Visual Basic (Declaration)  

Public Overloads Shared Function CrossingSignal( _ ByVal seriesName As String, _ ByVal s As Series, _ ByVal noOfPeriods As Integer, _ ByVal method As Integer, _ ByVal lengthOfMA As Integer _ ) As Series 
Visual Basic (Usage)  Copy Code 


C#  

public static Series CrossingSignal( string seriesName, Series s, int noOfPeriods, int method, int lengthOfMA ) 
Parameters
 seriesName
 The name of the series which will be displayed on the chart, i.e. its label.
 s
 An financial series where the first element is the closing price in the last trading period, the second term is the closing price in the previous trading period and so on.
 noOfPeriods
 An integer which represents the number of periods used over which the closing price is compared.
 method
 Determines the methods used for the evaluation of the moving average in
accordance with the following key:
 1 = Simple moving average
 2 = Geometric moving average
 3 = Linearly weighted moving average
 4 = Exponentially Weighted Moving average within smoothing fact set to be 0.5.
 lengthOfMA
 The number of periods over which the moving average is considered.
Return Value
1, 0, 1  this method returns either 1, 0, 1 to indicate that either a sell, no action or buy signal was generated.Methodology
Buy when the Stochastic K, crosses above the MA D and sell when the Stochastic K falls below the MA of Stochastic D. Since this approach is prone to being whipsawed we use two (general) Stochastics so that a MA of the %K Stochastic of the first Stochastic and an even more smoothed second Stochastic. In this case a sell signal is generated if the first (more sensitive) Stochastic cross below the second (smoothed) Stochastic, and a buy signal is generated if the first Stochastic crosses above the second Stochastic.