mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-15 09:08:04 +00:00
Miha Kralj
24e86d762a
- Updated BBWN, BBWP, CCV, CV, CVI, EWMA, GKV, HLV, HV, Jvolty, JVOLTYN, MASSI, NATR, RSV, RV, RVI, TR, UI, VOV, VR, YZV indicators with documentation links. - Added documentation links for Aberration, Acceleration Bands, Andrews' Pitchfork, Adaptive Price Zone, ATR Bands, Bollinger Bands, Center of Gravity, Donchian Channels, Decay Min-Max Channel, Detrended Synthetic Price, EACP, EBSW, HOMOD, Jurik Volatility Bands, Keltner Channel, MA Envelope, Min-Max Channel, Price Channel, Regression Channels, Standard Deviation Channel, Stoller Average Range Channel, Super Trend Bands, Ultimate Bands, Ultimate Channel, VWAP Bands, and VWAP with Standard Deviation Bands.
67 lines
3.0 KiB
Plaintext
67 lines
3.0 KiB
Plaintext
// The MIT License (MIT)
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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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