This trading system combines the features of the crossing and extremum value trading systems by
requiring that a signal will only be generated if the fast K Stochastic crosses the slow
either above or below the extremal values.
- A collection of series objects. For example, to evaluate this indicator for two series
you will need to pass a series collection containing this two series.
- 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.
- 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.
For further details concerning the definition of these moving averages please see the accompanying
PDF documentation or the API documentation for SimpleMovingAverage..
- The number of periods over which the moving average is considered.
-1, 0, 1 - this method returns either -1, 0, 1 to indicate that either a sell, no action or
buy signal was generated.