Stochastic

The stochastic() is a generic S3 function that builds upon 'type-safe'-esque workflows limited to classes in in base R, and the package-wide dependencies. Ie. class in, class out. Each method is a soft wrapper of model.frame and therefore the OHLC-V series must be coercible to a data.frame.

Usage

stochastic(x, cols, fastk = 5, slowk = SMA(n = 10), slowd = SMA(n = 8), ...)

Arguments

x

An OHLC-V series that is coercible to data.frame.

cols

(formula). An optional 3 variable formula passed into model.frame. Internally uses ~high + low + close by default.

fastk

(integer). Period for the fast-k line.

slowk

(list). Period and Moving Average (MA) type for the slow-k line. SMA by default.

slowd

(list). Period and Moving Average (MA) type for the slow-d line. SMA by default.

...

Additional parameters passed into model.frame

Value

An object of same class and length of x:

SlowK

double

SlowD

double

See also

Other Momentum Indicator: absolute_price_oscillator(), aroon(), aroon_oscillator(), average_directional_movement_index(), average_directional_movement_index_rating(), balance_of_power(), chande_momentum_oscillator(), commodity_channel_index(), directional_movement_index(), extended_moving_average_convergence_divergence(), fast_stochastic(), fixed_moving_average_convergence_divergence(), intraday_movement_index(), minus_directional_indicator(), minus_directional_movement(), momentum(), money_flow_index(), moving_average_convergence_divergence(), percentage_price_oscillator(), plus_directional_indicator(), plus_directional_movement(), rate_of_change(), ratio_of_change(), relative_strength_index(), stochastic_relative_strength_index(), triple_exponential_average(), ultimate_oscillator(), williams_oscillator()

Author

Serkan Korkmaz

Examples

## load Bitcoin (BTC)
## series
data(BTC, package = "talib")

## calculate the indicator
## for Bitcoin (BTC)
output <- talib::stochastic(BTC)

## display the results
utils::tail(output)
#>                        SlowK    SlowD
#> 2024-12-26 01:00:00 43.41195 52.29321
#> 2024-12-27 01:00:00 38.22778 49.22312
#> 2024-12-28 01:00:00 40.68228 46.42570
#> 2024-12-29 01:00:00 40.26691 44.30948
#> 2024-12-30 01:00:00 38.33132 42.56383
#> 2024-12-31 01:00:00 38.61201 41.61931

## visualize the indicator
## with talib::chart()
##
## see ?talib::chart or ?talib::indicator
## for more details
{
 ## chart OHLC-V
 ## series with talib::chart()
 talib::chart(BTC)

 ## chart indicator
 ## with default values
 talib::indicator(
     talib::stochastic
 )
}