StochRSI — Stochastic RSI¶
Applies the Stochastic Oscillator formula to RSI values rather than price, producing an extremely sensitive momentum indicator that oscillates between 0 and 100.
Scaling differs from most libraries
In the original publication — Chande & Kroll, The New Technical Trader (1994) — the StochRSI formula was printed without the ×100 scaling factor. This typesetting error led most indicator libraries to adopt a 0–1 ratio instead. This implementation uses the corrected 0–100 scale, consistent with the standard Stochastic Oscillator (%K). Users migrating from other libraries should divide their expected values by 100.
Inputs: [real] | Options: [period] | Outputs: [stochrsi]
Basic¶
use tulip_rs::indicators::stochrsi::indicator;
let close = vec![81.59, 81.06, 82.87, 83.00, 83.61,
83.15, 82.84, 83.99, 84.55, 84.36_f64];
let (outputs, _state) = indicator(&[close.as_slice()], &[14.0], None).unwrap();
println!("StochRSI(14): {:?}", outputs[0]);
// State continuation
let partial = close[..8].to_vec();
let (outputs2, mut state) = indicator(&[partial.as_slice()], &[14.0], None).unwrap();
println!("Partial StochRSI: {:?}", outputs2[0]);
let new_close = close[8..].to_vec();
let continued = state.batch_indicator(&[new_close.as_slice()], None).unwrap();
println!("Continued StochRSI: {:?}", continued[0]);
import numpy as np
import tulip_rs
close = np.array([81.59, 81.06, 82.87, 83.00, 83.61,
83.15, 82.84, 83.99, 84.55, 84.36], dtype=np.float64)
outputs, state = tulip_rs.indicators.stochrsi.indicator([close], [14.0])
print("StochRSI(14):", outputs[0])
# State continuation
partial = close[:8]
outputs2, state = tulip_rs.indicators.stochrsi.indicator([partial], [14.0])
new_close = close[8:]
continued = state.batch_indicator([new_close])
print("Continued StochRSI:", continued[0])
import * as ti from 'tulip-rs-node';
const close = [81.59, 81.06, 82.87, 83.00, 83.61,
83.15, 82.84, 83.99, 84.55, 84.36,
85.53, 86.54, 86.89, 87.77, 87.29];
const [outputs, state] = ti.stochrsi.indicator([close], [14]);
console.log('StochRSI(14):', outputs[0]);
// State continuation
const [, state2] = ti.stochrsi.indicator([close.slice(0, -5)], [14]);
const continued = state2.batchIndicator([close.slice(-5)]);
console.log('Continued StochRSI:', continued[0]);
import { init } from 'tulip-rs-wasm';
import * as ti from 'tulip-rs-wasm';
await init(); // bundler resolves the WASM asset automatically
const close = [81.59, 81.06, 82.87, 83.00, 83.61,
83.15, 82.84, 83.99, 84.55, 84.36,
85.53, 86.54, 86.89, 87.77, 87.29];
const [outputs, state] = ti.stochrsi.indicator([close], [14]);
console.log('StochRSI(14):', outputs[0]);
// State continuation
const [, state2] = ti.stochrsi.indicator([close.slice(0, -5)], [14]);
const continued = state2.batchIndicator([close.slice(-5)]);
console.log('Continued StochRSI:', continued[0]);
Optional Outputs¶
stochrsi exposes 1 optional output: rsi. Pass a boolean mask as the third argument — one bool per optional output, in order.
use tulip_rs::indicators::stochrsi::indicator;
let close = vec![81.59, 81.06, 82.87, 83.00, 83.61,
83.15, 82.84, 83.99, 84.55, 84.36_f64];
let mask = [true]; // one per optional output
let (outputs, _state) = indicator(&[close.as_slice()], &[14.0], Some(&mask)).unwrap();
let stochrsi = &outputs[0]; // stochrsi (primary)
let rsi = &outputs[1]; // rsi (optional — requested)
import numpy as np
import tulip_rs
close = np.array([81.59, 81.06, 82.87, 83.00, 83.61,
83.15, 82.84, 83.99, 84.55, 84.36], dtype=np.float64)
outputs, state = tulip_rs.indicators.stochrsi.indicator(
[close], [14.0],
optional_outputs=[True],
)
stochrsi = outputs[0] # stochrsi (primary)
rsi = outputs[1] # rsi (optional — requested)
SIMD¶
By assets — same period applied to 4 assets in parallel:
use tulip_rs::indicators::stochrsi::indicator_by_assets;
let a1 = vec![81.59, 81.06, 82.87, 83.00, 83.61, 83.15, 82.84, 83.99, 84.55, 84.36_f64];
let a2 = vec![72.10, 72.85, 73.40, 73.00, 74.20, 74.85, 75.10, 75.60, 76.00, 76.50_f64];
let a3 = vec![55.30, 55.80, 56.10, 56.40, 56.90, 57.20, 57.50, 57.80, 58.10, 58.40_f64];
let a4 = vec![100.1, 100.5, 101.0, 101.3, 101.8, 102.0, 102.5, 103.0, 103.3, 103.8_f64];
let inputs: [&[&[f64]; 1]; 4] = [
&[a1.as_slice()],
&[a2.as_slice()],
&[a3.as_slice()],
&[a4.as_slice()],
];
let results = indicator_by_assets::<4>(&inputs, &[14.0], None).unwrap();
for (i, asset_outputs) in results.0.iter().enumerate() {
println!("Asset {}: {:?}", i + 1, asset_outputs[0]);
}
By options — same asset, 4 different periods in parallel:
use tulip_rs::indicators::stochrsi::indicator_by_options;
let close = vec![81.59, 81.06, 82.87, 83.00, 83.61,
83.15, 82.84, 83.99, 84.55, 84.36_f64];
let opts: [&[f64; 1]; 4] = [&[7.0], &[14.0], &[21.0], &[28.0]];
let results = indicator_by_options::<4>(&[close.as_slice()], &opts, None).unwrap();
for (i, opt_outputs) in results.0.iter().enumerate() {
println!("Period set {}: {:?}", i + 1, opt_outputs[0]);
}
By assets — same period applied to N assets in parallel (must be 2, 4, 8, or 16):
import numpy as np
import tulip_rs
close = np.array([81.59, 81.06, 82.87, 83.00, 83.61,
83.15, 82.84, 83.99, 84.55, 84.36], dtype=np.float64)
simd_inputs = [[close], [close + 5.0], [close - 5.0], [close * 1.02]]
outputs_list, states = tulip_rs.indicators.stochrsi.simd_by_assets(simd_inputs, [14.0])
for i, out in enumerate(outputs_list):
print(f"Asset {i + 1}: {out[0]}")
By options — same asset, N different periods in parallel:
import numpy as np
import tulip_rs
close = np.array([81.59, 81.06, 82.87, 83.00, 83.61,
83.15, 82.84, 83.99, 84.55, 84.36], dtype=np.float64)
simd_options = [[7.0], [14.0], [21.0], [28.0]]
outputs_list, states = tulip_rs.indicators.stochrsi.simd_by_options([close], simd_options)
for i, out in enumerate(outputs_list):
print(f"Period set {i + 1}: {out[0]}")
By assets — same period applied to 4 assets in parallel:
const simdInputs = [[[...close]], [close.map(v => v * 1.1)], [close.map(v => v * 0.9)], [close.map(v => v * 1.02)]];
const [results] = ti.stochrsi.simdByAssets(simdInputs, [14]);
results.forEach((out, i) => console.log(`Asset ${i + 1}:`, out[0]));
By options — same asset, 4 different periods in parallel: