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Stochastic Oscillator

get_stoch(quotes, lookback_periods=14, signal_periods=3, smooth_periods=3, k_factor=3, d_factor=2, ma_type=MAType.SMA)

Parameters

name	type	notes
quotes	Iterable[Quote]	Iterable of the Quote class or its sub-class. • See here for usage with pandas.DataFrame
lookback_periods	int, default 14	Lookback period (N) for the oscillator (%K). Must be greater than 0.
signal_periods	int, default 3	Smoothing period for the signal (%D). Must be greater than 0.
smooth_periods	int, default 3	Smoothing period (S) for the Oscillator (%K). “Slow” stochastic uses 3, “Fast” stochastic uses 1. Must be greater than 0.
k_factor	int, default 3	Weight of %K in the %J calculation. Must be greater than 0.
d_factor	int, default 2	Weight of %D in the %J calculation. Must be greater than 0.
ma_type	MAType, default MAType.SMA	Type of moving average (SMA or SMMA) used for smoothing. See MAType options below.

Historical quotes requirements

You must have at least N+S periods of quotes to cover the warmup periods.

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.

MAType options

from stock_indicators.indicators.common.enums import MAType

type	description
MAType.SMA	Simple Moving Average (default)
MAType.SMMA	Smoothed Moving Average

Returns

StochResults[StochResult]

• This method returns a time series of all available indicator values for the quotes provided.
• StochResults is just a list of StochResult.
• 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 N+S-2 periods will have None Oscillator values since there’s not enough data to calculate.

⚞ Convergence warning: The first N+100 periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods when using MAType.SMMA. Standard use of MAType.SMA does not have convergence-related precision errors.

StochResult

name	type	notes
date	datetime	Date
oscillator or k	float, Optional	%K Oscillator over prior N lookback periods
signal or d	float, Optional	%D Simple moving average of Oscillator
percent_j or j	float, Optional	%J is the weighted divergence of %K and %D: %J=kFactor×%K-dFactor×%D

Note: aliases of k, d, and j are also provided. They can be used interchangeably with the standard outputs.

Utilities

• .condense()
• .find(lookup_date)
• .remove_warmup_periods()
• .remove_warmup_periods(qty)

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 STO %K(14),%D(3) (slow)
results = indicators.get_stoch(quotes, 14, 3, 3)

About Stochastic Oscillator

Created by George Lane, the Stochastic Oscillator is a momentum indicator that looks back N periods to produce a scale of 0 to 100. %J is also included for the KDJ Index extension. [Discuss] 💬

Sources

• C# core
• Python wrapper