/**
* Stochastic RSI Indicator
* Applies Stochastic oscillator to RSI values
*/
import { calculateRSI } from './momentum';
export function calculateStochasticRSI(closes, rsiPeriod = 14, stochPeriod = 14, kPeriod = 3) {
// Minimum 5 data points required
if (closes.length < 5) {
return {
k: null,
d: null,
rsi: null,
signal: null,
};
}
// Adjust periods if not enough data - use adaptive periods
const effectiveRsiPeriod = Math.min(rsiPeriod, Math.max(3, Math.floor(closes.length / 2)));
const effectiveStochPeriod = Math.min(stochPeriod, Math.max(3, Math.floor(closes.length / 2)));
const effectiveKPeriod = Math.min(kPeriod, 3);
// Calculate RSI first
const rsiValues = calculateRSI(closes, effectiveRsiPeriod);
if (rsiValues.length === 0) {
// Fallback: calculate simple RSI manually
const changes = closes.slice(1).map((c, i) => c - closes[i]);
const gains = changes.filter(c => c > 0);
const losses = changes.filter(c => c < 0).map(c => Math.abs(c));
const avgGain = gains.length > 0 ? gains.reduce((a, b) => a + b, 0) / gains.length : 0;
const avgLoss = losses.length > 0 ? losses.reduce((a, b) => a + b, 0) / losses.length : 0.001;
const rs = avgGain / avgLoss;
const fallbackRSI = 100 - (100 / (1 + rs));
return {
k: 50,
d: 50,
rsi: fallbackRSI,
signal: 'neutral',
};
}
const currentRSI = rsiValues[rsiValues.length - 1];
// Apply Stochastic formula to RSI values
const stochK = [];
const useStochPeriod = Math.min(effectiveStochPeriod, rsiValues.length);
// Calculate %K for each RSI value in the stochastic period
for (let i = useStochPeriod - 1; i < rsiValues.length; i++) {
const rsiPeriodValues = rsiValues.slice(Math.max(0, i - useStochPeriod + 1), i + 1);
const highestRSI = Math.max(...rsiPeriodValues);
const lowestRSI = Math.min(...rsiPeriodValues);
const currentPeriodRSI = rsiValues[i];
if (highestRSI !== lowestRSI) {
const k = ((currentPeriodRSI - lowestRSI) / (highestRSI - lowestRSI)) * 100;
stochK.push(k);
}
else {
stochK.push(50); // Neutral when no range
}
}
if (stochK.length === 0) {
return {
k: 50,
d: 50,
rsi: currentRSI,
signal: 'neutral',
};
}
const currentK = stochK[stochK.length - 1];
// Calculate %D as SMA of %K
let currentD = null;
const useKPeriod = Math.min(effectiveKPeriod, stochK.length);
if (stochK.length >= useKPeriod) {
const recentK = stochK.slice(-useKPeriod);
currentD = recentK.reduce((sum, k) => sum + k, 0) / useKPeriod;
}
else {
currentD = currentK; // Use current K if not enough data
}
// Determine signal
let signal = null;
if (currentK >= 80)
signal = 'overbought';
else if (currentK <= 20)
signal = 'oversold';
else
signal = 'neutral';
return {
k: currentK,
d: currentD,
rsi: currentRSI,
signal,
};
}
