Re: [amibroker] Stochastic calculations

["Tomasz Janeczko" <groups@xxxxxxxxxxxxx>]

Hello,

 

As written in the manual StochK and StochD give SLOW stochastic that is smoothed.

You will get fast stochastic if you specify slowing period of 1.

 

Here is Fast/Slow analytical formula and comparison to built-in:

 

pds=14;
FastStochK = 100*(C-LLV(L,pds))/(HHV(H,pds)-LLV(L,pds));
SlowStochK = MA( FastStochK, 3 );

Plot( SlowStochK, "%K", colorRed );
Plot( StochK( pds, 3 ), "%K (built-in", colorBlue );

Best regards,
Tomasz Janeczko
amibroker.com

----- Original Message -----

From: cstrader

To: amibroker@xxxxxxxxxxxxxxx

Sent: Sunday, April 27, 2008 2:51 AM

Subject: [amibroker] Stochastic calculations

I?m wondering how StochK and StochD are computed.  I thought that StochK was based on the MA(KSmooth) of MA(Period) High, Low and Close values.  And that StochD was based on the MA(DSmooth) of StochK.  If period = 5 and Ksmooth = 3 shouldn?t the first value of StochK appear on bar 7 (calculated from Close High and Low on bars 5, 6 and 7)?  And if DSmooth is also 3 shouldn?t the first value of StochD appear on bar 9 (as the average of StochK on bars 7-9)?  But StochK and StochD seem to appear only on bars 8 and 11 respectively.    Sure I?m missing something?

 

Thanks

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