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https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
35a6702b06
Deep review of all indicator categories verified .md headers against .cs WarmupPeriod, parameters, inputs, and outputs. Fixes include warmup corrections, parameter documentation, output type accuracy, and Pine Script alignment.
67 lines
3.0 KiB
Plaintext
67 lines
3.0 KiB
Plaintext
// Licensed under the Apache License, Version 2.0
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// © mihakralj
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//@version=6
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indicator("Stochastic RSI (STOCHRSI)", "STOCHRSI", overlay=false)
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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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