RSI Stochastique

Stochastic RSI

As the name suggests, calculated using rsi values and not bar values.

A histogram has been added to find new signals.

Have fun, and for any collaboration, contact me !!! 

On telegram : https://t.me/nimi012 (direct messaging)

On Discord: https://discord.gg/jNg7BSCh  (I advise you to come and see, Money management strategies and Signals Strategies !)

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using cAlgo.API;
using cAlgo.API.Collections;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;

namespace cAlgo
{
    [Levels(80, 20)]
    [Indicator(AccessRights = AccessRights.None)]
    public class RSIStochastique : Indicator
    {
        [Parameter(DefaultValue = 14)]
        public int KPeriod { get; set; }
        [Parameter(DefaultValue = 3)]
        public int Kslowing { get; set; }
        [Parameter(DefaultValue = 9)]
        public int Dslowing { get; set; }

        [Parameter(DefaultValue = MovingAverageType.Weighted)]
        public MovingAverageType MaType { get; set; }

        [Parameter("Use Histogram", DefaultValue = "true", Group = "Using Histogram")]
        public bool UseHistogram { get; set; }
        [Parameter("MA Signal Fast", DefaultValue = 1, MinValue = 1, Group = "Using Histogram")]
        public int maSignalFastHisto { get; set; }
        [Parameter("Ma Type Fast", DefaultValue = MovingAverageType.Weighted, Group = "Using Histogram")]
        public MovingAverageType MaTypeSignalFastHisto { get; set; }
        [Parameter("MA Signal Fast 2", DefaultValue = 13, MinValue = 1, Group = "Using Histogram")]
        public int maSignalFast2Histo { get; set; }
        [Parameter("Ma Type Fast 2", DefaultValue = MovingAverageType.Weighted, Group = "Using Histogram")]
        public MovingAverageType MaTypeSignalFast2Histo { get; set; }


        [Output("Kslow", LineColor = "Lime")]
        public IndicatorDataSeries Kslow { get; set; }
        [Output("Dslow", LineColor = "Red")]
        public IndicatorDataSeries Dslow { get; set; }


        [Output("White", PlotType = PlotType.Histogram, LineColor = "White", Thickness = 4)]
        public IndicatorDataSeries White { get; set; }
        [Output("Up Bullish", PlotType = PlotType.Histogram, LineColor = "ForestGreen", Thickness = 4)]
        public IndicatorDataSeries StrongBullish { get; set; }
        [Output("Down Bullish", PlotType = PlotType.Histogram, LineColor = "LawnGreen", Thickness = 4)]
        public IndicatorDataSeries WeakBullish { get; set; }
        [Output("Down Bearish", PlotType = PlotType.Histogram, LineColor = "Red", Thickness = 4)]
        public IndicatorDataSeries StrongBearish { get; set; }
        [Output("Up Bearish", PlotType = PlotType.Histogram, LineColor = "DarkSalmon", Thickness = 4)]
        public IndicatorDataSeries WeakBearish { get; set; }

        private RelativeStrengthIndex rsi;
        private IndicatorDataSeries result, rsiHighData, rsiLowData, rsiMiddleData;

        private MovingAverage kSlowing, dSlowing, maSignalFHisto, maSignalF2Histo;

        protected override void Initialize()
        {
            result = CreateDataSeries();
            rsiHighData = CreateDataSeries();
            rsiLowData = CreateDataSeries();
            rsiMiddleData = CreateDataSeries();

            rsi = Indicators.RelativeStrengthIndex(Bars.ClosePrices, KPeriod);

            kSlowing = Indicators.MovingAverage(result, Kslowing, MaType);
            dSlowing = Indicators.MovingAverage(Kslow, Dslowing, MaType);

            maSignalFHisto = Indicators.MovingAverage(Kslow, maSignalFastHisto, MaTypeSignalFastHisto);
            maSignalF2Histo = Indicators.MovingAverage(Kslow, maSignalFast2Histo, MaTypeSignalFast2Histo);
        }

        public override void Calculate(int index)
        {
            // Stoch data 
            rsiHighData[index] = rsi.Result.Maximum(KPeriod);
            rsiLowData[index] = rsi.Result.Minimum(KPeriod);
            rsiMiddleData[index] = (rsiHighData[index] - rsiLowData[index]) / 2 + rsiLowData[index];
            // stoch calculation/Sources
            result[index] = ((rsi.Result.Last(0) - rsiLowData[index]) / (rsiHighData[index] - rsiLowData[index])) * 100;
            //result 
            Kslow[index] = kSlowing.Result.Last(0); ;
            Dslow[index] = dSlowing.Result.Last(0); ;

            if (UseHistogram)
            {

                double HistogramValue = maSignalFHisto.Result[index] - maSignalF2Histo.Result[index];
                double prevHistogramValue = maSignalFHisto.Result[index - 1] - maSignalF2Histo.Result[index - 1];
                if (HistogramValue > 0)
                {
                    if (prevHistogramValue >= HistogramValue)
                    {
                        WeakBullish[index] = HistogramValue;
                        StrongBullish[index] = 0;
                        WeakBearish[index] = 0;
                        StrongBearish[index] = 0;
                        White[index] = 0;
                    }
                    else
                    {
                        StrongBullish[index] = HistogramValue;
                        WeakBullish[index] = 0;
                        WeakBearish[index] = 0;
                        StrongBearish[index] = 0;
                        White[index] = 0;
                    }
                }
                else if (HistogramValue < -0)
                {
                    if (HistogramValue <= prevHistogramValue)
                    {
                        StrongBearish[index] = HistogramValue;
                        WeakBearish[index] = 0;
                        StrongBullish[index] = 0;
                        WeakBullish[index] = 0;
                        White[index] = 0;
                    }
                    else
                    {
                        WeakBearish[index] = HistogramValue;
                        StrongBearish[index] = 0;
                        StrongBullish[index] = 0;
                        WeakBullish[index] = 0;
                        White[index] = 0;
                    }
                }
                else
                {
                    if (HistogramValue <= prevHistogramValue)
                    {
                        White[index] = HistogramValue;
                        WeakBearish[index] = 0;


                        WeakBearish[index] = 0;
                        StrongBullish[index] = 0;
                        WeakBullish[index] = 0;

                    }
                    else
                    {
                        WeakBearish[index] = 0;

                        White[index] = HistogramValue;
                        StrongBearish[index] = 0;
                        StrongBullish[index] = 0;
                        WeakBullish[index] = 0;
                    }
                }
            }

        }
    }
}