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

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_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.

See Also

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