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StochRSI output #485158
01/29/22 19:20
01/29/22 19:20
Joined: Feb 2018
Posts: 25
1
1ND1G0 Offline OP
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1ND1G0  Offline OP
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Joined: Feb 2018
Posts: 25
I am probably using this incorrectly, but the output I am getting from the StochRSI indicator seems more extreme than what I am seeing using the same values on other platforms.

In Zorro I am calling it as follows:

vars Prices = series(priceClose());
vars RSI_ = series(RSI(Prices,14));
vars Stoch_RSI = series(StochRSI(RSI_,14,3,3,MAType_SMA));

plot("StochRSIFast",rFastK,NEW,BLUE);
plot("StochRSISlow",rFastD,0,BLACK);

So I have a 14 period RSI, and am using this as the input data for the StochRSI indicator, also with a 14 TimePeriod, with a fast K and D of 3. I am plotting the rFastK and rFastD values.

See attached output from the GBPUSD daily charts for a similar period on both Zorro and TradingView for comparison.

Attached Files
TradingView_StochRSI.png (77 downloads)
Zorro_StochRSI.png (77 downloads)
Re: StochRSI output [Re: 1ND1G0] #485159
01/29/22 20:12
01/29/22 20:12
Joined: Jul 2017
Posts: 781
Z
Zheka Offline
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Zheka  Offline
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Z

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Posts: 781
Feed StochRSI() with Prices, rather than RSI_.

Re: StochRSI output [Re: 1ND1G0] #485160
01/29/22 20:54
01/29/22 20:54
Joined: Feb 2018
Posts: 25
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1ND1G0 Offline OP
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1ND1G0  Offline OP
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Posts: 25
Thanks, Zheka.

I had tried that originally, but then thought I should create an RSI series for the relevant timeperiod I wanted to then feed into the Stoch....?

In any case, both Price and RSI look pretty much the same, and not what I'd expect.

Re: StochRSI output [Re: 1ND1G0] #486253
07/06/22 13:39
07/06/22 13:39
Joined: Jul 2022
Posts: 3
Lomita
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KahunaTrading Offline
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KahunaTrading  Offline
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Lomita
Hi, did you ever solve your problem? I have a similar issue between the TradingView stochastic v the stochastic models offered via Lite-C. Is it possible to take the math from TradingView and create the indicator without using "built-in" stochastic models offered by Zorro? I believe the help in TradingView offers the equations.

Re: StochRSI output [Re: KahunaTrading] #486254
07/06/22 14:11
07/06/22 14:11
Joined: Feb 2017
Posts: 1,498
Chicago
AndrewAMD Online
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AndrewAMD  Online
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Posts: 1,498
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Originally Posted by KahunaTrading
Is it possible to take the math from TradingView and create the indicator without using "built-in" stochastic models offered by Zorro?
Yes, you can write your own indicators. Read on:
https://zorro-project.com/manual/en/tutorial_lowpass.htm
https://financial-hacker.com/category/petra-on-programming/

Re: StochRSI output [Re: 1ND1G0] #486256
07/06/22 14:30
07/06/22 14:30
Joined: Jul 2000
Posts: 27,871
Frankfurt
jcl Offline

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jcl  Offline

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Joined: Jul 2000
Posts: 27,871
Frankfurt
As to my knowledge, tradingview uses the standard stoch formula. Nonstandard indicators had to be written by script. But this is normally trivial. The example in the tutorial is a particularly complex indicator.


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