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Date/Time: Thu, 25 Apr 2024 06:03:11 +0000



[User Discussion] - Offering To The Community: Adaptive Stochastic Moving Average With Filters

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[2015-07-10 04:59:51]
bjohnson777 (Brett Johnson) - Posts: 284
I've been programming some indicators from my base tool kit and am offering them to the community. I request they be added into the main SC distro once checked over. Since this one is minimally useful and more here for completeness and academic study, I'll understand if it gets left here.

From the "Display Study Documentation" button:

Adaptive Stochastic Moving Average With Filters. This was an academic experiment to compare Adaptive RSI with Adaptive Stochastic. It really doesn't show much since Stochastic tends to follow price movements closely. ASTO acts more like an EMA5-10 most of the time.

What did come of this experiment is the "Scale Factor Change" option. Since Stochastic spends most of its time away from the 50 line, dropping the Scale Factor to 20% (default) of normal finally made this average behave in an adaptive way.

The "Set STO Smoothing?" option enables cleaning up some of the STO noise after the calculation. It is recommended to smooth STO out with an EMA 3-7.

To visualize what the scaling factor is doing, a separate Stochastic graph can be added with the selected smoothing values. When Stochastic is close to 50, the ASTO line will go flat and move less. Further away from 50 will increase the line movement.

First known public ASTO version by Brett Johnson, 2015.

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Minor update 2016-10-15. No major function changes.
Regular compiles moved to "Brett Johnson's Standard Tool Kit" DLL.
Offering To The Community: Brett Johnson's Standard Tool Kit
Date Time Of Last Edit: 2016-10-15 06:35:11
attachmentAdaptiveStochasticMA.cpp - Attached On 2016-10-15 06:34:53 UTC - Size: 6.79 KB - 426 views
attachmentAdaptiveStochasticMA.dll - Attached On 2016-10-15 06:34:59 UTC - Size: 77 KB - 399 views
[2015-07-12 00:38:57]
bjohnson777 (Brett Johnson) - Posts: 284
In getting Adaptive Stochastic to work, I discovered the simple fix of adding the option to modify the Scale Factor. I'm now deploying it to all my adaptive moving average studies as it's quite useful.

Adaptive Stochastic needs an 80% cut to its Scale Factor to start working properly... which is huge, but it is behaving properly now.
Date Time Of Last Edit: 2016-02-07 02:35:08
[2016-10-15 06:35:21]
bjohnson777 (Brett Johnson) - Posts: 284
Today's DLL was compiled with the M$VC++ change over.
You may need to update your SC version.
Keep your previous DLL version until you've tested the new compile.
Most changes were made to shut up useless M$VC++ warnings when compiling.
There are a few compile warnings left about "argument" that can be ignored.
No real functionality changes have been made.

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