Re: StochK calculated

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

Thanks for your input.
Tried your suggestion but the result is less as my current formula.
Assuming you tried your suggestion did you get good results?
Willem Jan

--- In amibroker@xxxx, "Mike Lucero" <m.lucero@xxxx> wrote:
> 
> 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: willem1940 
> To: amibroker@xxxx 
> 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 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
> > >
> > >
> > >
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