diff --git a/extensions/strategies/ta_srsi_bollinger/strategy.js b/extensions/strategies/ta_srsi_bollinger/strategy.js
new file mode 100644
index 0000000000..cf46a56e29
--- /dev/null
+++ b/extensions/strategies/ta_srsi_bollinger/strategy.js
@@ -0,0 +1,161 @@
+let z = require('zero-fill')
+  , n = require('numbro')
+  , ta_srsi = require('../../../lib/ta_stochrsi')
+  , ta_bollinger = require('../../../lib/ta_bollinger')
+  , Phenotypes = require('../../../lib/phenotype')
+module.exports = {
+  name: 'srsi_bollinger',
+  description: 'Stochastic RSI BollingerBand Strategy',
+
+  getOptions: function () {
+    this.option('period', 'period length, same as --period_length', String, '5m')
+    this.option('period_length', 'period length, same as --period', String, '5m')
+    this.option('min_periods', 'min. number of history periods', Number, 200)
+    this.option('rsi_periods', 'number of RSI periods', 14)
+    this.option('srsi_periods', 'number of Stochastic RSI periods',Number, 9)
+    this.option('srsi_k', '%D line', Number, 3)
+    this.option('srsi_d', '%D line', Number, 3)
+    this.option('srsi_k_sell', 'K must be above this before selling', Number, 60)
+    this.option('srsi_k_buy', 'K must be below this before buying', Number, 30)
+    this.option('srsi_dType','D type mode : SMA,EMA,WMA,DEMA,TEMA,TRIMA,KAMA,MAMA,T3', String, 'SMA'),
+
+    //'SMA','EMA','WMA','DEMA','TEMA','TRIMA','KAMA','MAMA','T3'
+    
+    
+    this.option('bollinger_size', 'period size', Number, 14)
+    this.option('bollinger_updev', 'Upper Bollinger Time Divisor', Number, 2)
+    this.option('bollinger_dndev', 'Lower Bollinger Time Divisor', Number, 2)
+    this.option('bollinger_dType','mode: : SMA,EMA,WMA,DEMA,TEMA,TRIMA,KAMA,MAMA,T3', String, 'SMA')
+    this.option('bollinger_upper_bound_pct', 'pct the current price should be near the bollinger upper bound before we sell', Number, 1)
+    this.option('bollinger_lower_bound_pct', 'pct the current price should be near the bollinger lower bound before we buy', Number, 1)
+
+
+  },
+ 
+
+  calculate: function (s) {
+    
+    if (s.in_preroll) return 
+
+  },
+
+  onPeriod: function (s, cb) {
+    //make sure we have all values
+    if (s.in_preroll) return cb()
+
+    ta_bollinger(s,'tabollinger',s.options.bollinger_size, s.options.bollinger_updev, s.options.bollinger_dndev, s.options.bollinger_dType).
+      then(function(inbol){
+        ta_srsi(s, 'srsi', s.options.srsi_periods, s.options.srsi_k, s.options.srsi_d, s.options.srsi_dType).
+          then(function(inres) {
+    
+            if (!inres) return cb()
+            var divergent = inres.outFastK[inres.outFastK.length-1] - inres.outFastD[inres.outFastD.length-1]
+            s.period.srsi_D = inres.outFastD[inres.outFastD.length-1]
+            s.period.srsi_K = inres.outFastK[inres.outFastK.length-1]
+            var last_divergent = inres.outFastK[inres.outFastK.length-2] - inres.outFastD[inres.outFastD.length-2]
+            var _switch = 0//s.lookback[0]._switch
+            var nextdivergent = (( divergent + last_divergent ) /2) + (divergent - last_divergent) 
+            if ((last_divergent <= 0 && (divergent > 0)) ) _switch = 1 // price rising 
+            if ((last_divergent >= 0 && (divergent < 0)) ) _switch = -1 // price falling
+            
+            s.period.divergent = divergent
+            s.period._switch = _switch
+           
+
+               
+            let upperBound = inbol.outRealUpperBand[inbol.outRealUpperBand.length-1] 
+            let lowerBound = inbol.outRealLowerBand[inbol.outRealLowerBand.length-1] 
+            let midBound =inbol.outRealMiddleBand[inbol.outRealMiddleBand.length-1]
+            if (!s.period.bollinger) s.period.bollinger = {}
+
+            s.period.bollinger.upperBound = upperBound
+            s.period.bollinger.lowerBound = lowerBound
+            s.period.bollinger.midBound = midBound
+  
+  
+            // K is fast moving
+  
+            s.signal = null
+            if (_switch != 0  ) 
+            {
+              if (s.period.close > ((upperBound / 100) * (100 - s.options.bollinger_upper_bound_pct))  && nextdivergent < divergent && _switch == -1 && s.period.srsi_K > s.options.srsi_k_sell) 
+              {
+                s.signal = 'sell'
+              } 
+              else
+              if (s.period.close < ((lowerBound / 100) * (100 + s.options.bollinger_lower_bound_pct))   &&  nextdivergent >= divergent  && _switch == 1    && s.period.srsi_K < s.options.srsi_k_buy) 
+              {
+                s.signal = 'buy'
+              } 
+             
+            }
+
+            cb()
+          }).catch(function(){
+            cb()})
+
+      }).catch(function(){
+        cb()})
+
+  },
+
+  onReport: function (s) {
+    var cols = []
+    if (s.period.bollinger) {
+      if (s.period.bollinger.upperBound && s.period.bollinger.lowerBound) {
+        let upperBound = s.period.bollinger.upperBound
+        let lowerBound = s.period.bollinger.lowerBound
+        var color = 'grey'
+        if (s.period.close > (upperBound / 100) * (100 - s.options.bollinger_upper_bound_pct)) {
+          color = 'green'
+        } else if (s.period.close < (lowerBound / 100) * (100 + s.options.bollinger_lower_bound_pct)) {
+          color = 'red'
+        }
+        cols.push(z(8, n(s.period.close).format('+00.0000'), ' ')[color])
+        cols.push(z(8, n(lowerBound).format('0.000000').substring(0,7), ' ').cyan)
+        cols.push(z(8, n(upperBound).format('0.000000').substring(0,7), ' ').cyan)
+        cols.push(z(8, n(s.period.srsi_D).format('0.0000').substring(0,7), ' ').cyan)
+        cols.push(z(8, n(s.period.srsi_K).format('0.0000').substring(0,7), ' ').cyan)
+        cols.push(z(5, n(s.period.divergent).format('0').substring(0,7), ' ').cyan)
+        cols.push(z(2, n(s.period._switch).format('0').substring(0,2), ' ').cyan)
+      }
+    }
+    else {
+      cols.push('         ')
+    }
+    return cols
+  },
+
+  phenotypes: 
+        {
+          // -- common
+          period_length: Phenotypes.ListOption(['1m', '2m', '3m', '4m', '5m', '10m','15m']),//, '10m','15m','30m','45m','60m'
+          min_periods: Phenotypes.Range(52, 150),
+          markdown_buy_pct: Phenotypes.RangeFactor(-1.0, 1.0, 0.1),
+          markup_sell_pct: Phenotypes.RangeFactor(-1.0, 1.0, 0.1),
+          order_type: Phenotypes.ListOption(['maker', 'taker']),
+          sell_stop_pct: Phenotypes.RangeFactor(0.0, 50.0,0.1),
+          buy_stop_pct: Phenotypes.RangeFactor(0.0, 50.0,0.1),
+          profit_stop_enable_pct: Phenotypes.RangeFactor(0.0, 5.0, 0.1),
+          profit_stop_pct: Phenotypes.RangeFactor(0.0, 50.0, 0.1),
+
+          // -- strategy
+          rsi_periods: Phenotypes.Range(10, 20),
+          srsi_periods: Phenotypes.Range(5, 30),
+          srsi_k: Phenotypes.Range(1, 30),
+          srsi_d: Phenotypes.Range(1, 30),
+          srsi_k_sell: Phenotypes.RangeFactor(0.0, 100.0, 1.0),
+          srsi_k_buy: Phenotypes.RangeFactor(0.0, 100.0, 1.0),
+          srsi_dType:  Phenotypes.ListOption(['SMA','EMA','WMA','DEMA','TEMA','TRIMA','KAMA','MAMA','T3']),
+
+
+
+          bollinger_size: Phenotypes.RangeFactor(10, 25, 1),
+          bollinger_updev: Phenotypes.RangeFactor(1, 3.0, 0.1),
+          bollinger_dndev: Phenotypes.RangeFactor(1, 3.0, 0.1),
+          bollinger_dType: Phenotypes.ListOption(['SMA','EMA','WMA','DEMA','TEMA','TRIMA','KAMA','MAMA','T3']),
+          bollinger_upper_bound_pct: Phenotypes.RangeFactor(0.0, 100.0, 1.0),
+          bollinger_lower_bound_pct: Phenotypes.RangeFactor(0.0, 100.0, 1.0)
+  
+        }
+}
diff --git a/extensions/strategies/ta_stoch_bollinger/strategy.js b/extensions/strategies/ta_stoch_bollinger/strategy.js
new file mode 100644
index 0000000000..3e8e83dd1f
--- /dev/null
+++ b/extensions/strategies/ta_stoch_bollinger/strategy.js
@@ -0,0 +1,150 @@
+let z = require('zero-fill')
+  , n = require('numbro')
+  , ta_stoch = require('../../../lib/ta_stoch')
+  , ta_bollinger = require('../../../lib/ta_bollinger')
+  , Phenotypes = require('../../../lib/phenotype')
+module.exports = {
+  name: 'ta_stoch_bollinger',
+  description: 'Stochastic BollingerBand Strategy',
+
+  getOptions: function () {
+    this.option('period', 'period length, same as --period_length', String, '5m')
+    this.option('period_length', 'period length, same as --period', String, '5m')
+    this.option('min_periods', 'min. number of history periods', Number, 200)
+    this.option('rsi_periods', 'Time period for building the Fast-K line', Number, 14)
+    this.option('stoch_periods', 'Time period for building the Fast-K line', Number, 5)
+    this.option('stoch_k', 'Smoothing for making the Slow-K line. Usually set to 3', Number, 3)
+    this.option('stoch_k_ma_type','Type of Moving Average for Slow-K : SMA,EMA,WMA,DEMA,TEMA,TRIMA,KAMA,MAMA,T3', String, 'SMA'),
+    this.option('stoch_d', 'Smoothing for making the Slow-D line', Number, 3)
+    this.option('stoch_d_ma_type','Type of Moving Average for Slow-D : SMA,EMA,WMA,DEMA,TEMA,TRIMA,KAMA,MAMA,T3', String, 'SMA'),
+    this.option('stoch_k_sell', 'K must be above this before selling', Number, 70)
+    this.option('stoch_k_buy', 'K must be below this before buying', Number, 30)
+    
+    this.option('bollinger_size', 'period size', Number, 14)
+    this.option('bollinger_updev', '', Number, 2)
+    this.option('bollinger_dndev', '', Number, 2)
+    this.option('bollinger_dType','mode: : SMA,EMA,WMA,DEMA,TEMA,TRIMA,KAMA,MAMA,T3', String, 'SMA')
+    this.option('bollinger_upper_bound_pct', 'pct the current price should be near the bollinger upper bound before we sell', Number,0)
+    this.option('bollinger_lower_bound_pct', 'pct the current price should be near the bollinger lower bound before we buy', Number, 0)
+  },
+ 
+
+  calculate: function (s) { 
+    if (s.in_preroll) return 
+  },
+
+  onPeriod: function (s, cb) {
+    //make sure we have all values
+    if (s.in_preroll) return cb()
+    ta_bollinger(s,'tabollinger',s.options.bollinger_size, s.options.bollinger_updev, s.options.bollinger_dndev, s.options.bollinger_dType).
+      then(function(inbol){
+        ta_stoch(s, 'stoch',  s.options.stoch_periods, s.options.stoch_k, s.options.stoch_k_ma_type, s.options.stoch_d, s.options.stoch_d_ma_type).
+          then(function(inres) {
+    
+            if (!inres) return cb()
+            var divergent = inres.k[inres.k.length-1] - inres.d[inres.k.length-1]
+            s.period.stoch_D = inres.d[inres.d.length-1]
+            s.period.stoch_K = inres.k[inres.k.length-1]
+            var last_divergent = inres.k[inres.k.length-2] - inres.d[inres.d.length-2]
+            var _switch = 0
+            var nextdivergent = (( divergent + last_divergent ) /2) + (divergent - last_divergent) 
+            if ((last_divergent <= 0 && (divergent > 0)) ) _switch = 1 // price rising 
+            if ((last_divergent >= 0 && (divergent < 0)) ) _switch = -1 // price falling
+            
+            s.period.divergent = divergent
+            s.period._switch = _switch
+           
+            let upperBound = inbol.outRealUpperBand[inbol.outRealUpperBand.length-1] 
+            let lowerBound = inbol.outRealLowerBand[inbol.outRealLowerBand.length-1] 
+            let midBound =inbol.outRealMiddleBand[inbol.outRealMiddleBand.length-1]
+            if (!s.period.bollinger) s.period.bollinger = {}
+
+            s.period.bollinger.upperBound = upperBound
+            s.period.bollinger.lowerBound = lowerBound
+            s.period.bollinger.midBound = midBound
+  
+  
+            // K is fast moving
+  
+            s.signal = null
+            if (_switch != 0  ) 
+            {
+              if (s.period.close >= midBound && s.period.close >= ((upperBound / 100) * (100 +  s.options.bollinger_upper_bound_pct)) && nextdivergent < divergent && _switch == -1 && s.period.stoch_K > s.options.stoch_k_sell) 
+              {
+                s.signal = 'sell'
+              } 
+              else
+              if (s.period.close < (lowerBound / 100) * (100 + s.options.bollinger_lower_bound_pct)   &&  nextdivergent >= divergent  && _switch == 1    && s.period.stoch_K < s.options.stoch_k_buy) 
+              {
+                s.signal = 'buy'
+              } 
+            }
+
+            cb()
+          }).catch(function(){
+            cb()})
+
+      }).catch(function(){
+        cb()})
+  },
+
+  onReport: function (s) {
+    var cols = []
+    if (s.period.bollinger) {
+      if (s.period.bollinger.upperBound && s.period.bollinger.lowerBound) {
+        let upperBound = s.period.bollinger.upperBound
+        let lowerBound = s.period.bollinger.lowerBound
+        var color = 'grey'
+        if (s.period.close > (upperBound / 100) * ( 100 + s.options.bollinger_upper_bound_pct)) { color = 'green'
+        } 
+        if (s.period.close < (lowerBound / 100) * ( 100 - s.options.bollinger_lower_bound_pct)) { color = 'red'
+        }
+        cols.push(z(8, n(s.period.close).format('+00.0000'), ' ')[color])
+        cols.push(z(8, n(lowerBound).format('0.000000').substring(0,7), ' ').cyan)
+        cols.push(z(8, n(upperBound).format('0.000000').substring(0,7), ' ').cyan)
+        cols.push(z(8, n(s.period.stoch_D).format('0.0000').substring(0,7), ' ').cyan)
+        cols.push(z(8, n(s.period.stoch_K).format('0.0000').substring(0,7), ' ').cyan)
+        cols.push(z(5, n(s.period.divergent).format('0').substring(0,7), ' ').cyan)
+        cols.push(z(2, n(s.period._switch).format('0').substring(0,2), ' ').cyan)
+      }
+    }
+    else {
+      cols.push('         ')
+    }
+    return cols
+  },
+
+  phenotypes: 
+        {
+          // -- common
+          period_length: Phenotypes.ListOption(['1m', '2m', '3m', '4m', '5m', '10m','15m']),//, '10m','15m','30m','45m','60m'
+          min_periods: Phenotypes.Range(52, 150),
+          markdown_buy_pct: Phenotypes.RangeFactor(-1.0, 1.0, 0.1),
+          markup_sell_pct: Phenotypes.RangeFactor(-1.0, 1.0, 0.1),
+          order_type: Phenotypes.ListOption(['maker', 'taker']),
+          sell_stop_pct: Phenotypes.RangeFactor(0.0, 50.0,0.1),
+          buy_stop_pct: Phenotypes.RangeFactor(0.0, 50.0,0.1),
+          profit_stop_enable_pct: Phenotypes.RangeFactor(0.0, 5.0, 0.1),
+          profit_stop_pct: Phenotypes.RangeFactor(0.0, 50.0, 0.1),
+
+          // -- strategy
+          rsi_periods: Phenotypes.Range(10, 30),
+          stoch_periods: Phenotypes.Range(5, 30),
+          stoch_k: Phenotypes.Range(1, 10),
+          stoch_k_ma_type: Phenotypes.ListOption(['SMA','EMA','WMA','DEMA','TEMA','TRIMA','KAMA','MAMA','T3']),
+          stoch_d: Phenotypes.Range(1, 10),
+          stoch_k_sell: Phenotypes.RangeFactor(0.0, 100.0, 1.0),
+          stoch_k_buy: Phenotypes.RangeFactor(0.0, 100.0, 1.0),
+          stoch_d_ma_type:  Phenotypes.ListOption(['SMA','EMA','WMA','DEMA','TEMA','TRIMA','KAMA','MAMA','T3']),
+
+
+
+          bollinger_size: Phenotypes.RangeFactor(10, 25, 1),
+          bollinger_updev: Phenotypes.RangeFactor(1, 3.0, 0.1),
+          bollinger_dndev: Phenotypes.RangeFactor(1, 3.0, 0.1),
+          bollinger_dType: Phenotypes.ListOption(['SMA','EMA','WMA','DEMA','TEMA','TRIMA','KAMA','MAMA','T3']),
+          bollinger_upper_bound_pct: Phenotypes.RangeFactor(0.0, 100.0, 1.0),
+          bollinger_lower_bound_pct: Phenotypes.RangeFactor(0.0, 100.0, 1.0)
+  
+        }
+}
diff --git a/extensions/strategies/ti_bollinger/strategy.js b/extensions/strategies/ti_bollinger/strategy.js
new file mode 100644
index 0000000000..666d6983e3
--- /dev/null
+++ b/extensions/strategies/ti_bollinger/strategy.js
@@ -0,0 +1,97 @@
+var z = require('zero-fill')
+  , n = require('numbro')
+  , tulip_bollinger = require('../../../lib/ti_bollinger')
+  , Phenotypes = require('../../../lib/phenotype')
+
+module.exports = {
+  name: 'ti_bollinger',
+  description: 'Buy when (Signal ≤ Lower Bollinger Band) and sell when (Signal ≥ Upper Bollinger Band).',
+
+  getOptions: function () {
+    this.option('period', 'period length, same as --period_length', String, '5m')
+    this.option('period_length', 'period length, same as --period', String, '5m')
+    this.option('bollinger_size', 'period size', Number, 14)
+    this.option('bollinger_time', 'times of standard deviation between the upper band and the moving averages', Number, 2)
+    this.option('bollinger_upper_bound_pct', 'pct the current price should be near the bollinger upper bound before we sell', Number, 0)
+    this.option('bollinger_lower_bound_pct', 'pct the current price should be near the bollinger lower bound before we buy', Number, 0)
+  },
+ 
+  calculate:  function (s) {
+    if (s.in_preroll) return 
+  },
+
+  onPeriod: function (s, cb) {
+    
+    tulip_bollinger(s,'tulip_bollinger', s.options.bollinger_size, s.options.bollinger_time).
+      then(function(result)
+      {
+        if (!result) cb()
+        let bollinger = {
+          LowerBand: result.LowerBand[result.LowerBand.length-1],
+          MiddleBand: result.MiddleBand[result.MiddleBand.length-1],
+          UpperBand: result.UpperBand[result.UpperBand.length-1]
+        }
+        s.period.report = bollinger
+        if (bollinger.UpperBand) {
+          let upperBound =   (bollinger.UpperBand / 100) * (100 - s.options.bollinger_upper_bound_pct)
+          let lowerBound = (bollinger.LowerBand / 100) * (100 + s.options.bollinger_lower_bound_pct)
+          s.signal = null // hold
+          if (s.period.close < lowerBound ) {
+            s.signal = 'buy'
+          } 
+          if (s.period.close > upperBound ) {
+            s.signal = 'sell'
+          } 
+
+
+        }
+        cb()
+      }).catch(function(){
+        s.signal = null // hold
+        cb()
+      })
+  },
+
+  onReport: function (s) {
+    var cols = []
+    if (s.period.report) {
+      if (s.period.report.UpperBand && s.period.report.LowerBand) {
+        let upperBound = s.period.report.UpperBand
+        let lowerBound = s.period.report.LowerBand
+        var color = 'grey'
+        if (s.period.close > (upperBound / 100) * (100 - s.options.bollinger_upper_bound_pct)) {
+          color = 'green'
+        } else if (s.period.close < (lowerBound / 100) * (100 + s.options.bollinger_lower_bound_pct)) {
+          color = 'red'
+        }
+        cols.push(z(8, n(s.period.close).format('+00.0000'), ' ')[color])
+        cols.push(z(8, n(lowerBound).format('0.000000').substring(0,7), ' ').cyan)
+        cols.push(z(8, n(upperBound).format('0.000000').substring(0,7), ' ').cyan)
+      }
+    }
+    else {
+      cols.push('         ')
+    }
+    return cols
+  },
+
+  phenotypes: {
+    // -- common
+    period_length: Phenotypes.RangePeriod(1, 120, 'm'),
+    markdown_buy_pct: Phenotypes.RangeFactor(-1.0, 5.0, 0.1),
+    markup_sell_pct: Phenotypes.RangeFactor(-1.0, 5.0, 0.1),
+    order_type: Phenotypes.ListOption(['maker', 'taker']),
+    sell_stop_pct: Phenotypes.RangeFactor(0.0, 50.0,0.01),
+    buy_stop_pct: Phenotypes.RangeFactor(0.0, 50.0,0.01),
+    profit_stop_enable_pct: Phenotypes.RangeFactor(0.0, 5.0,0.1),
+    profit_stop_pct: Phenotypes.RangeFactor(0.0, 20.0,0.1),
+    rsi_periods: Phenotypes.Range(6, 16),
+
+    // -- strategy
+    bollinger_size: Phenotypes.RangeFactor(1, 30, 1),
+    bollinger_time: Phenotypes.RangeFactor(1.0, 14.0, 0.1),
+    bollinger_upper_bound_pct: Phenotypes.RangeFactor(0.0, 100.0, 0.1),
+    bollinger_lower_bound_pct: Phenotypes.RangeFactor(0.0, 100.0, 0.1)
+  }
+}
+
diff --git a/extensions/strategies/ti_stoch/strategy.js b/extensions/strategies/ti_stoch/strategy.js
new file mode 100644
index 0000000000..48f3eb9fc0
--- /dev/null
+++ b/extensions/strategies/ti_stoch/strategy.js
@@ -0,0 +1,100 @@
+var z = require('zero-fill')
+  , n = require('numbro')
+  , tulip_stoch = require('../../../lib/ti_stoch')
+  , Phenotypes = require('../../../lib/phenotype')
+
+module.exports = {
+  name: 'ti_stoch',
+  description: 'Buy when (Signal ≤ srsi_k_buy) and sell when (Signal ≥ srsi_k_sell).  (this should not be used alone.  you will lose over time)',
+
+  getOptions: function () {
+    this.option('period', 'period length, same as --period_length', String, '5m')
+    this.option('period_length', 'period length, same as --period', String, '5m')
+    this.option('rsi_periods', 'number of RSI periods', 14)
+    this.option('stoch_kperiods', 'number of RSI periods', Number, 9)
+    this.option('stoch_k', '%D line', Number, 3)
+    this.option('stoch_d', '%D line', Number, 3)
+    this.option('stoch_k_sell', 'K must be above this before selling', Number, 80)
+    this.option('stoch_k_buy', 'K must be below this before buying', Number, 10)
+  },
+ 
+  calculate:  function (s) {
+    if (s.in_preroll) return 
+  },
+
+  onPeriod: function (s, cb) {
+    if (s.in_preroll) return cb()
+    tulip_stoch(s,'tulip_stoch', s.options.rsi_periods, s.options.stoch_k, s.options.stoch_d).
+      then(function(result)
+      {
+        if (!result) return cb()
+        if (result.k.length == 0) return cb()
+        var divergent = result.k[result.k.length-1] - result.d[result.d.length-1]
+        s.period.srsi_D = result.d[result.d.length-1]
+        s.period.srsi_K = result.k[result.k.length-1]
+        var last_divergent = result.k[result.k.length-2] - result.d[result.d.length-2]
+        var _switch = 0//s.lookback[0]._switch
+        var nextdivergent = (( divergent + last_divergent ) /2) + (divergent - last_divergent) 
+        if ((last_divergent <= 0 && (divergent > 0)) ) _switch = 1 // price rising 
+        if ((last_divergent >= 0 && (divergent < 0)) ) _switch = -1 // price falling
+        
+        s.period.divergent = divergent
+        s.period._switch = _switch
+
+        s.signal = null
+        if (_switch != 0  ) 
+        {
+          if (_switch == -1 && s.period.srsi_K > s.options.stoch_k_sell) 
+          {
+            s.signal = 'sell'
+          } 
+          else
+          if (  nextdivergent >= divergent  && _switch == 1    && s.period.srsi_K < s.options.stoch_k_buy) 
+          {
+            s.signal = 'buy'
+          } 
+         
+        }
+
+        return cb()
+      }).catch(function(){
+        s.signal = null // hold
+        return cb()
+      })
+
+  },
+
+  onReport: function (s) {
+    var cols = []
+   
+    cols.push(z(8, n(s.period.close).format('+00.0000'), ' ').cyan)
+    cols.push(z(8, n( s.period.srsi_D).format('0.000000').substring(0,7), ' ').cyan)
+    cols.push(z(8, n(s.period.srsi_K).format('0.000000').substring(0,7), ' ').cyan)
+    cols.push(z(8, n(s.period.divergent).format('0').substring(0,3), ' ').cyan)
+    cols.push(z(8, n( s.period._switch ).format('0').substring(0,2), ' ').cyan)
+       
+
+    return cols
+  },
+
+  phenotypes: {
+    // -- common
+    period_length: Phenotypes.RangePeriod(1, 120, 'm'),
+    markdown_buy_pct: Phenotypes.RangeFactor(-1.0, 5.0, 0.1),
+    markup_sell_pct: Phenotypes.RangeFactor(-1.0, 5.0, 0.1),
+    order_type: Phenotypes.ListOption(['maker', 'taker']),
+    sell_stop_pct: Phenotypes.RangeFactor(0.0, 50.0,0.01),
+    buy_stop_pct: Phenotypes.RangeFactor(0.0, 50.0,0.01),
+    profit_stop_enable_pct: Phenotypes.RangeFactor(0.0, 5.0,0.1),
+    profit_stop_pct: Phenotypes.RangeFactor(0.0, 20.0,0.1),
+
+    // -- strategy
+    rsi_periods: Phenotypes.Range(10, 30),
+    stoch_periods: Phenotypes.Range(5, 30),
+    stoch_k: Phenotypes.Range(1, 10),
+    stoch_d: Phenotypes.Range(1, 10),
+    stoch_k_sell: Phenotypes.RangeFactor(0.0, 100.0, 1.0),
+    stoch_k_buy: Phenotypes.RangeFactor(0.0, 100.0, 1.0),
+  }
+}
+
diff --git a/extensions/strategies/ti_stoch_bollinger/strategy.js b/extensions/strategies/ti_stoch_bollinger/strategy.js
new file mode 100644
index 0000000000..1d35da1577
--- /dev/null
+++ b/extensions/strategies/ti_stoch_bollinger/strategy.js
@@ -0,0 +1,142 @@
+let z = require('zero-fill')
+  , n = require('numbro')
+  , ti_stoch = require('../../../lib/ti_stoch')
+  , ti_bollinger = require('../../../lib/ti_bollinger')
+  , Phenotypes = require('../../../lib/phenotype')
+module.exports = {
+  name: 'ti_stoch_bollinger',
+  description: 'Stochastic BollingerBand Strategy',
+
+  getOptions: function () {
+    this.option('period', 'period length, same as --period_length', String, '5m')
+    this.option('period_length', 'period length, same as --period', String, '5m')
+    this.option('min_periods', 'min. number of history periods', Number, 200)
+    this.option('rsi_periods', 'number of RSI periods', 14)
+    this.option('stoch_kperiods', 'number of RSI periods', Number, 9)
+    this.option('stoch_k', '%D line', Number, 5)
+    this.option('stoch_d', '%D line', Number, 3)
+    this.option('stoch_k_sell', 'K must be above this before selling', Number, 70)
+    this.option('stoch_k_buy', 'K must be below this before buying', Number, 20)
+
+    this.option('bollinger_size', 'period size', Number, 14)
+    this.option('bollinger_time', 'times of standard deviation between the upper band and the moving averages', Number, 2)
+    this.option('bollinger_upper_bound_pct', 'pct the current price should be near the bollinger upper bound before we sell', Number, 0)
+    this.option('bollinger_lower_bound_pct', 'pct the current price should be near the bollinger lower bound before we buy', Number, 0)
+  },
+ 
+
+  calculate: function (s) {
+    if (s.in_preroll) return 
+  },
+
+  onPeriod: function (s, cb) {
+    //make sure we have all values
+    if (s.in_preroll) return cb()
+
+    ti_bollinger(s,'ti_bollinger', s.options.bollinger_size, s.options.bollinger_time).
+      then(function(inbol){
+        ti_stoch(s,'ti_stoch', s.options.stoch_kperiods, s.options.stoch_k, s.options.stoch_d).
+          then(function(inres) {
+    
+            if (!inres) return cb()
+            if (inres.k.length == 0) return cb()
+            var divergent = inres.k[inres.k.length-1] - inres.d[inres.d.length-1]
+            s.period.stoch_D = inres.d[inres.d.length-1]
+            s.period.stoch_K = inres.k[inres.k.length-1]
+            var last_divergent = inres.k[inres.k.length-2] - inres.d[inres.d.length-2]
+            var _switch = 0
+            var nextdivergent = (( divergent + last_divergent ) /2) + (divergent - last_divergent) 
+            if ((last_divergent <= 0 && (divergent > 0)) ) _switch = 1 // price rising 
+            if ((last_divergent >= 0 && (divergent < 0)) ) _switch = -1 // price falling
+            
+            s.period.divergent = divergent
+            s.period._switch = _switch
+           
+
+            let LowerBand= inbol.LowerBand[inbol.LowerBand.length-1]
+            let MiddleBand= inbol.MiddleBand[inbol.MiddleBand.length-1]
+            let UpperBand= inbol.UpperBand[inbol.UpperBand.length-1] 
+            let bollinger = {
+              LowerBand: LowerBand,
+              MiddleBand: MiddleBand,
+              UpperBand: UpperBand
+            }
+            s.period.report = bollinger
+  
+  
+            // K is fast moving
+  
+            s.signal = null
+            if (_switch != 0  )
+            {
+              if (s.period.close >= MiddleBand && s.period.close >= ((UpperBand / 100) * (100 +  s.options.bollinger_upper_bound_pct)) && nextdivergent < divergent && _switch == -1 && s.period.stoch_K > s.options.stoch_k_sell) 
+              {
+                s.signal = 'sell'
+              } 
+              else
+              if (s.period.close < (LowerBand / 100) * (100 + s.options.bollinger_lower_bound_pct)   &&  nextdivergent >= divergent  && _switch == 1    && s.period.stoch_K < s.options.stoch_k_buy) 
+              {
+                s.signal = 'buy'
+              } 
+             
+            }
+
+            cb()
+          }).catch(function(){
+            cb()})
+      }).catch(function(){
+        cb()})
+  },
+
+  onReport: function (s) {
+    var cols = []
+    if (s.period.report) {
+    
+      let upperBound = s.period.report.UpperBand
+      let lowerBound = s.period.report.LowerBand
+      var color = 'grey'
+      if (s.period.close > (upperBound / 100) * ( 100 + s.options.bollinger_upper_bound_pct)) { color = 'green' } 
+      if (s.period.close < (lowerBound / 100) * ( 100 - s.options.bollinger_lower_bound_pct)) { color = 'red' }
+      cols.push(z(8, n(s.period.close).format('+00.0000'), ' ')[color])
+      cols.push(z(8, n(lowerBound).format('0.000000').substring(0,7), ' ').cyan)
+      cols.push(z(8, n(upperBound).format('0.000000').substring(0,7), ' ').cyan)
+      cols.push(z(8, n(s.period.stoch_D).format('0.0000').substring(0,7), ' ').cyan)
+      cols.push(z(8, n(s.period.stoch_K).format('0.0000').substring(0,7), ' ').cyan)
+      cols.push(z(5, n(s.period.divergent).format('0').substring(0,7), ' ').cyan)
+      cols.push(z(2, n(s.period._switch).format('0').substring(0,2), ' ').cyan)
+      
+    }
+    else {
+      cols.push('         ')
+    }
+    return cols
+  },
+
+  phenotypes: 
+        {
+          // -- common
+          period_length: Phenotypes.ListOption(['1m', '2m', '3m', '4m', '5m', '10m','15m']),//, '10m','15m','30m','45m','60m'
+          min_periods: Phenotypes.Range(52, 150),
+          markdown_buy_pct: Phenotypes.RangeFactor(-1.0, 1.0, 0.1),
+          markup_sell_pct: Phenotypes.RangeFactor(-1.0, 1.0, 0.1),
+          order_type: Phenotypes.ListOption(['maker', 'taker']),
+          sell_stop_pct: Phenotypes.RangeFactor(0.0, 50.0,0.1),
+          buy_stop_pct: Phenotypes.RangeFactor(0.0, 50.0,0.1),
+          profit_stop_enable_pct: Phenotypes.RangeFactor(0.0, 5.0, 0.1),
+          profit_stop_pct: Phenotypes.RangeFactor(0.0, 50.0, 0.1),
+
+          // -- strategy
+          rsi_periods: Phenotypes.Range(10, 30),
+          stoch_periods: Phenotypes.Range(5, 30),
+          stoch_k: Phenotypes.Range(1, 10),
+          stoch_d: Phenotypes.Range(1, 10),
+          stoch_k_sell: Phenotypes.RangeFactor(0.0, 100.0, 1.0),
+          stoch_k_buy: Phenotypes.RangeFactor(0.0, 100.0, 1.0),
+
+          bollinger_size: Phenotypes.RangeFactor(10, 25, 1),
+          bollinger_time: Phenotypes.RangeFactor(1, 3.0, 0.1),
+          bollinger_upper_bound_pct: Phenotypes.RangeFactor(0.0, 100.0, 1.0),
+          bollinger_lower_bound_pct: Phenotypes.RangeFactor(0.0, 100.0, 1.0)
+  
+        }
+}
diff --git a/lib/ta_bollinger.js b/lib/ta_bollinger.js
new file mode 100644
index 0000000000..cd2f805e06
--- /dev/null
+++ b/lib/ta_bollinger.js
@@ -0,0 +1,86 @@
+var talib = require('talib')
+
+module.exports = function ta_bollinger(s, key, rsi_periods, DevUp, DevDn, d_ma_type) 
+{
+  return new Promise(function(resolve, reject) {
+
+    //dont calculate until we have enough data
+    if (s.lookback.length >= rsi_periods) {
+
+      let tmpMarket = s.lookback.slice(0, 1000).map(x=>x.close)
+      tmpMarket.reverse()
+      //add current period
+      tmpMarket.push(s.period.close)
+    
+      //doublecheck length.
+      if (tmpMarket.length >= rsi_periods) {
+        // extract int from string input for ma_type
+        let optInMAType = getMaTypeFromString(d_ma_type)
+        talib.execute({
+          name: 'BBANDS',
+          startIdx: tmpMarket.length-1 ,
+          endIdx: tmpMarket.length -1,
+          inReal: tmpMarket,
+          optInTimePeriod: rsi_periods,  //RSI 14 default
+          optInNbDevUp: DevUp, // "Deviation multiplier for upper band" Real Default 2
+          optInNbDevDn: DevDn, //"Deviation multiplier for lower band" Real Default 2
+          optInMAType:optInMAType // "Type of Moving Average" default 0 
+
+        }, function (err, result) {
+          if (err) {
+            console.log(err)
+            reject(err, result)
+            return
+          }
+
+          resolve({
+            outRealUpperBand: result.result.outRealUpperBand,
+            outRealMiddleBand: result.result.outRealMiddleBand,
+            outRealLowerBand: result.result.outRealLowerBand
+          })
+
+        })
+      }
+      else {
+        reject('MarketLenth not populated enough')
+      }
+    }
+    else{
+      reject('MarketLenth not populated enough')
+    }
+    
+  })
+}
+
+/**
+     * Extract int from string input eg (SMA = 0)
+     *
+     * @see https://github.com/oransel/node-talib
+     * @see https://github.com/markcheno/go-talib/blob/master/talib.go#L20
+     */
+function getMaTypeFromString(maType) {
+  // no constant in lib?
+    
+  switch (maType.toUpperCase()) {
+  case 'SMA':
+    return 0
+  case 'EMA':
+    return 1
+  case 'WMA':
+    return 2
+  case 'DEMA':
+    return 3
+  case 'TEMA':
+    return 4
+  case 'TRIMA':
+    return 5
+  case 'KAMA':
+    return 6
+  case 'MAMA':
+    return 7
+  case 'T3':
+    return 8
+  default:
+    return 0
+  }
+}
diff --git a/lib/ta_stoch.js b/lib/ta_stoch.js
new file mode 100644
index 0000000000..4e2489565c
--- /dev/null
+++ b/lib/ta_stoch.js
@@ -0,0 +1,96 @@
+var talib = require('talib')
+
+module.exports = function stoch(s, key, k_periods, sk_periods, k_ma_type, d_periods, d_ma_type, optMarket) 
+{
+  return new Promise(function(resolve, reject) {
+  
+
+    let tmpMarket = optMarket
+    if (!tmpMarket)
+    {
+      
+      tmpMarket = s.lookback.slice(0, 1000)
+      tmpMarket.reverse()
+      //add current period
+      tmpMarket.push(s.period)
+    }
+
+    let tmpMarketHigh = tmpMarket.map(x => x.high)
+    let tmpMarketClose = tmpMarket.map(x => x.close)
+    let tmpMarketLow = tmpMarket.map(x => x.low)
+
+
+    if (tmpMarket.length >= Math.max(k_periods,d_periods,sk_periods) ) {
+
+
+
+
+      let optInSlowDMAType = getMaTypeFromString(d_ma_type)
+      let optInSlowKMAType = getMaTypeFromString(k_ma_type)
+      talib.execute({
+        name: 'STOCH',
+        startIdx:  0 ,
+        endIdx: tmpMarketClose.length - 1,
+        high:  tmpMarketHigh,
+        low: tmpMarketLow,
+        close: tmpMarketClose,            
+        optInFastK_Period:k_periods, // K 5 default
+        optInSlowK_Period:sk_periods, //Slow K 3 default
+        optInSlowK_MAType:optInSlowKMAType, //Slow K maType default 0
+        optInSlowD_Period:d_periods, // D 3 default
+        optInSlowD_MAType:optInSlowDMAType // type of Fast D default 0 
+
+      }, function (err, result) {
+        if (err) {
+          console.log(err)
+          reject(err, result)
+          return
+        }
+
+        
+        resolve({
+          k: result.result.outSlowK,
+          d: result.result.outSlowD
+        })
+      })
+
+    }
+    else
+    { 
+      resolve()
+    }
+  })
+}
+
+/**
+     * Extract int from string input eg (SMA = 0)
+     *
+     * @see https://github.com/oransel/node-talib
+     * @see https://github.com/markcheno/go-talib/blob/master/talib.go#L20
+     */
+function getMaTypeFromString(maType) {
+  // no constant in lib?
+    
+  switch (maType.toUpperCase()) {
+  case 'SMA':
+    return 0
+  case 'EMA':
+    return 1
+  case 'WMA':
+    return 2
+  case 'DEMA':
+    return 3
+  case 'TEMA':
+    return 4
+  case 'TRIMA':
+    return 5
+  case 'KAMA':
+    return 6
+  case 'MAMA':
+    return 7
+  case 'T3':
+    return 8
+  default:
+    return 0
+  }
+}
diff --git a/lib/ta_stochrsi.js b/lib/ta_stochrsi.js
new file mode 100644
index 0000000000..be6ed7d21d
--- /dev/null
+++ b/lib/ta_stochrsi.js
@@ -0,0 +1,101 @@
+var talib = require('talib')
+
+module.exports = function srsi(s, key, rsi_periods, k_periods, d_periods, d_ma_type, optMarket) 
+{
+  return new Promise(function(resolve, reject) {
+  
+
+
+    // Returns the parameters needed to execute left comment for latter reference
+    //var o = talib.explain('STOCHRSI')
+
+    let tmpMarket = optMarket
+    if (!tmpMarket)
+    {
+      tmpMarket = s.lookback.slice(0, 1000).map(x=>x.close)
+      tmpMarket.reverse()
+      //add current period
+      tmpMarket.push(s.period.close)
+    }
+    else
+    {
+      tmpMarket = tmpMarket.map(x=>x.close)
+    }
+
+
+    //dont calculate until we have enough data
+    if (tmpMarket.length > rsi_periods) {
+       
+      //doublecheck length.
+      if (tmpMarket.length >= rsi_periods) {
+        // extract int from string input for ma_type
+        let optInMAType = getMaTypeFromString(d_ma_type)
+        talib.execute({
+          name: 'STOCHRSI',
+          startIdx:  0 ,
+          endIdx: tmpMarket.length -1,
+          inReal: tmpMarket,
+          optInTimePeriod: rsi_periods,  //RSI 14 default
+          optInFastK_Period:k_periods, // K 5 default
+          optInFastD_Period:d_periods, // D 3 default
+          optInFastD_MAType:optInMAType // type of Fast D default 0 
+
+        }, function (err, result) {
+          if (err) {
+            console.log(err)
+            reject(err, result)
+            return
+          }
+
+          resolve({
+            outFastK: result.result.outFastK,
+            outFastD: result.result.outFastD
+          })
+  
+
+        })
+      }
+      else {
+        resolve()
+      }
+    }
+    else
+    {
+      resolve()
+    }
+
+  })
+}
+
+/**
+     * Extract int from string input eg (SMA = 0)
+     *
+     * @see https://github.com/oransel/node-talib
+     * @see https://github.com/markcheno/go-talib/blob/master/talib.go#L20
+     */
+function getMaTypeFromString(maType) {
+  // no constant in lib?
+    
+  switch (maType.toUpperCase()) {
+  case 'SMA':
+    return 0
+  case 'EMA':
+    return 1
+  case 'WMA':
+    return 2
+  case 'DEMA':
+    return 3
+  case 'TEMA':
+    return 4
+  case 'TRIMA':
+    return 5
+  case 'KAMA':
+    return 6
+  case 'MAMA':
+    return 7
+  case 'T3':
+    return 8
+  default:
+    return 0
+  }
+}
diff --git a/lib/ti_bollinger.js b/lib/ti_bollinger.js
new file mode 100644
index 0000000000..5463ba30ce
--- /dev/null
+++ b/lib/ti_bollinger.js
@@ -0,0 +1,55 @@
+var tulind = require('tulind')
+
+
+module.exports = function ti_bollinger(s, key, rsi_periods, StdDev, optMarket) 
+{
+ 
+  return new Promise(function(resolve, reject) {
+
+    //dont calculate until we have enough data
+ 
+    let tmpMarket = optMarket
+    if (!tmpMarket)
+    {
+      tmpMarket = s.lookback.slice(0, 1000).map(x=>x.close)
+      tmpMarket.reverse()
+      //add current period
+      tmpMarket.push(s.period.close)
+    }
+    else
+    {
+      tmpMarket = tmpMarket.map(x=>x.close)
+    }
+    if ( tmpMarket.length >= rsi_periods) {
+      //doublecheck length.
+      if (tmpMarket.length >= rsi_periods) {
+        // extract int from string input for ma_type
+         
+        tulind.indicators.bbands.indicator(
+          [tmpMarket],
+          [rsi_periods, StdDev]
+          , function (err, result) {
+            if (err) {
+              console.log(err)
+              reject(err, result)
+              return
+            }
+
+            resolve({
+              LowerBand: result[0],
+              MiddleBand: result[1],
+              UpperBand: result[2]
+           
+            })
+          })
+      }
+      else {
+        reject('MarketLenth not populated enough')
+      }
+ 
+    } else {
+      reject('MarketLenth not populated enough')}
+  })
+}
+
+
diff --git a/lib/ti_macd.js b/lib/ti_macd.js
new file mode 100644
index 0000000000..e4ef510996
--- /dev/null
+++ b/lib/ti_macd.js
@@ -0,0 +1,46 @@
+var tulind = require('tulind')
+
+
+module.exports = function macd(s, key, shortPeriod, longPeriod, signalPeriod ,optMarket) 
+{
+  return new Promise(function(resolve, reject) {
+  
+    if (s.lookback.length >= Math.max(shortPeriod,longPeriod) ) {
+
+      let tmpMarket = optMarket
+      if (!tmpMarket)
+      {
+        tmpMarket = s.lookback.slice(0, 1000).map(x=>x.close)
+        tmpMarket.reverse()
+        //add current period
+        tmpMarket.push(s.period.close)
+      }
+      else
+      {
+        tmpMarket = tmpMarket.map(x=>x.close)
+      }
+      tulind.indicators.macd.indicator(
+        [tmpMarket],
+        [shortPeriod, longPeriod, signalPeriod]
+        , function (err, result) {
+          if (err) {
+            console.log(err)
+            reject(err, result)
+            return
+          }
+
+          resolve({
+            macd: result[0],
+            macd_signal: result[1],
+            macd_histogram: result[2]
+          })
+        })
+         
+    }
+    else
+    { 
+      reject()
+    }
+  })
+}
+
diff --git a/lib/ti_rsi.js b/lib/ti_rsi.js
new file mode 100644
index 0000000000..606ab3d651
--- /dev/null
+++ b/lib/ti_rsi.js
@@ -0,0 +1,52 @@
+var tulind = require('tulind')
+
+
+module.exports = function ti_rsi(s, key, rsi_period,  optMarket) 
+{
+ 
+  return new Promise(function(resolve, reject) {
+
+    //dont calculate until we have enough data
+ 
+    let tmpMarket = optMarket
+    if (!tmpMarket)
+    {
+      tmpMarket = s.lookback.slice(0, 1000).map(x=>x.close)
+      tmpMarket.reverse()
+      //add current period
+      tmpMarket.push(s.period.close)
+    }
+    else
+    {
+      tmpMarket = tmpMarket.map(x=>x.close)
+    }
+
+    if ( tmpMarket.length >= rsi_period) {
+      //doublecheck length.
+      if (tmpMarket.length >= rsi_period) {
+        // extract int from string input for ma_type
+         
+        tulind.indicators.rsi.indicator(
+          [tmpMarket],
+          [rsi_period]
+          , function (err, result) {
+            if (err) {
+              console.log(err)
+              reject(err, result)
+              return
+            }
+            resolve({
+              rsi: result[0]
+            })
+          })
+      }
+      else {
+        reject('MarketLenth not populated enough')
+      }
+ 
+    } else {
+      reject('MarketLenth not populated enough')}
+  })
+}
+
+
diff --git a/lib/ti_stoch.js b/lib/ti_stoch.js
new file mode 100644
index 0000000000..2ea2187eff
--- /dev/null
+++ b/lib/ti_stoch.js
@@ -0,0 +1,50 @@
+var tulind = require('tulind')
+
+
+module.exports = function stoch(s, key, k_periods, sk_periods, d_periods, optMarket) 
+{
+  return new Promise(function(resolve, reject) {
+  
+    if (s.lookback.length >= Math.max(k_periods,d_periods,sk_periods) ) {
+
+      //dont calculate until we have enough data
+      let tmpMarket = optMarket
+      if (!tmpMarket)
+      {
+        
+        tmpMarket = s.lookback.slice(0, 1000)
+        tmpMarket.reverse()
+        //add current period
+        tmpMarket.push(s.period)
+      }
+
+      let tmpMarketHigh = tmpMarket.map(x => x.high)
+      let tmpMarketClose = tmpMarket.map(x => x.close)
+      let tmpMarketLow = tmpMarket.map(x => x.low)
+      // addCurrentPeriod
+
+
+      tulind.indicators.stoch.indicator(
+        [tmpMarketHigh,tmpMarketLow, tmpMarketClose ],
+        [k_periods, sk_periods, d_periods]
+        , function (err, result) {
+          if (err) {
+            console.log(err)
+            reject(err, result)
+            return
+          }
+
+          resolve({
+            k: result[0],
+            d: result[1]
+          })
+        })
+         
+    }
+    else
+    { 
+      resolve()
+    }
+  })
+}
+
diff --git a/lib/ti_stochrsi.js b/lib/ti_stochrsi.js
new file mode 100644
index 0000000000..bab6fc0833
--- /dev/null
+++ b/lib/ti_stochrsi.js
@@ -0,0 +1,89 @@
+var tulind = require('tulind')
+
+
+module.exports = function ti_stochrsi(s, key, rsi_period, k_periods, d_periods, optMarket) 
+{
+ 
+  return new Promise(function(resolve, reject) {
+
+    //dont calculate until we have enough data
+ 
+    let tmpMarket = optMarket
+    if (!tmpMarket)
+    {
+      tmpMarket = s.lookback.slice(0, 1000).map(x=>x.close)
+      tmpMarket.reverse()
+      //add current period
+      tmpMarket.push(s.period.close)
+    }
+    else
+    {
+      tmpMarket = tmpMarket.map(x=>x.close)
+    }
+
+    if ( tmpMarket.length >= rsi_period) {
+      //doublecheck length.
+      if (tmpMarket.length >= rsi_period) {
+        // extract int from string input for ma_type
+         
+        tulind.indicators.rsi.indicator(
+          [tmpMarket],
+          [rsi_period]
+          , function (err, result) {
+            if (err) {
+              console.log(err)
+              reject(err, result)
+              return
+            }
+            let trsi = result[0]
+            // 0 oldest -- end newest
+            trsi.reverse()
+            let stochRSI = []
+
+            for(let i = 0; i < (k_periods + d_periods - 1); i++) {
+              let rsiForPeriod = trsi.slice(i, rsi_period + i)
+              let highestRSI = Math.max(...rsiForPeriod)
+              let lowestRSI = Math.min(...rsiForPeriod)
+              
+              if(highestRSI == lowestRSI) {
+                stochRSI.push(0)
+              } else {
+                stochRSI.push(((trsi[ (rsi_period - 1) + i] - lowestRSI) / (highestRSI - lowestRSI)) )
+              }
+            }
+        
+            let percentK = []
+            for(let i = 0; i < k_periods; i++) {
+              let kData = stochRSI.slice(i, k_periods + i)
+              if(kData.length == k_periods) {
+                percentK.push(kData.reduce((a,b) => a + b, 0) / kData.length )
+              }
+            }
+      
+            let percentD = []
+            for(let i = 0; i < d_periods; i++) {
+              let dData = stochRSI.slice(i, d_periods + i)
+              if(dData.length == d_periods) {
+                percentD.push(dData.reduce((a,b) => a + b, 0) / dData.length)
+              }
+            }
+      
+   
+
+            resolve({
+              stochRSI: stochRSI,
+              stochk :percentK,
+              stochd :percentD
+            })
+          })
+      }
+      else {
+        reject('MarketLenth not populated enough')
+      }
+ 
+    } else {
+      reject('MarketLenth not populated enough')}
+  })
+}
+
+