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Last attempt, using a slimmed down version of my .gif chart, thanks to Ron
Augustine who somehow cut it down to 13.xkb. Ron, can you tell me how you
did this, the chart looks pretty much the same.
List,
I'm attaching a .gif with a weekly chart showing a CQG version of
stochastics. I have tried to duplicate it in TS4 but none of the various
versions of slow stochastics that I have will match it. If you look at the
attached chart there is almost a sine wave smoothness in some periods(Oct 99
to Jan 00, Jan 01, Apr to May 01, Oct to Dec 01). That's what I'm trying
to match. I've tried varying the length and the %K and %D inputs but can't
come close.
On the CQG web site, under their technical references Stochastic section
there is mention that their users have a choice of two algorithms, Original
and Simple. Looking at the designations in the attached .gif you can see
SStoch, and SSK, and SSD so I would guess that stands for the Simple
algorithm.
They also include these definitions:
Original Algorithm = Moving Average (Closing Range)
Simplified Algorithm = Moving Average (Closing Range/Total Range)
Closing Range = Close Range Minimum
Total Range = Range Maximum Range Minimum
Does anyone know how to incorporate this into the Stochastics formula...or
have a formula that would produce similiar results.
John
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Description: "ndxweek2.gif"
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