Syntax
Public function StochRSI (ByVal Data As Database, ByVal Source As Field, ByVal Period As Integer, Optional FieldName As String) As RecordSet
Overview
The StochRSI is an oscillator that measures the level of RSI relative to its high-low range over a set time period.
Interpretation
The StochRSI applies the Stochastics formula to RSI values, instead of price values. This makes it an indicator of an indicator. The result is an oscillator that fluctuates between 0 and 1.
Class: Oscillator
Properties
Return Type |
Returns object of type Recordset |
Default Field Name(s) |
StochRSI |
Sample
Public Sub main()
'Variables
Dim _symbolInfo As VTLGeneral.CSymbol=ClientCode.GetSymbolByName("GOLD")
Dim DB As New VTLGeneral.Database()
Dim rsOHLCV As New VTLGeneral.RecordSet()
Dim RecordCount As Integer
Dim m_Recordset As VTLGeneral.RecordSet
Dim _historyData As object()
Dim output As String
Dim Record As Integer
Dim m_Date As VTLGeneral.Field
Dim m_Open As VTLGeneral.Field
Dim m_High As VTLGeneral.Field
Dim m_Low As VTLGeneral.Field
Dim m_Close As VTLGeneral.Field
Dim j As Integer = 0
Dim i As Integer = 0
Dim _recordCount As Integer = ClientCode.Bars(_symbolInfo.ID,VTLGeneral.ENUM_PERIOD.Day)
m_Recordset = DB.CreateRecord
m_Open = New VTLGeneral.Field
m_High = New VTLGeneral.Field
m_Low = New VTLGeneral.Field
m_Close = New VTLGeneral.Field
DB.RecordCount = _recordCount
RecordCount = _recordCount
'Initialize Recordsets
m_Open.initialize(_recordCount-1, "Open")
m_High.initialize(_recordCount-1, "High")
m_Low.initialize(_recordCount-1, "Low")
m_Close.initialize(_recordCount-1, "Close")
'load high, low ,open and data
_historyData = ClientCode.GetChartHistory(_symbolInfo.ID, VTLGeneral.ENUM_PERIOD.Day,VTLGeneral.ENUM_HISTORY_TYPE.HIS_HIGH, _recordCount)
For i = 0 To _recordCount-1
m_High.setValue(i,_historyData(i))
Next
_historyData = ClientCode.GetChartHistory(_symbolInfo.ID, VTLGeneral.ENUM_PERIOD.Day,VTLGeneral.ENUM_HISTORY_TYPE.HIS_LOW, _recordCount)
For i = 0 To _recordCount-1
m_Low.setValue(i,_historyData(i))
Next
_historyData = ClientCode.GetChartHistory(_symbolInfo.ID, VTLGeneral.ENUM_PERIOD.Day,VTLGeneral.ENUM_HISTORY_TYPE.HIS_OPEN, _recordCount)
For i = 0 To _recordCount-1
m_Open.setValue(i,_historyData(i))
Next
_historyData = ClientCode.GetChartHistory(_symbolInfo.ID, VTLGeneral.ENUM_PERIOD.Day,VTLGeneral.ENUM_HISTORY_TYPE.HIS_CLOSE, _recordCount)
For i = 0 To _recordCount-1
m_Close.setValue(i,_historyData(i))
Next
m_Recordset.addField(m_Open)
m_Recordset.addField(m_High)
m_Recordset.addField(m_Low)
m_Recordset.addField(m_Close)
'StochRSI
Dim _indRecord As New VTLGeneral.RecordSet()
Dim osc As New VTLGeneral.Oscillator()
_indRecord = osc.StochRSI(DB,m_Recordset,14)
For i = 0 To DB.getRecordCount-1
output = output & CSTR(_indRecord.getValue(_indRecord.getName(1), i) ) & vbcrlf
Next
GUI.MsgDialog(output)
End Sub
See Also
Back to VTL Server Script Index
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