oscillator to an RSI series instead of price, measuring where RSI sits within its recent min/max range. Oscillates 0-100; high = RSI near its recent top, low = near its recent bottom.

Chart

Reference data (CSV) · Chart (SVG)

Chart metadata i

Outputs

• outFastK: line · zero · positive · levels: 20, 80
• outFastD: dash_line · zero · positive · negative

Formula

rsi = RSI(inReal, optInTimePeriod) FastK = 100 * (rsi_t - min(rsi, FastK_Period)) / (max(rsi, FastK_Period) - min(rsi, FastK_Period)) FastD = MA(FastK, FastD_Period, FastD_MAType)

Notes

• To reproduce the original article's unsmoothed Stochastic RSI, set the RSI period equal to the %K period and read the raw %K output.
• When the RSI's recent range is zero, %K is set to 0 instead of being undefined.

Inputs

• inReal — Source series fed into the RSI calculation

Outputs

• outFastK — Unsmoothed stochastic of the RSI (raw %K)
• outFastD — %K smoothed over FastD_Period (signal line)

Parameters

Parameter	Type	Default	Accepted values	Description
optInTimePeriod	integer	14	2–100000	RSI period
optInFastK_Period	integer	5	1–100000	Lookback window for the RSI min/max stochastic
optInFastD_Period	integer	3	1–100000	Smoothing period for %D
optInFastD_MAType	MAType	SMA (0)	any MAType	MA type used to smooth %D

MAType values: 0 SMA · 1 EMA · 2 WMA · 3 DEMA · 4 TEMA · 5 TRIMA · 6 KAMA · 7 MAMA · 8 T3 · 9 HMA · 10 DISABLED · 11 DEFAULT · 12 ZLEMA · 13 RMA · 14 VIDYA · 15 ALMA

Properties

Numerical Stability: Initial Unstable Period — Inherited from RSI, which STOCHRSI computes internally; tunable via RSI's unstable period. The MA type selected may add one of its own.

☐ 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 series[252]; /* your data, oldest first */
double fastK[252], fastD[252];
int outBegIdx, outNBElement;

TA_Initialize();
TA_STOCHRSI( 0, n - 1, series, 14, 5, 3, TA_MAType_SMA, &outBegIdx, &outNBElement, fastK, fastD );
printf( "%d values from bar %d; last fastK = %f\n", outNBElement, outBegIdx, fastK[outNBElement - 1] );

Rust

use ta_lib::{Core, MAType};

let series = vec![0.0; 252]; // your data, oldest first
let mut fast_k = vec![0.0; 252];
let mut fast_d = vec![0.0; 252];

let core = Core::new();
let range = core.stochrsi(0, series.len() - 1, &series, 14, 5, 3, MAType::SMA,
                          &mut fast_k, &mut fast_d)?;
println!("{} values from bar {}; last fast_k = {}", range.count, range.beg_idx, fast_k[range.count - 1]);

Java

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

double[] series = new double[252]; // your data, oldest first
double[] fastK = new double[252];
double[] fastD = new double[252];

Core core = Core.DEFAULT;
OutRange r = core.stochrsi(0, series.length - 1, series, 14, 5, 3, MAType.SMA, fastK, fastD);
System.out.println(r.count() + " values from bar " + r.begIdx() + "; last fastK = " + fastK[r.count() - 1]);

C#

using System;
using TALib;

var series = new double[252]; // your data, oldest first
var fastK = new double[252];
var fastD = new double[252];

var core = Core.Default;
OutRange r = core.Stochrsi(0, series.Length - 1, series, 14, 5, 3, MAType.SMA, fastK, fastD);
Console.WriteLine($"{r.Count} values from bar {r.BegIdx}; last fastK = {fastK[r.Count - 1]}");

TypeScript

import { MAType, stochrsi } from 'ta-lib';

const series = new Float64Array(252); // your data, oldest first

const { begIdx, outFastK, outFastD } = stochrsi(series, {
  timePeriod: 14,
  fastKPeriod: 5,
  fastDPeriod: 3,
  fastDMaType: MAType.SMA,
});
console.log(outFastK.length + ' values from bar ' + begIdx + '; last outFastK = ' + outFastK[outFastK.length - 1]);

Implementation

Added in 0.4.0.

TA-Lib Definition: stochrsi.c · stochrsi.yaml

Native	File
C	ta_STOCHRSI.c
Rust	stochrsi.rs
Java	Core_STOCHRSI.java
C#	Core_STOCHRSI.cs
TypeScript	stochrsi.ts

Python: talib.STOCHRSI, see ta-lib-python.

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

Aliases

Stochastic RSI

See Also

RSI · STOCHF · STOCH · MA

References

• Tushar S. Chande, Stanley Kroll, The New Technical Trader, John Wiley & Sons (ISBN 0471597805)