How to call Stochastic RSI indicator

Bart_11235 · 2020-10-26T19:12:32+00:00

I’m still new to PRT, so I have simple question. I would like to use the Stochastic RSI indicator (the existing build-in version) in a backtest. I tried: indicator = call “Stochastic RSI” , but this does not work as it can not find the indicator. It does not seem to be in the formula list either. Can you help me with this? thanks!

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10/26/2020 at 8:12 PM #148575 quote

Bart_11235
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I’m still new to PRT, so I have simple question.

I would like to use the Stochastic RSI indicator (the existing build-in version) in a backtest. I tried: indicator = call “Stochastic RSI” , but this does not work as it can not find the indicator. It does not seem to be in the formula list either.

Can you help me with this? thanks!

10/26/2020 at 8:57 PM #148583 quote

Bart_11235
Participant

New

NB: I just made my own Indicator using the code from https://www.prorealcode.com/topic/prt_stochastic-rsi-v1-1/ which seems have the same result.

However, this takes quite some computing power. Is there another or faster solution?

10/26/2020 at 9:06 PM #148585 quote
nonetheless
Participant

Master
Pretty sure that using CALL just brings up the same code, but I find it faster and simpler to build it in to your algo – and a lot easier to optimize:
```
//Stochastic RSI | indicator
lengthRSI = lr //RSI period
lengthStoch = ls //Stochastic period
smoothK = sk //Smooth signal of stochastic RSI
smoothD = sd //Smooth signal of smoothed stochastic RSI
myRSI = RSI[lengthRSI](close)
MinRSI = lowest[lengthStoch](myrsi)
MaxRSI = highest[lengthStoch](myrsi)
StochRSI = (myRSI-MinRSI) / (MaxRSI-MinRSI)
K = average[smoothK](stochrsi)*100
D = average[smoothD](K)
 
c1 = K>D
c2 = K<D
```
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10/27/2020 at 10:11 AM #148638 quote

Bart_11235
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Thanks, all clear.
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How to call Stochastic RSI indicator

ProOrder: Automated Strategies & Backtesting

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This topic contains 3 replies,
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5 years, 11 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	10/26/2020
Status:	Active
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