[R-SIG-Finance] fpdTA and spdTA - correct figures for lags

BBands bbands at gmail.com
Tue Feb 13 04:11:54 CET 2007


On 2/12/07, stephenc <mail at xesoftware.com.au> wrote:
> Hi
>
> I have searched high and low to try and find some examples with the
> following stochastic functions being used as I don't know what the lags
> should be:
>
>   fpdTA(close, high, low, lag1, lag2)
>
>  spdTA(close, high, low, lag1, lag2, lag3)

Well, I GUESS that they are "Stochastic" functions as in George Lane's
"f"ast and "s"low "Stochastics". If that is the case, the defaults are
typically 10, 3 and 10, 3, 3 respectively. However, that and a couple
of bucks will get you on the Subway--unlike when we were kids and had
keys to the Subway.

     jab
-- 
John Bollinger, CFA, CMT
www.BollingerBands.com

If you advance far enough, you arrive at the beginning.



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