Hi,

Have developed a trading strategy in TC2000 based on 15 minute StochRSI with the following parameters.  12,5,K3,D2.

Trying to duplicate the chart in Thinkorswim so I can put triggers on the indicator, but can't get the values to agree.

Here are the values available for StockRSI in TOS

RSI length  (assuming this is the 12 in TC2000)

K

D

RSI Type - Wilder's or EMA

Slowing (assuming 5 in TC2000)

Smoothing type - EMA or SMA

Price (close, open, high, low, hl/2, hlc/3, ohlc/4)

Any help lining these up so they match would be greatly appreciated.

Thanks,

Darren

Here is the code from Thinkorswim if it helps.

input RSI_length = 14;
input over_bought = 80;
input over_sold = 20;
input RSI_choice = {default "RSI Wilder", "RSI EMA"};
input RSI_price = close;
input KPeriod = 14;
input DPeriod = 3;
input slowing_period = 1;
input smoothingType = {Default SMA, EMA};

def RSI;
switch (rsi_choice) {
case "RSI EMA":
    RSI = RSI_EMA(price = RSI_price, length = RSI_length);
case "RSI Wilder":
    RSI = RSIWilder(price = RSI_price, length = RSI_length);
}

plot FullK = StochasticFull(over_bought, over_sold, KPeriod, DPeriod, RSI, RSI, RSI, slowing_period, smoothingType).FullK;
plot FullD = StochasticFull(over_bought, over_sold, KPeriod, DPeriod, RSI, RSI, RSI, slowing_period, smoothingType).FullD;
plot OverBought = over_bought;
plot OverSold = over_sold;

Darren

I really can't help you with third party products. I have never used Think or Swim and I am not familiar with whatever language is used by Think or Swim. All of that said, I can make some educated guesses.

For the StochasticRSI indicator itself:
- RSI Period = ToS RSI length or RSI_length
- Stochastics Period = ToS K or KPeriod
- %K = ToS  Slowing or slowing_period
- Average Type = ToS Smoothing Type or smoothingType

For the %D indicator:
- Period = ToS D or DPeriod
- Offset = 0 = N/A in ToS
- Average Type = ToS Smoothing Type or smoothingType

You will need to set RSI Type in ToS to Wilder's and Price to close. We do not offer a plain Exponential option (although odd Exponential periods can be duplicated using Wilder's smoothing) or the ability to apply StochasticsRSI to anything besides closing prices.

The above is just guesses however. They make assumptions about about both the RSI and Stochastic used in ToS such as what the slowing_period might represent in ToS terminology for example.

Thanks Bruce,

That is what I had figured.  Still not getting alignment....will keep trying.

Cheers,

Darren

You're welcome.