SVE Stochastic RSI Adds Smoothing to the Standard Indicator
Summary
The document describes Sylvain Vervoort’s modified stochastic RSI, introduced in an article on divergence indicators. The standard stochastic RSI applies a stochastic calculation to RSI values rather than directly to price; Vervoort’s version adds further smoothing. The note says it can be used like other stochastic RSI indicators, but gives no parameter settings, trading rules, or examples of how to interpret its signals.
No performance evidence or comparison with the original indicator is provided. The explanation is therefore a brief introduction to the indicator’s construction, not a tested strategy. Readers would need the referenced article or other documentation to learn the precise calculation and assess whether the extra smoothing changes signal timing or usefulness in a particular market.
Key ideas
- Stochastic RSI applies a stochastic calculation to RSI values rather than directly to price.
- Vervoort’s modification adds additional smoothing.
- The document presents the indicator as usable in the same general way as other stochastic RSI tools.
- It provides no settings, trading rules, examples, or performance evidence.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.