spctkd (Financial Time Series)

Slow stochastics

Syntax

[spctk, spctd] = spctkd(fastpctk, fastpctd)
[spctk, spctd] = spctkd([fastpctk  fastpctd]) 
[spctk, spctd] = spctkd(fastpctk, fastpctd, dperiods, dmamethod)
[spctk, spctd] = spctkd([fastpctk  fastpctd], dperiods, dmamethod)
skdts = spctkd(tsobj) 
skdts = spctkd(tsobj, dperiods, dmamethod)
skdts = spctkd(tsobj, dperiods, dmamethod, ParameterName, 
    ParameterValue, ...)

Arguments

fastpctk
Fast stochastic F%K (vector)

fastpctk
Fast stochastic F%D (vector)

dperiods
(Optional) %D periods. Default = 3.

dmamethod
(Optional) %D moving average method. Default = 'e' (exponential).

tsobj
Financial time series object

`fastpctk`	Fast stochastic F%K (vector)
`fastpctk`	Fast stochastic F%D (vector)
`dperiods`	(Optional) %D periods. Default = `3`.
`dmamethod`	(Optional) %D moving average method. Default = `'e'` (exponential).
`tsobj`	Financial time series object

Description

[spctk, spctd] = spctkd(fastpctk, fastpctd) calculates the slow stochastics S%K and S%D. spctk and spctd are column vectors representing the respective slow stochastics.

[spctk, spctd] = spctkd([fastpctk fastpctd]) accepts a two-column matrix as input. The first column contains the fast stochastic F%K values, and the second contains the fast stochastic F%D values.

[spctk, spctd] = spctkd(fastpctk, fastpctd, dperiods, dmamethod) calculates the slow stochastics, S%K and S%D, using the value of dperiods to set the number of periods and dmamethod to indicate the moving average method. The inputs fastpctk and fastpctk must contain the fast stochastics, F%K and F%D in column orientation. spctk and spctd are column vectors representing the respective slow stochastics.

Valid moving average methods for %D are Exponential ('e') and Triangular ('t'). See tsmovavg for explanations of these methods.

[spctk, spctd] = spctkd([fastpctk fastpctd], dperiods, dmamethod) accepts a two-column matrix rather than two separate vectors. The first column contains the F%K values, and the second contains the F%D values.

skdts = spctkd(tsobj) calculates the slow stochastics, S%K and S%D. tsobj must contain the fast stochastics, F%K and F%D, in data series named PercentK and PercentD. skdts is a financial time series object with the same dates as tsobj. Within tsobj the two series SlowPctK and SlowPctD represent the respective slow stochastics.

skdts = spctkd(tsobj, dperiods, dmamethod) allows you to specify the length and the method of the moving average used to calculate S%D values.

skdts = spctkd(tsobj, dperiods, dmamethod, ParameterName, ParameterValue, ...) accepts parameter name/parameter value pairs as input. These pairs specify the name(s) for the required data series if it is different from the expected default name(s). Valid parameter names are:

'KName': F%K series name
'DName': F%D series name

Parameter values are the strings that represent the valid parameter names.

Example

Compute the slow stochastics for Disney stock and plot the results.

load disney.mat
dis_FastStoch = fpctkd(dis); 
dis_SlowStoch = spctkd(dis_FastStoch);
plot(dis_SlowStoch)
title('Slow Stochastics for Disney')

See Also

fpctkd, stochosc, tsmovavg

Reference

Achelis, Steven B., Technical Analysis From A To Z, Second Printing, McGraw-Hill, 1995, pg. 268 - 271

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