Schaff Trend Cycle

get_stc(quotes, cycle_periods=10, fast_periods=23, slow_periods=50)

Parameters

name	type	notes
`quotes`	Iterable[Quote]	Iterable of the Quote class or its sub-class. • See here for usage with pandas.DataFrame
`cycle_periods`	int, default 10	Number of periods (`C`) for the Trend Cycle. Must be greater than or equal to 0.
`fast_periods`	int, default 23	Number of periods (`F`) for the faster moving average. Must be greater than 0.
`slow_periods`	int, default 50	Number of periods (`S`) for the slower moving average. Must be greater than `fast_periods`.

Historical quotes requirements

You must have at least 2×(S+C) or S+C+100 worth of quotes, whichever is more, to cover the convergence periods. Since this uses a smoothing technique, we recommend you use at least S+C+250 data points prior to the intended usage date for better precision.

quotes is an Iterable[Quote] collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

Return

STCResults[STCResult]

This method returns a time series of all available indicator values for the quotes provided.
STCResults is just a list of STCResult.
It always returns the same number of elements as there are in the historical quotes.
It does not return a single incremental indicator value.
The first S+C slow periods will have None values since there’s not enough data to calculate.

⚞ Convergence warning: The first S+C+250 periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.

STCResult

name	type	notes
`date`	datetime	Date
`stc`	float, Optional	Schaff Trend Cycle

Utilities

See Utilities and Helpers for more information.

Example

from stock_indicators import indicators

# This method is NOT a part of the library.
quotes = get_historical_quotes("SPY")

# Calculate STC(12,26,9)
results = indicators.get_stc(quotes, 10, 23, 50)

About Schaff Trend Cycle

Created by Doug Schaff, Schaff Trend Cycle is a stochastic oscillator view of two converging/diverging exponential moving averages (a.k.a MACD). [Discuss] 💬