[R-SIG-Finance] TTR Stochastics function - internal smoothing
josh.m.ulrich at gmail.com
Mon Jun 1 02:29:49 CEST 2009
Thanks for pointing this out.
On Sun, May 31, 2009 at 11:35 AM, Stanley Neo <stanley.neo at gmail.com> wrote:
> just want to highlight,
> For Stochastics implementation on most trading platforms, besides apply
> moving on K to get a smooth K (aka Slow K) there is an option for internal
> smoothing of %K. Ths works by take a moving average of the differences (i.e.
> C-LowestL and HighestH-LowestL) before computing %K.
> TTR stoch function, smoothing is applied on final K values to obtain slow K
> (or fast D) and slow D. Implicitly, this means internal smoothing period =
> 1. not too sure if there will be an update to include the internal smoothing
> option for internal smoothing period > 1.
I wasn't planning on providing an update, but I will now that you've
brought it to my attention. :-)
How would you suggest it be implemented? Should I do more than add a
slowK=1 argument and add slowK output?
Just to make sure I understand, slowK and fastD should be equal when
the slowK periods = 1, correct?
> this might answer some doubts on why stochastics on TTR may differ from some
> trading platforms where the default internal smoothing period is 3.
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