|
PureBytes Links
Trading Reference Links
|
Tomasz,
Assuming you know the formula behind StochK and StochD can you please
indicate where the small inaccurancy lies that makes the outcome from
my formula not identical with StochK and StochD in AFL?
Thanks.
Willem Jan
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 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 a
3
> > > 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 Jan
|