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

[Josh Ulrich]

>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)
>

'lag1' should be the number of fast%K periods.  'lag2' should be the number 
of periods for fast%D, which is a 'lag2' period moving average of fast%K.  
'lag3' should be the number of periods for slow%D, which is a 'lag3' period 
moving average of fast%D.

You can find more information on the calculation of stochastics here:
http://www.fmlabs.com/reference/StochasticOscillator.htm
http://www.equis.com/Customer/Resources/TAAZ?c=3&p=106
http://linnsoft.com/tour/techind/stoc.htm
http://stockcharts.com/education/IndicatorAnalysis/indic_stochasticOscillator.html

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