TA_STOCHF





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CapeTools Technical Analysis - Momentum Indicators function list

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Stochastic Fast : This function is contained within the Momentum Indicators set of indicators.

Returns a 2-Column range.

outFastK (Doubles).

outFastD (Doubles).

(Reference - http://www.tadoc.org, http://www.ta-lib.org).

This function requires the input of a Technical Analysis memory data table object key, which must have been produced via a call to MakeHistoricalDB(). This function would have returned a string 'KEY' which is to be passed to the 'Key' parameter of this function.



Note: Within Excel, the function is named - CT.TA.STOCHF




High level graphic of TA_STOCHF() function with parameters. Blue square node is the actual function with the parameters ordered.



Parameter Description


  1. Key parameter

    Key to an already created HistoricalDB object
  2. withHeaders parameter

    Display header information with the output range?
  3. withDates parameter

    Display the Dates column along with the output range?
  4. withData parameter

    Display the 'Open', 'High', 'Low', 'Close' and 'Volume' columns along with the output range?
  5. HighField parameter

    The 'High' Field name within the Historical DB that you wish to apply the analysis upon.
  6. LowField parameter

    The 'Low' Field name within the Historical DB that you wish to apply the analysis upon.
  7. CloseField parameter

    The 'Close' Field name within the Historical DB that you wish to apply the analysis upon.
  8. Fast_K_Period parameter

    Time period for building the Fast-K line (Default=5)
  9. Fast_D_Period parameter

    Smoothing for making the Fast-D line. Usually set to 3 (Default=3)
  10. Fast_D_MA parameter

    Type of Moving Average for Fast-D: 0=SMA, 1=EMA, 2=WMA, 3=DEMA, 4=TEMA, 5=TRIMA, 6=KAMA, 7=MAMA, 8=T3 (Default=SMA)


Extended information

Function Syntax

VB Syntax


Variant CT_TA_MomInd.TA_STOCHF( _
String Key, _
Boolean withHeaders, _
Boolean withDates, _
Boolean withData, _
String HighField, _
String LowField, _
String CloseField, _
Long Fast_K_Period, _
Long Fast_D_Period, _
Long Fast_D_MA)


Excel Spreadsheet Syntax


=CT.TA.STOCHF(
Excel String Cell Key,
Excel Boolean Value Cell withHeaders,
Excel Boolean Value Cell withDates,
Excel Boolean Value Cell withData,
Excel String Cell HighField,
Excel String Cell LowField,
Excel String Cell CloseField,
Excel Numeric Cell Fast_K_Period,
Excel Numeric Cell Fast_D_Period,
Excel Numeric Cell Fast_D_MA)


C++ Syntax


static CTRangeDataCPP TA_STOCHF(
std::string Key,
bool withHeaders,
bool withDates,
bool withData,
std::string HighField,
std::string LowField,
std::string CloseField,
long Fast_K_Period,
long Fast_D_Period,
long Fast_D_MA);


DotNET Syntax


CTRangeData CT_TA_MomIndSA.TA_STOCHF(
System.String Key,
System.Boolean withHeaders,
System.Boolean withDates,
System.Boolean withData,
System.String HighField,
System.String LowField,
System.String CloseField,
System.Int32 Fast_K_Period,
System.Int32 Fast_D_Period,
System.Int32 Fast_D_MA);

Parameter data types

ArgNameArgTypeIsKey
KeyStringTRUE
withHeadersBooleanFALSE
withDatesBooleanFALSE
withDataBooleanFALSE
HighFieldStringFALSE
LowFieldStringFALSE
CloseFieldStringFALSE
Fast_K_PeriodLongFALSE
Fast_D_PeriodLongFALSE
Fast_D_MALongFALSE


Example Inputs

The first column represents the name of the parameters. The second column specifies whether the parameters are optional or not. Finally the last column provides some sample input data.
Function call input string-keys are always in the format : "NAME.EXTTAG.TICKER" The "EXTTAG.TICKER" part is determined from the output of other, capetools, object creation functions.


ArgNameIsOptional (Excel only)Example
KeyFALSEKeyNAME.EXTTAG.TICKER (from a function call)
withHeadersFALSEtrue
withDatesFALSEtrue
withDataFALSEtrue
HighFieldFALSEHigh
LowFieldFALSELow
CloseFieldFALSEClose
Fast_K_PeriodTRUE5
Fast_D_PeriodTRUE3
Fast_D_MATRUE0


Example function usage


The C# example below contains all the sub-function calls leading up to this function call. As a result, the example can contain a lot of code.

The VB.NET, J#, C++.NET, Java, Excel VBA, Visual Basic 6 (via COM) and C++ examples below contain function code stubs for the calls leading up to this function call. However, the function call for this function is displayed.
You can easily reproduce the stub functions code from the C# example.


If you are accessing this functrion via the MiniXL libraries, this function is present within the CT.QL.TechnicalAnalysis20 MiniXL Excel Addin.

Within our Excel Example Addin Generator, we have used the following QuantTools sub-functions in order to prepare the arguments needed to call the TA_STOCHF() function. If you are executing this function via the MiniXL libraries, the module addin name, (in brackets, to the right of the sub-functions listed below), indicates the MiniXL library in which the sub-function is held. You will need to load this library into your Excel session (along with any other libraries that the sub-function call within the addin requires (ie - CT.QT.Utils20 addin in almost all cases) in order for the example to compute successfully.

These are the financial QuantTools sub-function calls that are used within the examples :





The objects generated by these sub-functions are inter-connected in the following way :




The following four examples demostrate calling this function within a Microsoft .NET environment

The following four examples demostrate calling this function within a non .NET environment

The following is a sample output from executing the TA_STOCHF() function call


Example
DATEOPENHIGHLOWCLOSEVOLUMEFastKFastD
3774629.37529.562528.812529.31252357000
3774729.330229.331529.321729.32693092000
3774829.322629.329829.321729.32622524200
3774929.314929.342929.312629.32693584500
3775029.351929.359829.30629.309713000
3775329.347229.347629.341929.3434702400
3775429.347829.387929.321129.34462201947.130660.9491
3775529.351729.36529.323629.32551406523.809546.819
3775629.353929.354829.28629.34242318555.348442.0962
3775729.324829.343929.3129.32221086235.52538.2276
3776029.311829.367529.287929.3108564924.337638.4037
3776129.327129.354229.290329.32751218850.920236.9276
3776229.343129.361729.287729.34122246267.730147.6626
3776329.344629.36729.306729.34573854072.681763.7773
3776429.378729.382629.374629.37942339596.62879.0133
3776729.36729.371229.365629.36962722686.301485.2037
3776829.3729.380829.351729.35462462470.495384.4749
3776929.383729.399229.328829.39062139290.702782.4998
3777029.432929.438229.421429.4318675494.149985.116
3777129.422629.439829.407429.41251247475.405486.7527
3777429.443429.456329.373229.38263228042.196170.5838
3777529.347229.367129.338129.3481028115.058844.2201
3777629.391429.395629.389829.39163231845.262334.1724
3777729.404629.428129.40229.41281368563.19841.173
3777829.420729.44729.409929.44321621788.917165.7924
3778129.413929.489729.394829.45891864079.683477.2661
3778229.464529.486829.428729.43013137840.340369.6469
3778329.469529.474629.469129.47313398782.507967.5105
3778429.500329.50529.48729.50391438699.001873.95
3778529.50329.522929.472129.52091427498.438793.3161
3778829.508829.570529.491729.53023328971.579789.6734
3778929.532429.54329.507829.51741256047.633172.5505
3779029.521729.548829.510329.53882963367.784662.3325
3779129.545429.55129.526429.52732490756.097657.1717
3779229.517829.572229.483829.4943257511.538545.1402
3779529.476129.4829.475629.4784220552.8985523.5115
3779629.443229.444629.44329.444161880.8513935.09614
3779729.443129.47529.437129.440374722.368622.03952
3779829.466429.485829.465929.47573979128.571410.5971
3779929.517229.525229.515929.52051976694.665241.8684
3780229.489629.51429.479229.48542489754.824159.3535
3780329.532729.534129.525629.5295616895.257781.5823
3780429.563529.569929.545229.54893613279.807776.6298
3780529.543929.594529.531429.56772755576.756383.9406
3780629.550629.571929.545429.54741720659.1571.9047
3780929.516529.545829.512529.53723924730.12255.3428
3781029.541329.576129.536229.5595679257.317148.863
3781129.580129.599729.542129.5918551890.940459.4598
3781229.622229.624929.613329.61651289792.526780.2614
3781329.616829.634429.600529.60462956875.553786.3403
3781629.584429.593329.578829.58631807451.018373.0329



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