Overload | Description |
---|---|
CrossingSignal(String,Series,Int32,Int32,Int32) | Implements a general framework for producing trading signals based on the crossing of two Stochastics. |
CrossingSignal(Series,Int32,Int32,Int32) | Implements a general framework for producing trading signals based on the crossing of two Stochastics. |
CrossingSignal(SeriesCollection,Int32,Int32,Int32) | Implements a general framework for producing trading signals based on the crossing of two Stochastics. |
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 whip-sawed 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.