mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-13 16:18:05 +00:00
86fe32a682
Co-authored-by: Claude Opus 4.5 <noreply@anthropic.com> Co-authored-by: aider (openrouter/anthropic/claude-sonnet-4) <aider@aider.chat> Co-authored-by: Warp <agent@warp.dev>
68 lines
3.1 KiB
Plaintext
68 lines
3.1 KiB
Plaintext
// The MIT License (MIT)
|
|
// © mihakralj
|
|
//@version=6
|
|
indicator("Stochastic RSI (STOCHRSI)", "StochRSI", overlay=false)
|
|
|
|
//@function Calculates Stochastic RSI oscillator
|
|
//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/oscillators/stochrsi.md
|
|
//@param source Source series to calculate STOCHRSI for
|
|
//@param rsi_length Period for RSI calculation
|
|
//@param stoch_length Lookback period for Stochastic calculation on RSI
|
|
//@param k_smooth Smoothing period for %K line
|
|
//@param d_smooth Smoothing period for %D line
|
|
//@returns [%K, %D] values of Stochastic RSI
|
|
stochrsi(series float source, simple int rsi_length, simple int stoch_length, simple int k_smooth, simple int d_smooth) =>
|
|
if rsi_length <= 0 or stoch_length <= 0 or k_smooth <= 0 or d_smooth <= 0
|
|
runtime.error("All periods must be positive")
|
|
float src_clean = na(source) ? 0 : source
|
|
float u = math.max(src_clean - nz(src_clean[1]), 0)
|
|
float d = math.max(nz(src_clean[1]) - src_clean, 0)
|
|
float alpha = 1/rsi_length
|
|
var float smoothUp = 0.0, var float smoothDown = 0.0
|
|
if bar_index < rsi_length
|
|
smoothUp := u
|
|
smoothDown := d
|
|
else
|
|
smoothUp := nz(smoothUp[1]) * (1 - alpha) + u * alpha
|
|
smoothDown := nz(smoothDown[1]) * (1 - alpha) + d * alpha
|
|
float rs = smoothDown == 0 ? 0 : smoothUp/smoothDown
|
|
float rsi_val = smoothDown == 0 ? 100 : 100 - (100 / (1 + rs))
|
|
if na(source)
|
|
[na, na]
|
|
else
|
|
var array<float> rsi_buffer = array.new_float(0)
|
|
array.push(rsi_buffer, rsi_val)
|
|
if array.size(rsi_buffer) > stoch_length
|
|
array.shift(rsi_buffer)
|
|
highest_rsi = array.max(rsi_buffer)
|
|
lowest_rsi = array.min(rsi_buffer)
|
|
rsi_range = highest_rsi - lowest_rsi
|
|
k_raw = rsi_range > 0 ? 100 * (rsi_val - lowest_rsi) / rsi_range : 50
|
|
var array<float> k_buffer = array.new_float(0)
|
|
array.push(k_buffer, k_raw)
|
|
if array.size(k_buffer) > k_smooth
|
|
array.shift(k_buffer)
|
|
k_smoothed = array.sum(k_buffer) / array.size(k_buffer)
|
|
var array<float> d_buffer = array.new_float(0)
|
|
array.push(d_buffer, k_smoothed)
|
|
if array.size(d_buffer) > d_smooth
|
|
array.shift(d_buffer)
|
|
d_smoothed = array.sum(d_buffer) / array.size(d_buffer)
|
|
[k_smoothed, d_smoothed]
|
|
|
|
// ---------- Main loop ----------
|
|
|
|
// Inputs
|
|
i_rsi_length = input.int(14, "RSI Length", minval=1, maxval=100, tooltip="Period for RSI calculation")
|
|
i_stoch_length = input.int(14, "Stochastic Length", minval=1, maxval=100, tooltip="Lookback period for Stochastic calculation on RSI")
|
|
i_k_smooth = input.int(3, "%K Smooth", minval=1, maxval=20, tooltip="Smoothing period for %K line")
|
|
i_d_smooth = input.int(3, "%D Smooth", minval=1, maxval=20, tooltip="Smoothing period for %D line")
|
|
i_source = input.source(close, "Source", tooltip="Price series to analyze")
|
|
|
|
// Calculation
|
|
[k_value, d_value] = stochrsi(i_source, i_rsi_length, i_stoch_length, i_k_smooth, i_d_smooth)
|
|
|
|
// Plots
|
|
plot(k_value, "StochRSI %K", color=color.yellow, linewidth=2)
|
|
plot(d_value, "StochRSI %D", color=color.blue, linewidth=2)
|