|
PureBytes Links
Trading Reference Links
|
Brian wrote:
Hello,For the Stoch %K and Full
Stochastics,Check the thread starting atMessage number
14187MaybeThomas Zmuckis finished double checking the code out for
us by now and will share theresults.HaND,Brian
<FONT face=Arial
size=2>
Brian,i'm not
sure, what you mean with double checking.
What should i
check. If you have any wish to check, i do it, but i dont no, what do
check.
<FONT face=Arial
size=2>
Thomas
Thomas Zmuck
msn-messenger:<A
href="">thomas_zm@xxxx
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
saltyla1
To: <A title=amibroker@xxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Monday, April 22, 2002 9:38
AM
Subject: Re: [amibroker] Re: StochK
calculated
Hello,For the Stoch %K
and Full Stochastics,Check the thread starting atMessage number
14187MaybeThomas Zmuckis finished double checking the code out for
us by now and will share theresults.HaND,Brian-----
Original Message -----From: willem1940> 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 inputI
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>
>> >> > file://Stochastics insight//>
>> > STK=10;> >> > file://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.> >
file://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;> > >
file://Stoch %K-- Custom Formula calculates a ( n ) period %K with
a3> > > period slowing> > >
Stok=(Sum(C-LLV(L,pds),3)/Sum(HHV(H,pds)-LLV(L,pds),3))>
*100;//Custom> > > formula> > >> > >
file://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 itdoes
not.> > > > Can anyone point out where I go wrong?>
> > >> > > >> > > > Willem
JanYour
use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
|