fpctkd

Fast stochastics

Syntax

[pctk, pctd] = fpctkd(highp, lowp, closep)
[pctk, pctd] = fpctkd([highp lowp closep])
[pctk, pctd] = fpctkd(highp, lowp, closep, kperiods, dperiods,
dmamethod)
[pctk, pctd] = fpctkd([highp lowp closep], kperiods, dperiods,
dmamethod)
pkdts = fpctkd(tsobj, kperiods, dperiods, dmamethod) pkdts = fpctkd(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.

ParameterName

Valid parameter names are:

  • HighName: high prices series name

  • LowName: low prices series name

  • CloseName: closing prices series name

ParameterValue

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

Description

fpctkd calculates the stochastic oscillator.

[pctk, pctd] = fpctkd(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).

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

[pctk, pctd] = fpctkd(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.

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

pkdts = fpctkd(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). pkdts is a financial time series object with similar dates to tsobj and two data series named PercentK and PercentD.

pkdts = fpctkd(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). Parameter values are the strings that represent the valid parameter names.

Examples

expand all

Compute the Stochastic Oscillator

This example shows how to compute the stochastic oscillator for Disney stock and plot the results.

load disney.mat
dis_FastStoc = fpctkd(dis);
plot(dis_FastStoc)
title('Stochastic Oscillator for Disney')

References

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

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