spctkd

Slow stochastics

spctkd is not recommended. Use stochosc instead.

Syntax

[spctk,spctd] = spctkd(fastpctk,fastpctd)
[spctk,spctd] = spctkd([fastpctk fastpctd])
[spctk,spctd] = spctkd(fastpctk,fastpctd,dperiods,dmamethod)
[spctk,spctd] = spctkd([fastpctk fastpctd], dperiods, dmamethod)
skdts = spctkd(tsobj)
skdts = spctkd(tsobj,dperiods,dmamethod)
skdts = spctkd(tsobj,dperiods,dmamethod,'ParameterName',ParameterValue, ...)

Arguments

fastpctk	Fast stochastic F%K (vector).
fastpctd	Fast stochastic F%D (vector).
dperiods	(Optional) %D periods. Default = 3.
dmamethod	(Optional) %D moving average method. Default = 'e' (exponential).
tsobj	Financial time series object.

Description

[spctk,spctd] = spctkd(fastpctk,fastpctd) calculates the slow stochastics S%K and S%D. spctk and spctd are column vectors representing the respective slow stochastics. The inputs must be single column-oriented vectors containing the fast stochastics F%K and F%D.

[spctk,spctd] = spctkd([fastpctk fastpctd]) accepts a two-column matrix as input. The first column contains the fast stochastic F%K values, and the second contains the fast stochastic F%D values.

[spctk,spctd] = spctkd(fastpctk,fastpctd,dperiods,dmamethod) calculates the slow stochastics, S%K and S%D, using the value of dperiods to set the number of periods and dmamethod to indicate the moving average method. The inputs fastpctk and fastpctk must contain the fast stochastics, F%K and F%D, in column orientation. spctk and spctd are column vectors representing the respective slow stochastics.

Valid moving average methods for %D are exponential ('e'), triangular ('t'), and modified ('m'). See tsmovavg for explanations of these methods.

[spctk,spctd] = spctkd([fastpctk fastpctd],dperiods,dmamethod) accepts a two-column matrix rather than two separate vectors. The first column contains the F%K values, and the second contains the F%D values.

skdts = spctkd(tsobj) calculates the slow stochastics, S%K and S%D. tsobj must contain the fast stochastics, F%K and F%D, in data series named PercentK and PercentD. The skdts output is a financial time series object with the same dates as tsobj. Within tsobj the two series SlowPctK and SlowPctD represent the respective slow stochastics.

skdts = spctkd(tsobj,dperiods,dmamethod) lets you specify the length and the method of the moving average used to calculate S%D values.

skdts = spctkd(tsobj,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

• KName: F%K series name

• DName: F%D series name

Parameter values are the character vectors that represent the valid parameter names.

Examples

Calculate the Slow Stochastics

This example shows how to calculate the slow stochastics for Disney stock and plot the results.

load disney.mat

Warning: FINTS is not recommended. Use TIMETABLE instead. For more information, see <a href="matlab:web(fullfile(docroot, 'finance/convert-from-fints-to-timetables.html'))">Convert Financial Time Series Objects (fints) to Timetables</a>.

dis_FastStoch = fpctkd(dis); 

Warning: FINTS is not recommended. Use TIMETABLE instead. For more information, see <a href="matlab:web(fullfile(docroot, 'finance/convert-from-fints-to-timetables.html'))">Convert Financial Time Series Objects (fints) to Timetables</a>.

dis_SlowStoch = spctkd(dis_FastStoch);

Warning: FINTS is not recommended. Use TIMETABLE instead. For more information, see <a href="matlab:web(fullfile(docroot, 'finance/convert-from-fints-to-timetables.html'))">Convert Financial Time Series Objects (fints) to Timetables</a>.

plot(dis_SlowStoch)

Warning: FINTS is not recommended. Use TIMETABLE instead. For more information, see <a href="matlab:web(fullfile(docroot, 'finance/convert-from-fints-to-timetables.html'))">Convert Financial Time Series Objects (fints) to Timetables</a>.

title('Slow Stochastics for Disney')

References

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