Ehlers-Smoothed Stochastic RSI [Krypt]

14 thg 11, 2017

This script uses a regular Stochastic RSI formula and then runs Ehlers' Super Smoother on top of it. It also provides buy/sell signals on crossovers.

The script is inspired by LazyBear Ehlers-Smoothed Stochastic RSI with Roofing Filter, except I find that the Roofing filter (existing implementation) does not work well near extreme price changes, where a regular formula is preferable. The Ehlers Super Smoother however is excellent and seems to provide earlier signals in most cases than an EMA-EMA smoother. Combined, the super-smoother and regular Stochastic RSI formula provide very good results.

14 thg 11, 2017

Phát hành các Ghi chú

update chart and remove comment

21 thg 11, 2017

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drop 1st candle for stability in the beginning

21 thg 11, 2017

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Custom calculations for more accuracy in the beginning of the chart

24 thg 1, 2018

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adjust colors to make indicator work in dark mode