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RE: [amibroker] Stochastic



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Since you didn’t specify…

 

There are built-in formulas in AB for these values, STOCHK and STOCHD

 

More details from Investor/RT on the Stochastic formula.

The Formula . . .   

Raw %K = 100 * [CL - MIN(LO, n)] / [MAX(HI, n) - MIN(LO, n)]
     n = Raw K Period
Fast %D = MA(Raw K, MA Type, Fast D Period)
Slow %D = MA(Fast D, MA Type, Slow D Period)

Note: "Raw %K" is commonly referred to in other programs as simply "%K".  "Fast %D" is commonly referred to as simply "%D", or sometimes even "Slow %K".  "Slow %D" is also referred to as "%DSlow".

 

Here is the AFL for stochastic as applied to the RSI, resulting in the Stochastic RSI or SRSI

/*   StochRSI %K Calculations (SRSI)  */

SRSI_Period = 14; //Adjust to suit

SRSI = (RSI(SRSI_Period) - LLV(RSI(SRSI_Period),SRSI_Period))/

  (HHV(RSI(SRSI_Period),SRSI_Period) - LLV(RSI(SRSI_Period),SRSI_Period));
--

Terry

-----Original Message-----
From:
amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Mark Keitel
Sent:
Thursday, July 07, 2005 15:22
To:
amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Stochastic

 

Can someone point me in the right direction of just write the afl for this down here for me?

I looked online in the archives but all of them are not the simple Stochastic %D

 

Some how I messed up my Stochastic %D and now it is all messed up

I have way to many lines and I was just trying to overlay one stochastic over another and some how I got the formulas all screwed up

 

Thank you for your help

 

 

 

Mark





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