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 ofStochResult
. - 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 haveNone
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.
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