stochosc - Stochastic oscillator

Syntax

stosc = stochosc(highp, lowp, closep)
stosc = stochosc([highp lowp closep])
stosc = stochosc(highp, lowp, closep, kperiods, dperiods, dmamethod)
stosc = stochosc([highp lowp closep], kperiods, dperiods, dmamethod)
stoscts = stochosc(tsobj, kperiods, dperiods, dmamethod)
stoscts = stochosc(tsobj, kperiods, dperiods, dmamethod, 
ParameterName,  ParameterValue, ...)

Arguments

`highp`	High price (vector).
`lowp`	Low price (vector).
`closep`	Closing price (vector).
`kperiods`	(Optional) %K periods. Default = 10.
`dperiods`	(Optional) %D periods. Default = 3.
`damethod`	(Optional) %D moving average method. Default = `'e'` (exponential).
`tsobj`	Financial time series object.

Description

stosc = stochosc(highp, lowp, closep) calculates the fast stochastics F%K and F%D from the stock price data highp (high prices), lowp (low prices), and closep (closing prices). stosc is a two-column matrix whose first column is the F%K values and second is the F%D values.

stosc = stochosc([highp lowp closep]) accepts a three-column matrix of high (highp), low (lowp), and closing prices (closep), in that order.

stosc = stochosc(highp, lowp, closep, kperiods, dperiods, dmamethod) calculates the fast stochastics F%K and F%D from the stock price data highp (high prices), lowp (low prices), and closep (closing prices). kperiods sets the %K period. dperiods sets the %D period. damethod specifies the %D moving average method. Valid moving average methods for %D are exponential ('e') and triangular ('t'). See tsmovavg for explanations of these methods.

stosc= stochosc([highp lowp closep], kperiods, dperiods, dmamethod) accepts a three-column matrix of high (highp), low (lowp), and closing prices (closep), in that order.

stoscts = stochosc(tsobj, kperiods, dperiods, dmamethod) calculates the fast stochastics F%K and F%D from the stock price data in the financial time series object tsobj. tsobj must minimally contain the series High (high prices), Low (low prices), and Close (closing prices). stoscts is a financial time series object with similar dates to tsobj and two data series named SOK and SOD.

stoscts = stochosc(tsobj, kperiods, dperiods, dmamethod, ParameterName, ParameterValue, ...) accepts parameter name/parameter value pairs as input. These pairs specify the name(s) for the required data series if it is different from the expected default name(s). Valid parameter names are

HighName: high prices series name
LowName: low prices series name
CloseName: closing prices series name

Parameter values are the strings that represent the valid parameter names.

Examples

Compute the stochastic oscillator for Disney stock and plot the results:

load disney.mat
dis_StochOsc = stochosc(dis)  
plot(dis_StochOsc)
title('Stochastic Oscillator for Disney')

References

Achelis, Steven B., Technical Analysis from A to Z, Second printing, McGraw-Hill, 1995, pp. 268 - 271.