Schaff Trend Cycle (STC)

Category: cycle, momentum

The Schaff Trend Cycle (STC) is a cyclical oscillator that applies a double-smoothed stochastic process to a MACD line, designed to identify trends and cycle turns with less lag than standard oscillators.

Formula

MACD = EMA(Close, Short) - EMA(Close, Long) \\ ST1 = Smoothed(Stoch(MACD, Cycle)) \\ ST2 = Smoothed(Stoch(ST1, Cycle)) \\ Final = 0.5 \times (ST2_t - ST2_{t-1}) + ST2_{t-1}

Inputs

• MAShort (default: 23)
• MALong (default: 50)
• Cycle (default: 10)

See signal primitives and every published strategy that uses Schaff Trend Cycle (STC) on WOBR StrategyVerse.