---
url: /indicators/stoch-rsi.md
description: >-
  Created by Tushar Chande and Stanley Kroll, Stochastic RSI is a Stochastic
  Oscillator interpretation of the Relative Strength Index.  It is different
  from, and often confused with the more traditional Stochastic Oscillator.
package: FacioQuo.Stock.Indicators
docs_version: v3
canonical: https://dotnet.stockindicators.dev/indicators/stoch-rsi
generated: 2026-09-30T04:41:06.055Z
commit: ae1f432eaa0b03ae9f39e032c69434b557efa4a2
---

# Stochastic RSI

Created by Tushar Chande and Stanley Kroll, [Stochastic RSI](https://chartschool.stockcharts.com/table-of-contents/technical-indicators-and-overlays/technical-indicators/stochrsi) is a Stochastic interpretation of the Relative Strength Index.  It is different from, and often confused with the more traditional [Stochastic Oscillator](/indicators/stoch.md). [\[Discuss\] 💬](https://github.com/facioquo/stock-indicators-dotnet/discussions/236 "Community discussion about this indicator")

```csharp
// C# usage syntax
IReadOnlyList<StochRsiResult> results =
  bars.ToStochRsi(rsiPeriods, stochPeriods, signalPeriods, smoothPeriods);
```

## Parameters

| param | type | description |
| ----- | ---- | ----------- |
| `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 `bars.ToStochRSI(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 price bars requirements

You must have at least `N` periods of `bars`, where `N` is the greater of `R+S+M` and `R+100` to cover the [warmup and convergence](https://github.com/facioquo/stock-indicators-dotnet/discussions/688) 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.

`bars` is a collection of generic `TBar` historical price bars.  It should have a consistent frequency (day, hour, minute, etc).  See [the Guide](/guide/getting-started.md#historical-bars) for more information.

## Response

```csharp
IReadOnlyList<StochRsiResult>
```

* This method returns a time series of all available indicator values for the `bars` provided.
* It always returns the same number of elements as there are in the historical price bars.
* 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.

> [!WARNING]
> **🚩 ⚞ 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`

| property | type | description |
| -------- | ---- | ----------- |
| `Timestamp` | *`DateTime`* | Date from evaluated `TBar` |
| `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

* [.Condense()](/utilities/results.md#condense)
* [.Find(lookupDate)](/utilities/results.md#find-by-date)
* [.RemoveWarmupPeriods()](/utilities/results.md#remove-warmup-periods)
* [.RemoveWarmupPeriods(removePeriods)](/utilities/results.md#remove-warmup-periods)

See [Utilities and helpers](/utilities.md) for more information.

## Chaining

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

```csharp
// example
var results = bars
    .Use(CandlePart.HL2)
    .ToStochRsi(..);
```

Results can be further processed on `StochRsi` with additional chain-enabled indicators.

```csharp
// example
var results = bars
    .ToStochRsi(..)
    .ToSlope(..);
```

See [Chaining indicators](/guide/chaining.md) for more.

## Streaming

Use the buffer-style `List<T>` when you need incremental calculations without a hub:

```csharp
StochRsiList stochRsiList = new(rsiPeriods, stochPeriods, signalPeriods, smoothPeriods);

foreach (IBar bar in bars)  // simulating stream
{
  stochRsiList.Add(bar);
}

// based on `ICollection<StochRsiResult>`
IReadOnlyList<StochRsiResult> results = stochRsiList;
```

Subscribe to a `BarHub` for advanced streaming scenarios:

```csharp
BarHub barHub = new();
StochRsiHub observer = barHub.ToStochRsiHub(rsiPeriods, stochPeriods, signalPeriods, smoothPeriods);

foreach (IBar bar in bars)  // simulating stream
{
  barHub.Add(bar);
}

IReadOnlyList<StochRsiResult> results = observer.Results;
```

> [!NOTE]
> **Compound hub**
>
> The StochRSI hub is based on the RSI indicator. When the StochRSI hub is chained from an existing `RsiHub` instance it will reuse the existing RSI hub values rather than creating its own internal RSI calculations. **This is not a normal chaining model.**
>
> ```csharp
> // creates a new internal RSI hub
> var stochRsiHub = bars
>   .ToStochRsiHub();
> ```
>
> As an option, if you have an existing RSI hub you may reuse it:
>
> ```csharp
>
> // existing hub
> var rsiHub = bars
>   .ToRsiHub();
>
> // does not create a 2nd internal hub
> var stochRsiHub = rsiHub
>   .ToStochRsiHub();
>
> // ❌ RSI → [ RSI ] → StochRSI
> // ✅ RSI → StochRSI
> ```

See [Buffer lists](/guide/styles/buffer.md) and [Stream hubs](/guide/styles/stream.md) for full usage guides.