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spctkd

Slow stochastics

spctkd is not recommended. Use stochosc instead.

Description

example

[spctd,spctk] = spctkd(fastpctk,fastpctd) calculates the slow stochastics S%K and S%D. spctd and spctk are column vectors representing the respective slow stochastics. The inputs must be single column-oriented vectors containing the fast stochastics F%K and F%D.

example

[spctd,spctk] = 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.

example

[spctd,spctk] = spctkd(___,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 fastpctd must contain the fast stochastics, F%K and F%D, in column orientation. spctk and spctd are column vectors representing the respective slow stochastics.

example

skdts = spctkd(tsobj,dperiods,dmamethod) 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.

example

skdts = spctkd(___,Name,Value) accepts name-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).

Examples

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This example shows how to calculate the slow stochastics for Disney stock and plot the results.

load disney.mat
Warning: FINTS is not recommended. Use TIMETABLE instead. For more information, see <a href="matlab:web(fullfile(docroot, 'finance/convert-from-fints-to-timetables.html'))">Convert Financial Time Series Objects (fints) to Timetables</a>.
dis_FastStoch = fpctkd(dis); 
Warning: FINTS is not recommended. Use TIMETABLE instead. For more information, see <a href="matlab:web(fullfile(docroot, 'finance/convert-from-fints-to-timetables.html'))">Convert Financial Time Series Objects (fints) to Timetables</a>.
dis_SlowStoch = spctkd(dis_FastStoch);
Warning: FINTS is not recommended. Use TIMETABLE instead. For more information, see <a href="matlab:web(fullfile(docroot, 'finance/convert-from-fints-to-timetables.html'))">Convert Financial Time Series Objects (fints) to Timetables</a>.
plot(dis_SlowStoch)
Warning: FINTS is not recommended. Use TIMETABLE instead. For more information, see <a href="matlab:web(fullfile(docroot, 'finance/convert-from-fints-to-timetables.html'))">Convert Financial Time Series Objects (fints) to Timetables</a>.
title('Slow Stochastics for Disney')

Figure contains an axes object. The axes object with title Slow Stochastics for Disney contains 2 objects of type line. These objects represent SlowPctK, SlowPctD.

Input Arguments

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Financial time series object, specified as a fints object.

Data Types: object

Fast stochastic F%K, specified as a column vector.

Data Types: double

Fast stochastic F%D, specified as a column vector.

Data Types: double

%D period, specified as a numeric.

Data Types: double

%D moving average method, specified as a character vector. See tsmovavg for explanations of these methods.

Data Types: char

Name-Value Arguments

Specify optional pairs of arguments as Name1=Value1,...,NameN=ValueN, where Name is the argument name and Value is the corresponding value. Name-value arguments must appear after other arguments, but the order of the pairs does not matter.

Before R2021a, use commas to separate each name and value, and enclose Name in quotes.

Example: spcts = spctkd(tsobj,kperiods,dperiods,dmamethod,'KName','KSeries')

F%K series name, specified as the comma-separated pair consisting of 'KName' and a character vector with a value for the high prices series name.

Data Types: char

D%K series name, specified as the comma-separated pair consisting of 'DName' and a character vector with a value for the low prices series name.

Data Types: char

Output Arguments

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Slow stochastics S%D, returned as a column vector.

Slow stochastics S%K, returned as a column vector.

Slow stochastics when using tsobj input, returned a fints object. The skdts output 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.

References

[1] Achelis, Steven B. Technical Analysis from A to Z. Second Edition. McGraw-Hill, 1995, pp. 268–271.

Version History

Introduced before R2006a