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Bressert Double Smoothed Stochastic Rate this Topic:
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markd859123
Posted : Tuesday, May 15, 2007 10:27:57 PM
Registered User
Joined: 5/31/2006
Posts: 33
Hi All
Just wondered if anyone who has created this for TC would mind sharing the code. I've had some pretty good luck using it with another program with the default settings of 14 and 3. Thanks.
Mark
markd859123
Posted : Wednesday, May 16, 2007 8:01:43 AM
Registered User
Joined: 5/31/2006
Posts: 33
Here is the code.

S = "smooth" parameter
N = "period" parameter

HH = highest high for last N periods
LL = lowest low for last N periods

V = 100*(Close-LL)/(HH-LL)

DSS = EMA(V) for S periods

Thanks.
Mark
Bruce_L
Posted : Wednesday, May 16, 2007 12:51:13 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
The provided formula would seem to be one of the following (probably the second):

S = 14, N = 3:

XAVG(STOC3,14)

S = 3, N = 14:

XAVG(STOC14,3)

That said, it would only be smoothed once, not twice. I would suspect a formula for a Double Smoothed Stochastic would more likely be (probably the second):

S = 14, N = 3:

.133453582702488 * (XAVG(STOC3,14) + 13 / 15 * (XAVG(STOC3.1.1,14) + 13 / 15 * (XAVG(STOC3.1.2,14) + 13 / 15 * (XAVG(STOC3.1.3,14) + 13 / 15 * (XAVG(STOC3.1.4,14) + 13 / 15 * (XAVG(STOC3.1.5,14) + 13 / 15 * (XAVG(STOC3.1.6,14) + 13 / 15 * (XAVG(STOC3.1.7,14) + 13 / 15 * (XAVG(STOC3.1.8,14) + 13 / 15 * (XAVG(STOC3.1.9,14) + 13 / 15 * (XAVG(STOC3.1.10,14) + 13 / 15 * (XAVG(STOC3.1.11,14) + 13 / 15 * (XAVG(STOC3.1.12,14) + 13 / 15 * (XAVG(STOC3.1.13,14) + 13 / 15 * (XAVG(STOC3.1.14,14) + 13 / 15 * (XAVG(STOC3.1.15,14) + 13 / 15 * (XAVG(STOC3.1.16,14) + 13 / 15 * (XAVG(STOC3.1.17,14) + 13 / 15 * (XAVG(STOC3.1.18,14) + 13 / 15 * (XAVG(STOC3.1.19,14) + 13 / 15 * (XAVG(STOC3.1.20,14) + 13 / 15 * (XAVG(STOC3.1.21,14) + 13 / 15 * (XAVG(STOC3.1.22,14) + 13 / 15 * (XAVG(STOC3.1.23,14) + 13 / 15 * (XAVG(STOC3.1.24,14) + 13 / 15 * (XAVG(STOC3.1.25,14) + 13 / 15 * (XAVG(STOC3.1.26,14) + 13 / 15 * (XAVG(STOC3.1.27,14) + 13 / 15 * (XAVG(STOC3.1.28,14) + 13 / 15 * (XAVG(STOC3.1.29,14) + 13 / 15 * (XAVG(STOC3.1.30,14) + 13 / 15 * (XAVG(STOC3.1.31,14) + 13 / 15 * (XAVG(STOC3.1.32,14) + 13 / 15 * (XAVG(STOC3.1.33,14) + 13 / 15 * (XAVG(STOC3.1.34,14) + 13 / 15 * (XAVG(STOC3.1.35,14) + 13 / 15 * (XAVG(STOC3.1.36,14) + 13 / 15 * (XAVG(STOC3.1.37,14) + 13 / 15 * (XAVG(STOC3.1.38,14) + 13 / 15 * (XAVG(STOC3.1.39,14) + 13 / 15 * (XAVG(STOC3.1.40,14) + 13 / 15 * (XAVG(STOC3.1.41,14) + 13 / 15 * (XAVG(STOC3.1.42,14) + 13 / 15 * (XAVG(STOC3.1.43,14) + 13 / 15 * (XAVG(STOC3.1.44,14) + 13 / 15 * (XAVG(STOC3.1.45,14) + 13 / 15 * (XAVG(STOC3.1.46,14) + 13 / 15 * (XAVG(STOC3.1.47,14) + 13 / 15 * (XAVG(STOC3.1.48,14))))))))))))))))))))))))))))))))))))))))))))))))))

S = 3, N = 14:

.500488758553275 * (XAVG(STOC14,3) + .5 * (XAVG(STOC14.1.1,3) + .5 * (XAVG(STOC14.1.2,3) + .5 * (XAVG(STOC14.1.3,3) + .5 * (XAVG(STOC14.1.4,3) + .5 * (XAVG(STOC14.1.5,3) + .5 * (XAVG(STOC14.1.6,3) + .5 * (XAVG(STOC14.1.7,3) + .5 * (XAVG(STOC14.1.8,3) + .5 * (XAVG(STOC14.1.9,3)))))))))))

You may wish to review the following:

Understanding Stochastics
How to create a Personal Criteria Forumula (PCF)
Handy PCF example formulas to help you learn the syntax of PCFs!
Cascades of Moving Averages

-Bruce
Personal Criteria Formulas
TC2000 Support Articles
markd859123
Posted : Wednesday, May 16, 2007 3:07:39 PM
Registered User
Joined: 5/31/2006
Posts: 33
Thanks Bruce
The period is 14 and the smoothing is 3.
Mark
Bruce_L
Posted : Wednesday, May 16, 2007 3:13:47 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
You're welcome. I thought it was most likely that S = 3 and N = 14.

-Bruce
Personal Criteria Formulas
TC2000 Support Articles
Craig_S
Posted : Thursday, May 17, 2007 9:07:52 AM


Worden Trainer

Joined: 10/1/2004
Posts: 18,819
To plot this on your chart just use a regular stochastics with a period of 14 and an exponential smoothing of 3.

- Craig
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