ストキャスティクス オシレーター, 確率論的

There are several ways to interpret a Stochastic Oscillator. Three popular methods include:

• Buy when the Oscillator (either %K or %D) falls below a specific level (例えば, 20) and then rises above that level. Sell when the Oscillator rises above a specific level (例えば, 80) and then falls below that level;
• Buy when the %K line rises above the %D line and sell when the %K line falls below the %D line;
• Look for divergences. 例えば: where prices are making a series of new highs and the Stochastic Oscillator is failing to surpass its previous highs.

計算
The Stochastic Oscillator has three variables:

• %K periods (Pk). This is the number of time periods used in %K calculation. By default is 5;
• %K Slowing Periods (Sk). This value controls the internal smoothing of %K. の値 1 is considered a fast stochastic; a value of 3 is considered a slow stochastic. By default is 3;
• %D periods (Pd). This is the number of time periods used when calculating a moving average of %K. By default is 3;

The formula for %K is:

%K = 100*SUM (近い - 最小 (低い, Pk), Sk) / SUM (MAX (高い, Pk) - 最小 (低い, Pk)), Sk)

Where:
CLOSE — is today’s closing price;
最小 (低い, Pk) — is the lowest low in Pk periods;
MAX (高い, Pk) — is the highest high in Pk periods;
SUM (近い - 最小 (低い, Pk), Sk) — amount composed CLOSE - 最小 (低い, Pk) for period Sk;
SUM (MAX (高い, Pk) - 最小 (低い, Pk)), Sk) — amount composed HIGH (Pk)) - 最小 (低い, Pk) for period Sk.

The %D moving average is calculated according to the formula:

%D = SMA (%K, Pd)

Where:
Pd — is the smoothing period for %K;
SMA — is the Simple Moving Average.

Technical Indicator Description

Full description of Stochastic is available in the Technical analysis: ストキャスティクス オシレーター