# Stochastic RSI

Created by by Tushar Chande and Stanley Kroll, Stochastic RSI is a Stochastic interpretation of the Relative Strength Index. It is different from, and often confused with the more traditional Stochastic Oscillator. [Discuss] 💬

```
// C# usage syntax
IEnumerable<StochRsiResult> results =
quotes.GetStochRsi(rsiPeriods, stochPeriods, signalPeriods, smoothPeriods);
```

## Parameters

`rsiPeriods`

* int* - Number of periods (

`R`

) in the lookback period. Must be greater than 0. Standard is 14.`stochPeriods`

* int* - Number of periods (

`S`

) in the lookback period. Must be greater than 0. Typically the same value as `rsiPeriods`

.`signalPeriods`

* int* - Number of periods (

`G`

) in the signal line (SMA of the StochRSI). Must be greater than 0. Typically 3-5.`smoothPeriods`

* int* - Smoothing periods (

`M`

) for the Stochastic. Must be greater than 0. Default is 1 (Fast variant).The original Stochastic RSI formula uses a the Fast variant of the Stochastic calculation (`smoothPeriods=1`

). For a standard period of 14, the original formula would be `quotes.GetStochRSI(14,14,3,1)`

. The “3” here is just for the Signal (%D), which is not present in the original formula, but useful for additional smoothing and analysis.

### Historical quotes requirements

You must have at least `N`

periods of `quotes`

, where `N`

is the greater of `R+S+M`

and `R+100`

to cover the warmup and convergence periods. Since this uses a smoothing technique in the underlying RSI value, we recommend you use at least `10×R`

periods prior to the intended usage date for better precision.

`quotes`

is a collection of generic `TQuote`

historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

## Response

```
IEnumerable<StochRsiResult>
```

- This method returns a time series of all available indicator values for the
`quotes`

provided. - It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first
`R+S+M`

periods will have`null`

values for`StochRsi`

since there’s not enough data to calculate.

⚞

Convergence warning: The first`10×R`

periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods. We recommend pruning at least`R+S+M+100`

initial values.

### StochRsiResult

`Date`

* DateTime* - Date from evaluated

`TQuote`

`StochRsi`

* double* - %K Oscillator = Stochastic RSI = Stoch(

`S`

,`G`

,`M`

) of RSI(`R`

) of price`Signal`

* double* - %D Signal Line = Simple moving average of %K based on

`G`

periods### Utilities

See Utilities and helpers for more information.

## Chaining

This indicator may be generated from any chain-enabled indicator or method.

```
// example
var results = quotes
.Use(CandlePart.HL2)
.GetStochRsi(..);
```

Results can be further processed on `StochRsi`

with additional chain-enabled indicators.

```
// example
var results = quotes
.GetStochRsi(..)
.GetSlope(..);
```