Stochastic RSI

get_stoch_rsi(quotes, rsi_periods, stoch_periods, signal_periods, smooth_periods=1)


name type notes
quotes Iterable[Quote] Iterable(such as list or an object having __iter__()) of the Quote class or its sub-class.
Need help with pandas.DataFrame?
rsi_periods int Number of periods (R) in the lookback period. Must be greater than 0. Standard is 14.
stoch_periods int Number of periods (S) in the lookback period. Must be greater than 0. Typically the same value as rsi_periods.
signal_periods int Number of periods (G) in the signal line (SMA of the StochRSI). Must be greater than 0. Typically 3-5.
smooth_periods int, default 1 Smoothing periods (M) for the Stochastic. Must be greater than 0.

The original Stochastic RSI formula uses a the Fast variant of the Stochastic calculation (smooth_periods=1). For a standard period of 14, the original formula would be indicators.get_stoch_rsi(quotes, 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 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 an Iterable[Quote] collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.



:hourglass: 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.


name type notes
date datetime Date
stoch_rsi float, Optional %K Oscillator = Stochastic RSI = Stoch(S,G,M) of RSI(R) of Close price
signal float, Optional %D Signal Line = Simple moving average of %K based on G periods


See Utilities and Helpers for more information.


from stock_indicators import indicators

# This method is NOT a part of the library.
quotes = get_history_from_feed("SPY")

# calculate StochRSI
results = indicators.get_stoch_rsi(quotes, 14, 14, 1, 1)

About 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] :speech_balloon: