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WHALE ENGINE

Stochastic RSI (stoch_rsi)

[[stoch_rsi]] measures momentum from RSI values instead of raw price. It is more responsive than RSI.

The block exposes two numeric series on a 0 to 100 scale. %K is the main smoothed line. %D is a simple moving average of %K, which gives you a steadier read.

Overbought and oversold zones are not fixed. You define these thresholds in your strategy and can explore them with grid search. The 80 and 20 levels are common references.

Block declaration

A strategy can contain multiple [[stoch_rsi]] blocks. Each block produces two numeric series: %K and %D.

Examples

Minimal setup

This block computes StochRSI on close and keeps optional parameters at their default values, shown in comments.

[[stoch_rsi]]
k_id = "stoch_k"
d_id = "stoch_d"
# source       = "close"
# rsi_length   = 14
# stoch_length = 14
# smooth_k     = 3
# smooth_d     = 3

Custom fixed setup

This block uses a custom source and custom values.

[[stoch_rsi]]
k_id         = "stoch_k"
d_id         = "stoch_d"
source       = "hl2"
rsi_length   = 12
stoch_length = 16
smooth_k     = 4
smooth_d     = 4

Search for the optimal lengths

This block uses hl2 as the source and explores ranges of values for the RSI, stochastic, and smoothing windows to identify the best-performing configuration.

[[stoch_rsi]]
k_id               = "stoch_k"
d_id               = "stoch_d"
source             = "hl2"
rsi_length.start   = 10
rsi_length.stop    = 20
rsi_length.step    = 2
stoch_length.start = 10
stoch_length.stop  = 20
stoch_length.step  = 2
smooth_k.start     = 2
smooth_k.stop      = 6
smooth_d.start     = 2
smooth_d.stop      = 6

Searching overbought and oversold zones

This example combines StochRSI with [[constant]] blocks to optimize overbought and oversold thresholds while enforcing oversold < overbought.

[[constant]]
id    = "overbought"
start = 70
stop  = 90
step  = 5

[[constant]]
id    = "oversold"
start = 10
stop  = 30
step  = 5

[[stoch_rsi]]
k_id = "stoch_k"
d_id = "stoch_d"
# source       = "close"
# rsi_length   = 14
# stoch_length = 14
# smooth_k     = 3
# smooth_d     = 3

[constraints]
condition = "oversold < overbought"

[[condition]]
id            = "k_above_overbought"
condition     = "stoch_k > overbought"
next_block_id = "..."

[[condition]]
id            = "k_below_oversold"
condition     = "stoch_k < oversold"
next_block_id = "..."

Parameters

ParameterDescription
k_id
d_id
 String
 Required		Unique identifiers for the %K and %D series.
source
 String
 or Array
 Optional		Input series used for the calculation.
Accepted forms: source = "hl2" or source = ["close", "hl2"].
Each value can be either a standard price source (open, close, high, low, hl2, hlc3, ohlc4, hlcc4, volume) or the id of another indicator.
Default value: "close"
rsi_length
 Integer
 Optional		Window used for the internal RSI; must be ≥ 2 when specified.
If rsi_length is omitted, the default value is 14.

Usage:
• Fixed: rsi_length = value
• Grid search:
 – rsi_length.start = min_value
 – rsi_length.stop = max_value
 – rsi_length.step = value (optional, default 1)
stoch_length
 Integer
 Optional		Window used by the stochastic applied to the RSI; must be ≥ 1 when specified.
If stoch_length is omitted, the default value is 14.

Usage:
• Fixed: stoch_length = value
• Grid search:
 – stoch_length.start = min_value
 – stoch_length.stop = max_value
 – stoch_length.step = value (optional, default 1)
smooth_k
 Integer
 Optional		Moving-average length applied to the raw stochastic to produce %K; must be ≥ 1 when specified.
If smooth_k is omitted, the default value is 3.

Usage:
• Fixed: smooth_k = value
• Grid search:
 – smooth_k.start = min_value
 – smooth_k.stop = max_value
 – smooth_k.step = value (optional, default 1)
smooth_d
 Integer
 Optional		Moving-average length applied to %K to obtain %D; must be ≥ 1 when specified.
If smooth_d is omitted, the default value is 3.

Usage:
• Fixed: smooth_d = value
• Grid search:
 – smooth_d.start = min_value
 – smooth_d.stop = max_value
 – smooth_d.step = value (optional, default 1)
symbol
 String
 or Array
 Optional		Market symbol(s) used when source only consists of standard prices (open, close, high, low, hl2, hlc3, ohlc4, hlcc4, volume).
If source mixes standard prices and indicator ids, symbol is applied only to combinations based on standard prices.
If source contains only indicator ids, symbol is ignored.
If omitted, the block inherits the [backtest] symbol.
For symbol format, arrays, and alignment rules, see Exchanges, Symbols and Timeframes.
timeframe
 String
 or Array
 Optional		Timeframe on which this indicator is computed.
If timeframe is omitted, the computation uses the grid’s main timeframe defined in [backtest].
For accepted formats and timeframe alignment rules, see Exchanges, Symbols and Timeframes.

Available variables

Use the identifiers below directly in your expressions. The StochRSI block exposes two numeric series (%K and %D) and their lengths, along with the input source, symbol, and timeframe.

Assume the block is configured as:

[[stoch_rsi]]
k_id = "stoch_k"
d_id = "stoch_d"

Then:

VariableDescription
stoch_k or
stoch_k[0]
Decimal		Current %K value.
stoch_d or
stoch_d[0]
Decimal		Current %D value.
stoch_k[n]
Decimal		%K value from n candles ago.
stoch_d[n]
Decimal		%D value from n candles ago.
stoch_k.rsi_length
Decimal		Internal RSI window.
stoch_k.stoch_length
Decimal		Stochastic window applied to the RSI.
stoch_k.smooth_k
Decimal		Smoothing length for %K.
stoch_k.smooth_d
Decimal		MA length applied to %K to produce %D.
stoch_k.source
String		Input series name for %K.
stoch_d.source
String		Input series name for %D.
stoch_k.symbol
String		Symbol used for %K.
stoch_d.symbol
String		Symbol used for %D.
stoch_k.timeframe
String		Timeframe used for %K.
stoch_d.timeframe
String		Timeframe used for %D.

Notes

  • Numeric variables support arithmetic, comparisons, and logical operators.
  • Text variables are strings intended for equality/inequality checks only.
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