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How about:
STK=10;
PercK=(C-LLV(ma(L,3),STK))/(HHV(ma(H,3),STK)-LLV(ma(L,3),STK))*100;
----- Original Message -----
From: <A
href=""
title=w.j.a.struyck@xxxx>willem1940
To: <A href=""
title=amibroker@xxxxxxxxxxxxxxx>amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, April 20, 2002 1:38 AM
Subject: [amibroker] Re: StochK calculated
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 bethe
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 isthe
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 lineon
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 cannot
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> >> >> >>
>
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