fpctkd (Financial Time Series)

Fast stochastics

Syntax

[pctk, pctd] = fpctkd(highp, lowp, closep)
[pctk, pctd] = fpctkd([highp lowp closep])
[pctk, pctd] = fpctkd(highp, lowp, closep, kperiods, dperiods, 
dmamethod)
[pctk, pctd]= fpctkd([highp lowp closep], kperiods, dperiods, 
dmamethod)
pkts = fpctkd(tsobj, kperiods, dperiods, dmamethod)
pkts = fpctkd(tsobj, kperiods, dperiods, dmamethod, ParameterName,  
ParameterValue, ...)

Arguments

highp
High price (vector)

lowp
Low price (vector)

closep
Closing price (vector)

kperiods
(Optional) %K periods. Default = 10.

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

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

tsobj
Financial time series object

`highp`	High price (vector)
`lowp`	Low price (vector)
`closep`	Closing price (vector)
`kperiods`	(Optional) %K periods. Default = `10`.
`dperiods`	(Optional) %D periods. Default = `3`.
`damethod`	(Optional) %D moving average method. Default = `'e'` (exponential).
`tsobj`	Financial time series object

Description

fpctkd calculates the stochastic oscillator.

[pctk, pctd] = fpctkd(highp, lowp, closep) calculates the Fast PercentK (F%K) and Fast PercentD (F%D) from the stock price data, highp (high prices), lowp (low prices), and closep (closing prices).

[pctk, pctd] = fpctkd([highp lowp closep]) accepts a three-column matrix of high (highp), low (lowp), and closing prices (closep), in that order.

[pctk, pctd] = fpctkd(highp, lowp, closep, kperiods, dperiods, dmamethod) calculates Fast PercentK (F%K) and Fast PercentD (F%D) from the stock price data, highp (high prices), lowp (low prices), and closep (closing prices). kperiods sets the %K period. dperiods sets the %D period.

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

[pctk, pctd]= fpctkd([highp lowp closep], kperiods, dperiods, dmamethod) accepts a three-column matrix of high (highp), low (lowp), and closing prices (closep), in that order.

pkts = fpctkd(tsobj, kperiods, dperiods, dmamethod) calculates the Fast PercentK (F%K) and Fast PercentD (F%D) from the stock price data in the financial time series object tsobj. tsobj must minimally contain the series High (high prices), Low (low prices), and Close (closing prices). pkts is a financial time series object with similar dates to tsobj and two data series named PercentK and PercentD.

pkts = fpctkd(tsobj, kperiods, 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:

'HighName': high prices series name
'LowName': low prices series name
'CloseName': closing prices series name

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

Example

Compute the stochastic oscillator for Disney stock and plot the results.

load disney.mat
dis_FastStoc = fpctkd(dis)
plot(dis_FastStoc)
title('Stochastic Oscillator for Disney')

See Also

spctkd, stochosc, tsmovavg

Reference

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

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