Stochastic RSI, or simply StochRSI, is a technical analysis indicator used to determine whether an asset is overbought or oversold, as well as to identify current market trends. As the name suggests, the StochRSI is a derivative of the standard Relative Strength Index (RSI) and, as such, is considered an indicator of an indicator. It is a type of oscillator, meaning that it fluctuates above and below a center line. More...

Inheritance diagram for QuantConnect.Indicators.StochasticRelativeStrengthIndex:

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Public Member Functions
	StochasticRelativeStrengthIndex (int rsiPeriod, int stochPeriod, int kSmoothingPeriod, int dSmoothingPeriod, MovingAverageType movingAverageType=MovingAverageType.Simple)
	Initializes a new instance of the StochasticRelativeStrengthIndex class More...

	StochasticRelativeStrengthIndex (string name, int rsiPeriod, int stochPeriod, int kSmoothingPeriod, int dSmoothingPeriod, MovingAverageType movingAverageType=MovingAverageType.Simple)
	Initializes a new instance of the StochasticRelativeStrengthIndex class More...

override void	Reset ()
	Resets this indicator and all sub-indicators More...

Public Attributes
override bool	IsReady => Samples >= WarmUpPeriod
	Gets a flag indicating when this indicator is ready and fully initialized More...

Protected Member Functions
override decimal	ComputeNextValue (IndicatorDataPoint input)
	Computes the next value of the following sub-indicators from the given state: K (K) and D (D) More...

Protected Member Functions inherited from QuantConnect.Indicators.Indicator
	Indicator (string name)
	Initializes a new instance of the Indicator class using the specified name. More...

Properties
IndicatorBase< IndicatorDataPoint >	K `[get]`
	Gets the K output More...

IndicatorBase< IndicatorDataPoint >	D `[get]`
	Gets the D output More...

int	WarmUpPeriod `[get]`
	Required period, in data points, for the indicator to be ready and fully initialized. More...

Properties inherited from QuantConnect.Indicators.Indicator
static int	DefaultWindowSize = 2 `[get]`
	The default size of the history window for the indicator More...

Properties inherited from QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider
int	WarmUpPeriod `[get]`
	Required period, in data points, for the indicator to be ready and fully initialized. More...

Detailed Description

Stochastic RSI, or simply StochRSI, is a technical analysis indicator used to determine whether an asset is overbought or oversold, as well as to identify current market trends. As the name suggests, the StochRSI is a derivative of the standard Relative Strength Index (RSI) and, as such, is considered an indicator of an indicator. It is a type of oscillator, meaning that it fluctuates above and below a center line.

Definition at line 28 of file StochasticRelativeStrengthIndex.cs.

Constructor & Destructor Documentation

◆ StochasticRelativeStrengthIndex() [1/2]

QuantConnect.Indicators.StochasticRelativeStrengthIndex.StochasticRelativeStrengthIndex	(	int	rsiPeriod,
		int	stochPeriod,
		int	kSmoothingPeriod,
		int	dSmoothingPeriod,
		MovingAverageType	movingAverageType = `MovingAverageType.Simple`
	)

Initializes a new instance of the StochasticRelativeStrengthIndex class

Parameters

rsiPeriod	The period of the relative strength index
stochPeriod	The period of the stochastic indicator
kSmoothingPeriod	The smoothing period of K output (aka K)
dSmoothingPeriod	The smoothing period of D output (aka D)
movingAverageType	The type of moving average to be used for k and d

Definition at line 61 of file StochasticRelativeStrengthIndex.cs.

◆ StochasticRelativeStrengthIndex() [2/2]

QuantConnect.Indicators.StochasticRelativeStrengthIndex.StochasticRelativeStrengthIndex	(	string	name,
		int	rsiPeriod,
		int	stochPeriod,
		int	kSmoothingPeriod,
		int	dSmoothingPeriod,
		MovingAverageType	movingAverageType = `MovingAverageType.Simple`
	)

Initializes a new instance of the StochasticRelativeStrengthIndex class

Parameters

name	The name of this indicator
rsiPeriod	The period of the relative strength index
stochPeriod	The period of the stochastic indicator
kSmoothingPeriod	The smoothing period of K output
dSmoothingPeriod	The smoothing period of D output
movingAverageType	The type of moving average to be used