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Stochastic Oscillator

get_stoch(quotes, lookback_periods=14, signal_periods=3, smooth_periods=3)

Parameters

name	type	notes
`quotes`	Iterable[Quote]	Iterable(such as list or an object having `__iter__()`) of the Quote class or its sub-class. • Need help 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.

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.

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.

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

See Utilities and Helpers for more information.

Example

from stock_indicators import indicators

# This method is NOT a part of the library.
quotes = get_history_from_feed("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]