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Re: [amibroker] Re: StochK calculated



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Hello Thomas,
  You had made a reference to checking it in a previous message
and I was waiting for your seemingly qualified second opinion
as to whether it compared well with what you may know to be correct.
It is not necessary.
 
You wrote in Message number 14192;
 
"The code is not from me,   i'vecopied 
it a long time ago from the board.
I'm also on the way to check it."
 
Thomas
 
 
HaND,
Brian
 
 ----- Original Message----- 

<BLOCKQUOTE 
>
<DIV 
>From: 
Thomas Zmuck 

Subject: Re: [amibroker] Re: StochK 
calculated

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.
Whatshould i 
check. If you have any wish to check, i do it, but i dont no, what do 
check.
<FONT face=Arial 
size=2> 
<FONT face=Arial 
size=2>Thomas

 
 
 
Thomas Zmuck
 
msn-messenger:<A 
href="">thomas_zm@xxxx
<BLOCKQUOTE 
>
----- Original Message ----- 
<DIV 
>From: 
saltyla1 

To: <A 
href="" 
title=amibroker@xxxxxxxxxxxxxxx>amibroker@xxxxxxxxxxxxxxx 
Sent: Monday, April 22, 2002 9:38 
AM
Subject: Re: [amibroker] Re: StochK 
calculated
Hello,For theStoch %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 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> >> >> > 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 ontop 
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 it does not.> > > > Can anyone 
point out where I go wrong?> > > >> > > 
>> > > > Willem JanYouruse 
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