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

collapse 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.