Implements a general framework for producing extreme value trading signals using Stochastic indicators.
- A 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.
- This is the level at which the Stochastic is believed to indicate an oversold
level. The Stochastic always lies between 0 and 100, and a suggested extreme low value to take is 20.
- This is the level at which the Stochastic is believed to indicate an over brought
level. The Stochastic always lies between 0 and 100, and a suggested extreme high value is 80.
- An integer which represents the number of periods used over which the closing
price is compared.
-1, 0, 1 - this method returns either -1, 0, 1 to indicate that either a sell, no action or buy
signal was generated.