Seer logo - advanced backtesting for stock, futures and forex trading systems using using technical analysis indicators, charts, money management and position sizing
Functions by Category Functions by Alphabetical list

SS ([period], [period], [period], [MA] )

Usable in an seer event objectUsable in an seer indicator objectUsable in an seer chart object

Stochastic is an Oscillator popularised by George Lane. This indicator produces two lines, the %D and the %K. The %K line is a moving average of the %D line.

The Stochastic Oscillator has 3 main input variables:

  • %K periods - the number of bars used in the calculation
  • %K Slowing Periods - used to define the initial smoothing of the %K line. A value of 1 is a fast Stochastic, while a value of 3 is a slow Stochastic
  • %D periods - the number of bars used when performing the smoothing of the %K line

The parameter MA is optional and can be one of the following moving averages, SMA, EMA or WWS. This is passed to the indicator as a string. If no moving average is passed to the indicator, a SMA will be used.

Popular values for this indicator are 5,3,3. Returns the %K line in scalar context. In list context returns %K line and %D line.

Examples:

  #returns the %K and %D lines into the $k and $d variables
  my ($k,$d)=SS(5,3,3);
  #returns the %K and %D lines into the $k and $d variables, using
  #an EMA moving average in the Stochastic calculation
  my ($k,$d)=SS(5,3,3,'EMA');

Related functions:

ATR , ADX , BB , CCI , MFI , OBV , RSI , ROC , RS , Range , Envelope , DEMA , MACD , TypicalPrice , MedianPrice , WeightedClose , Momentum , WilliamsR , Performance , Percent , TrueRange , Volatility , PivotPoint , MoneyFlow , StaDev , AveDev , Variance , Skewness , Kurtosis , LongWhite , LongBlack , PiercingLine , BullishEngulfing , BearishEngulfing , HammerHanging , ThreeWhiteSoldiers , ThreeBlackCrows , DarkCloudCover , Doji , LinearReg , LinearRegAngle , LinearRegIntercept , LinearRegSlope , TSF , Correl

© 2008 seer trading systems ltd
feedback FAQ legal privacy