# Stochastic

- Double Stochastic
- Double Stochastic - Bressert
- KD - Fast
- KD - Slow
- Preferred Stochastic - DiNapoli
- Stochastic - Fast
- Stochastic - Percentile
- Stochastic - Slow
- Stochastic Crossover System
- Stochastic Momentum Indicator
- Stochastic RSI

## Double Stochastic

This study calculates and displays the Double Stochastic study.

#### Inputs

## Double Stochastic - Bressert

This study calculates and displays the Double Stochastic using the Bressert calculation method.

#### Inputs

## KD - Fast

The Stochastic study compares where a symbols price closed relative to its price range over a given time period as specified by the **Length** Inputs.

#### Inputs

## KD - Slow

The Stochastic study compares where a symbols price closed relative to its price range over a given time period as specified by the **Length** Inputs.

The **Stochastic-Slow** study differs from **Stochastic-Fast**, by calculating a moving average of the Fast %D line. This result is known as the Slow %D. The study displays the Fast %D (Slow %K) line and the Slow %D line.

#### Inputs

## Preferred Stochastic - DiNapoli

This study calculates a special Stochastic.

## Stochastic - Fast

The Stochastic oscillator compares where a symbol's price closed relative to its price range over a given time period.

## Stochastic - Percentile

The study calculates at each chart bar the percentile rank of the most recent price as specified by the **Input Data** Input, in a group of prices going back from the current bar by the number of bars specified by the **Length** Input \(n\).

The prices are arranged in ascending order and ranked from lowest to highest, starting with a rank of 0. The maximum rank will have a value of Length - 1.

The rank \(R\) of the most recent price is used to calculate the **Stochastic - Percentile** \(S\) as follows.

#### Inputs

## Stochastic - Slow

The Stochastic oscillator compares where a symbol's price closed relative to its price range over a given time period. The **Stochastic-Slow** study differs from Stochastic-Fast, by calculating a moving average of the Fast %D line. This result is known as the Slow %D. The study displays the Fast %D (Slow %K) line and the Slow %D line.

#### Inputs

## Stochastic Crossover System

The Stochastic Crossover System is a study which displays Up and Down Arrows representing Buy and Sell signals, on the chart based upon the crossover of the Stochastic Slow %K and Slow %D lines.

If Slow %K crosses Slow %D from the *bottom* and (Slow %K is below Line 2 or **Use Buy/Sell Lines** is set to No), then a Buy signal is given with an Up Arrow below the Low of the current bar.

If Slow %K crosses Slow %D from the *top* and (Slow %K is above Line 1 or **Use Buy/Sell Lines** is set to No), then a Sell signal is given with a Down Arrow above the High of the current bar.

#### Inputs

- Fast %K Length
- Fast %D (Slow %K) Length
- Slow %D Length
- Line 1 Value
- Line 2 Value
**Use Buy/Sell Lines**: When this is set to Yes, then Line 1 and Line 2 are used in the determination of the Buy and Sell signals. This is explained in more detail above.

## Stochastic Momentum Indicator

The Stochastic Momentum Indicator study calculates and displays the Stochastic Momentum Indicator.

#### Inputs

## Stochastic RSI

Calculates and displays the Stochastic RSI study for Close (Last) Price data. The RSI is used in the calculation.

Let \(C\) be a random variable denoting the Close Price, and let \(C_t\) be the value of the Close Price at chart bar \(t\). Then the RSI of \(C\) with **RSI Length** \(n\) at chart bar \(t\) is denoted as \(RSI_t(C,n)\). The type of Moving Average used in the RSI calculation is determined by the **RSI Average Type** Input.

Let the **RSI HighestLowest Length** Input be denoted as \(n_{HL}\). We denote the maximum and minimum values of \(RSI_t(C,n)\) over a sliding window of Length \(n_{HL}\) at chart bar \(t\) as \(MaxRSI_t\left(C,n,n_{HL}\right)\) and \(MinRSI_t\left(C,n,n_{HL}\right)\), respectively. We compute them as follows.

\(MinRSI_t\left(C,n,n_{HL}\right) = \min\{RSI_{t - n_{HL} + 1}(C,n), RSI_{t - n_{HL} + 2}(C,n), ... , RSI_t(C,n)\}\)

We denote the **Stochastic RSI** for the given Inputs at chart bar \(t\) as \(StochRSI_t\left(C,n,n_{HL}\right)\), and we compute it with the following recursion relation.

\(\displaystyle{StochRSI_t\left(C,n,n_{HL}\right) = \left\{ \begin{matrix} \frac{RSI_t(C,n) - MinRSI_t\left(C,n,n_{HL}\right)}{MaxRSI_t\left(C,n,n_{HL}\right) - MinRSI_t\left(C,n,n_{HL}\right)} & MaxRSI_t\left(C,n,n_{HL}\right) - MinRSI_t\left(C,n,n_{HL}\right) \neq 0 \\ StochRSI_{t - 1}\left(C,n,n_{HL}\right) & MaxRSI_t\left(C,n,n_{HL}\right) - MinRSI_t\left(C,n,n_{HL}\right) = 0 \end{matrix}\right .}\)

#### Inputs

*Last modified Thursday, 20th April, 2017.