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Re: [EquisMetaStock Group] Stochastics



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Rahul,
This is the formula for the Normal 
Stoch.
Now that you are getting the hang of it, I 
suggest you do a search engine locate for slow stochastic and you will find what 
you need.
DusantChief Architect<A 
href="">http://www.candlestrength.com/
----- Original Message ----- 
From: "Rahul" <<A 
href=""><FONT face=Verdana 
size=2>me@xxxxxxxxxxxxxxx>
To: <<A 
href=""><FONT face=Verdana 
size=2>equismetastock@xxxxxxxxxxxxxxx<FONT face=Verdana 
size=2>>
Sent: Sunday, April 04, 2004 00:08 
AM
Subject: Re: [EquisMetaStock Group] 
Stochastics
<FONT face=Verdana 
size=2>> Thanks Dusant.> I have created the following formula which I 
believe is correct. Your> comments are welcome:> {For full 
stochastics using three periods}> Period1 := Input("Time Period1", 1, 
100, 12);> Period2 := Input("Time Period2", 1, 100, 3);> Period3 
:= Input("Time Period3", 1, 100, 3);> a:=HHV(H 
,Period1)-LLV(L,Period1);> b:=C-LLV(L,Period1);> 
Kfast:=b/a;> Kfull:=Mov(Kfast,Period2,S);> 
Dfull:=Mov(Kfull,Period3,S);> Kfull*100;Dfull*100> Regards> 
Rahul> --- In <A 
href=""><FONT face=Verdana 
size=2>equismetastock@xxxxxxxxxxxxxxx, 
"Dusant" <<FONT face=Verdana 
size=2>dusant@x...> wrote:> > 
There are two ways of plotting Slow Stoch.> > Either you take the 
moving averages of the high low close, and> substitute it in the 
stochastic formula, or apply the stochastic> formula to the slowing 
periods.> > Dusant> > Chief Architect> > <A 
href=""><FONT face=Verdana 
size=2>http://www.candlestrength.com/<FONT face=Verdana 
size=2>> > > > ----- Original Message ----- > > From: 
"Rahul" <<FONT face=Verdana 
size=2>me@x...>> > To: 
<<FONT face=Verdana 
size=2>equismetastock@xxxxxxxxxxxxxxx<FONT face=Verdana 
size=2>>> > Sent: Friday, April 02, 2004 14:47 PM> > 
Subject: Re: [EquisMetaStock Group] Stochastics> > > > 
> > > Hi,> > > I tried searching archives. But couldnt 
find anything.> > > Any help would be welcome.> > > 
Again, I need to know how to build slow stochastics function.> > > 
Regards> > > Rahul> > > > > > 
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