Stochastic Oscillator

Category: momentum

Position of close within the recent high-low range; fast overbought/oversold oscillator.

Formula

%K = 100·(close − LL_N)/(HH_N − LL_N); %D = SMA_3(%K)

Inputs

• k_period (default: 14)
• d_period (default: 3)
• slowing (default: 3)

See signal primitives, usage in published strategies and more on WOBR StrategyVerse.