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July 31, 2021 18:11
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Compute RSI stochastic from OHLC dataframe which give the same value as Trading View Stoch RSI(3, 3, 14, 14, close)
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| # I was not able to retrieve same results as Trading View with talib STOCHRSI function... | |
| # I may misuse talib params but I found it easier to rewrite the computation, following Trading View doc | |
| # https://www.tradingview.com/support/solutions/43000502333-stochastic-rsi-stoch-rsi/ | |
| # watchout on your params ;) | |
| rsi = ta.RSI(dataframe) | |
| stochrsi = 100 * (rsi - rsi.rolling(14).min()) / (rsi.rolling(14).max() - rsi.rolling(14).min()) | |
| dataframe['stochrsi_fastk'] = stochrsi.rolling(3).mean() | |
| dataframe['stochrsi_fastd'] = dataframe['stochrsi_fastk'].rolling(3).mean() |
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This is so confusing as you are equating ta.RSI which is not a dataframe into using dataframe functions.