feat: add new indicators (Decay, Edecay, MinusDi, MinusDm, PlusDi, PlusDm, Maxindex, Minindex, Sarext) and update pine scripts, core libs, validation tests, and python bindings
2026-03-09 13:45:46 -07:00
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// Licensed under the Apache License, Version 2.0
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2026-01-18 19:02:03 -08:00
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// © mihakralj
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//@version=6
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fix(docs): correct .md documentation across errors, dynamics, filters, forecasts, momentum, numerics, oscillators, reversals, statistics, trends, volatility, volume
2026-03-10 18:38:23 -07:00
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indicator("Stochastic RSI (STOCHRSI)", "STOCHRSI", overlay=false)
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2026-01-18 19:02:03 -08:00
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//@function Calculates Stochastic RSI oscillator
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//@param source Source series to calculate STOCHRSI for
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//@param rsi_length Period for RSI calculation
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//@param stoch_length Lookback period for Stochastic calculation on RSI
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//@param k_smooth Smoothing period for %K line
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//@param d_smooth Smoothing period for %D line
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//@returns [%K, %D] values of Stochastic RSI
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stochrsi(series float source, simple int rsi_length, simple int stoch_length, simple int k_smooth, simple int d_smooth) =>
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if rsi_length <= 0 or stoch_length <= 0 or k_smooth <= 0 or d_smooth <= 0
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runtime.error("All periods must be positive")
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float src_clean = na(source) ? 0 : source
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float u = math.max(src_clean - nz(src_clean[1]), 0)
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float d = math.max(nz(src_clean[1]) - src_clean, 0)
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float alpha = 1/rsi_length
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var float smoothUp = 0.0, var float smoothDown = 0.0
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if bar_index < rsi_length
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smoothUp := u
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smoothDown := d
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else
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smoothUp := nz(smoothUp[1]) * (1 - alpha) + u * alpha
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smoothDown := nz(smoothDown[1]) * (1 - alpha) + d * alpha
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float rs = smoothDown == 0 ? 0 : smoothUp/smoothDown
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float rsi_val = smoothDown == 0 ? 100 : 100 - (100 / (1 + rs))
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if na(source)
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[na, na]
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else
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var array<float> rsi_buffer = array.new_float(0)
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array.push(rsi_buffer, rsi_val)
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if array.size(rsi_buffer) > stoch_length
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array.shift(rsi_buffer)
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highest_rsi = array.max(rsi_buffer)
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lowest_rsi = array.min(rsi_buffer)
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rsi_range = highest_rsi - lowest_rsi
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k_raw = rsi_range > 0 ? 100 * (rsi_val - lowest_rsi) / rsi_range : 50
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var array<float> k_buffer = array.new_float(0)
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array.push(k_buffer, k_raw)
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if array.size(k_buffer) > k_smooth
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array.shift(k_buffer)
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k_smoothed = array.sum(k_buffer) / array.size(k_buffer)
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var array<float> d_buffer = array.new_float(0)
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array.push(d_buffer, k_smoothed)
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if array.size(d_buffer) > d_smooth
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array.shift(d_buffer)
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d_smoothed = array.sum(d_buffer) / array.size(d_buffer)
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[k_smoothed, d_smoothed]
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// ---------- Main loop ----------
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// Inputs
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i_rsi_length = input.int(14, "RSI Length", minval=1, maxval=100, tooltip="Period for RSI calculation")
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i_stoch_length = input.int(14, "Stochastic Length", minval=1, maxval=100, tooltip="Lookback period for Stochastic calculation on RSI")
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i_k_smooth = input.int(3, "%K Smooth", minval=1, maxval=20, tooltip="Smoothing period for %K line")
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i_d_smooth = input.int(3, "%D Smooth", minval=1, maxval=20, tooltip="Smoothing period for %D line")
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i_source = input.source(close, "Source", tooltip="Price series to analyze")
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// Calculation
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[k_value, d_value] = stochrsi(i_source, i_rsi_length, i_stoch_length, i_k_smooth, i_d_smooth)
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// Plots
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plot(k_value, "StochRSI %K", color=color.yellow, linewidth=2)
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plot(d_value, "StochRSI %D", color=color.blue, linewidth=2)
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