This stochastic RSI matches IB's stoch RSI. Needs a minimum of (2 * n) 28 days of price action before the numbers start working, but this is about 2.5 times faster than using (RSI(adm$close, 14) - runMin(RSI(adm$close, 14))) / (runMax(RSI(adm$close, 14)) - runMin(RSI(adm$close, 14))) and gives only 4 days extra info.
stochRSI(x, n = 14L)
Price series that is coercible to xts or matrix
Number of periods. Default is 14.
It is a measure of RSI relative to its own high/low range over a user defined period of time. The Stochastic RSI is an oscillator that calculates a value between 0 and 1 which can be plotted as a line. This indicator is primarily used for identifying overbought and oversold conditions.
The stochRSI function will return a timeseries with values ranging between 0 and 1
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