Visual Basic (Declaration) | |
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Public Overloads Shared Function DStochastic( _ ByVal s As Series, _ ByVal noOfPeriods As Integer, _ ByVal method As Integer, _ ByVal lengthOfMA As Integer _ ) As Series |
Visual Basic (Usage) | Copy Code |
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C# | |
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public static Series DStochastic( Series s, int noOfPeriods, int method, int lengthOfMA ) |
Parameters
- s
- An financial series where the first element is the closing price in the last trading period, the second term is the closing price in the previous trading period and so on.
- noOfPeriods
- An integer which represents the number of periods used over which the closing price is compared.
- method
- Determines the methods used for the evaluation of the moving average in accordance
with the following key:
- 1 = Simple moving average
- 2 = Geometric moving average
- 3 = Linearly weighted moving average
- 4 = Exponentially Weighted Moving average within smoothing fact set to be 0.5.
For further details concerning the definition of these moving averages please see the accompanying PDF documentation or the API documentation for SimpleMovingAverage.
- lengthOfMA
- The number of periods over which the moving average is considered.
This is just the moving average of the (fast)
When the simple moving average is used and the moving average is
take over three days, the resulting indicator to referred to as the K Stochastic.
As one would expect the Moving Average D of the K Stochastic depends on:
- MA Method - This is the method by which the moving average of the Stochastic K is evaluated. We offer a range of methods for the evaluation of the moving average, these include: simple, exponential, geometric, weighted, linearly weighted and exponentially weighted.
Remark When the simple moving average is used and it is evaluated over 3-days, then the D Stochastic reduces to what is known as the slow K Stochastic.