Bruce, is it possible to replicate this approach?
The model is built using the “Microsoft Excel” spread sheet application. Based on this data the model calculates the 10 day moving average of the PRICE. As the actual PRICE should closely resemble the value of the moving average the difference between the actual PRICE and the moving average is calculated to arrive at the ‘Difference’. Also moving 10 day standard deviation is calculated for the PRICE This standard deviation is multiplied with the ‘KValue’ to obtain the ‘K times standard deviation’. Thus the aberration in the price indicated by the difference between actual data and moving average is divided by the volatility of the PRICE represented by the standard deviation multiplied by optimal KValue to obtain the ‘Price Difference by K times standard deviation’. By using these data the signals signifying the market movements are derived. If the ‘Price Difference by K times standard deviation’ is greater than ‘1’ then prices are expected to increase and the signal is ‘+’ indicating an upward trend. If the ‘Price Difference by K times standard deviation’ is lesser than ‘1’ then the prices are expected to fall and hence the signal is ‘‘. If the ‘Price Difference by K times standard deviation’ is not very significant, the price movement cannot be predicted with certainty and hence the signal is ‘0’.
K values can be .25 .50 .75 1.0 1.25 1.50 for example
thank you for the consideration.

thank for the info and links

hopefully one last question?
how do I get tjem on the same pane?

Hi Bruce,
I am doing something incorrectly. I inputted the following for this exercise:
STOC7
STOC7.3
AVG(STOC7.3, 5)
AVG(AVG(STOC7.3, 5), 2)
I used the WRITE INDICATOR FORMULA Edit PCF field
it calculated zero. thoughts please
thank you

one more question please:
is it possible to replicate the bloomberg structure (formula) for TC platform ?
thanks

Bruce,
These formulas are used in a bloomberg stochastic:
Stochastics measures the velocity of a security's price movement to identify overbought and oversold conditions. The indicator measures current price relative to highs and lows over a time period. In an uptrend, markets tend to close near the high and while in a downtrend they to close nearer to the lows. This indicator is calculated with the following formula:
%K = 100*Closing Range/Total Range
where:
Closing Range = Close  Range Minimum
Total Range = Range Maximum  Range Minimum
The extent of the Range is determined by the %K period parameter.
%D = Nperiod moving average of %K where N is the %D period parameter.
%K with %D is sometimes referred to as the Fast Stochastics. %DS and %DSS, sometimes referred to as the Slow Stochastics, have additional smoothing as determined by their respective period parameters. Stochastics can be used to recognize potential turning points to help make entry/exit decisions.
If %K , %D, and %DS , %DSS are 7,3,5,2 how do the relate to TC's version ? with only 3 inputs ?
thank you
TC2000 has 3 inputs and an OFFSET field.
