Re: StochK calculated

["willem1940" <w.j.a.struyck@xxxx>]

Anthony,

Thanks for your response. It brought me in the right direction.
On basis of your input I produced the simple model below to check if 
StochK and StochD are the same as the outcome of my formula.
If you apply the AFL below to any stock you will notice:
PercK is the so called slow stochastic with a factor 3.
Consequently it should be the same as StochK with its internal 
slowing of factor 3.
If you apply this to a certain stock you will notice that on several 
dates the outcome is the same, for others not however mostly close. 
This I don't understand. The database is the same so there must 
somewhere some fine tuning I miss.

If you subsequently look at the StochD column in comparison with the 
PercD column you will notice the same phenomenae. 

Same question: where do I lack in understanding?

Thanks, Willem Jan


//Stochastics insight//

STK=10;

//Dperiods=1;//This is the number of time periods used when 
calculating A moving average of %K. The moving average is called "%D" 
AND is usually displayed as A dotted line on top of %K. 
//DMethod="e";//The method (i.e., Exponential, Simple, Time Series, 
Triangular, Variable, or Weighted) that is used to calculate %D.

PercK=(Sum(C-LLV(L,STK),3)/Sum(HHV(H,STK)-LLV(L,STK),3))*100;//Slow 
Stochastic %K Slowingperiods=3;This value controls the internal 
smoothing of %K. A value of 1 is considered a fast stochastic; a 
value of 3 is considered a slow stochastic.
PercD=MA(PercK,3);//Dperiods=1;This is the number of time periods 
used when calculating A moving average of %K. The moving average is 
called "%D" AND is usually displayed as A dotted line on top of %K. 


Filter=1;

NumColumns = 4;
Column0=PercK;Column0Name="PercK";
Column1=StochK(STK);Column1Name="StochK(STK)";
Column2=PercD;Column2Name="PercD";
Column3=StochD(stk);Column3Name="StochD(stk)";
--- In amibroker@xxxx, Anthony Faragasso <ajf1111@xxxx> wrote:
> Willem,
> 
> pds=5;
> //Stoch %K-- Custom Formula calculates a ( n ) period %K with a 3
> period slowing
> Stok=(Sum(C-LLV(L,pds),3)/Sum(HHV(H,pds)-LLV(L,pds),3))*100;//Custom
> formula
> 
> //Stoch %D-- custom formula calculates a 3 period %D of the %K 
formula
> above.
> StoD=ema(stok,3);//custom formula
> 
> As far as matching with the built in StochK, I can not answer that.
> 
> Anthony
> 
> 
> willem1940 wrote:
> 
> > StochK calculated
> >
> > I have tried to write the StochK in a formula format.
> >
> > Formula:
> > %k= MA(((Close- LLV(C,pds))/(HHV(C,pds) - LLV(C,pds)))*100,3);
> >
> > pds = %k period
> >
> > The result of this calcualtion I compare with StochK(pds).
> >
> > To the best of my knowledge this should deliver the same result as
> > the formula; however it does not.
> > Can anyone point out where I go wrong?
> >
> >
> > Willem Jan
> >
> >
> >
> > Yahoo! Groups Sponsor
> ADVERTISEMENT
> [Click Here!]
> 
> >
> > Your use of Yahoo! Groups is subject to the Yahoo! Terms of 
Service.