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.

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

• optInTimePeriod — RSI period
• optInFastK_Period — Lookback window for the RSI min/max stochastic
• optInFastD_Period — Smoothing period for %D
• optInFastD_MAType — MA type used to smooth %D

Implementation

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

Native	File
C	ta_STOCHRSI.c
Rust	stochrsi.rs
Java	Core.java

TA-Lib is also available for Python, 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)