TA_STOCHRSI





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CapeTools Technical Analysis - Momentum Indicators function list

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Stochastic Relative Strength Index : 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).

The Time_Period parameter determines the number of data points that the function will conduct it's analysis upon before moving on.

Thus if the value of the Time_Period parameter is 30, the first 30 points will be read, the analysis performed, then the 1st point is dropped and the 31st point added, analysis performed once again, then the 2nd point dropped and the 32nd point added, analysis performed etc... The Time_Period parameter almost acts as a sliding window, where the window size determines the amount of data that the analysis will be conducted upon.

The returned range will always be the size of the original range, minus the size of the Time_Period (the window).

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.STOCHRSI




High level graphic of TA_STOCHRSI() 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. FieldName parameter

    The FieldName within the Historical DB that you wish to apply the analysis upon.
  6. Time_Period parameter

    Number of period (Default=14)
  7. Fast_K_Period parameter

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

    Smoothing for making the Fast-D line. Usually set to 3 (Default=3)
  9. 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_STOCHRSI( _
String Key, _
Boolean withHeaders, _
Boolean withDates, _
Boolean withData, _
String FieldName, _
Long Time_Period, _
Long Fast_K_Period, _
Long Fast_D_Period, _
Long Fast_D_MA)


Excel Spreadsheet Syntax


=CT.TA.STOCHRSI(
Excel String Cell Key,
Excel Boolean Value Cell withHeaders,
Excel Boolean Value Cell withDates,
Excel Boolean Value Cell withData,
Excel String Cell FieldName,
Excel Numeric Cell Time_Period,
Excel Numeric Cell Fast_K_Period,
Excel Numeric Cell Fast_D_Period,
Excel Numeric Cell Fast_D_MA)


C++ Syntax


static CTRangeDataCPP TA_STOCHRSI(
std::string Key,
bool withHeaders,
bool withDates,
bool withData,
std::string FieldName,
long Time_Period,
long Fast_K_Period,
long Fast_D_Period,
long Fast_D_MA);


DotNET Syntax


CTRangeData CT_TA_MomIndSA.TA_STOCHRSI(
System.String Key,
System.Boolean withHeaders,
System.Boolean withDates,
System.Boolean withData,
System.String FieldName,
System.Int32 Time_Period,
System.Int32 Fast_K_Period,
System.Int32 Fast_D_Period,
System.Int32 Fast_D_MA);

Parameter data types

ArgNameArgTypeIsKey
KeyStringTRUE
withHeadersBooleanFALSE
withDatesBooleanFALSE
withDataBooleanFALSE
FieldNameStringFALSE
Time_PeriodLongFALSE
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
FieldNameFALSEOpen
Time_PeriodTRUE14
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_STOCHRSI() 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_STOCHRSI() 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
3775429.347829.387929.321129.34462201900
3775529.351729.36529.323629.32551406500
3775629.353929.354829.28629.34242318500
3775729.324829.343929.3129.32221086200
3776029.311829.367529.287929.3108564900
3776129.327129.354229.290329.32751218800
3776229.343129.361729.287729.34122246200
3776329.344629.36729.306729.34573854000
3776429.378729.382629.374629.37942339500
3776729.36729.371229.365629.36962722600
3776829.3729.380829.351729.35462462400
3776929.383729.399229.328829.39062139200
3777029.432929.438229.421429.4318675400
3777129.422629.439829.407429.41251247400
3777429.443429.456329.373229.38263228010093.4348
3777529.347229.367129.338129.34810281060.1014
3777629.391429.395629.389829.39163231838.320946.107
3777729.404629.428129.40229.41281368548.58328.968
3777829.420729.44729.409929.44321621760.857149.2537
3778129.413929.489729.394829.45891864089.382766.2743
3778229.464529.486829.428729.43013137810083.4133
3778329.469529.474629.469129.47313398710096.4609
3778429.500329.50529.48729.503914386100100
3778529.50329.522929.472129.520914274100100
3778829.508829.570529.491729.530233289100100
3778929.532429.54329.507829.517412560100100
3779029.521729.548829.510329.53882963328.834976.2783
3779129.545429.55129.526429.52732490710076.2783
3779229.517829.572229.483829.49432575042.945
3779529.476129.4829.475629.478422055033.3333
3779629.443229.444629.44329.4441618800
3779729.443129.47529.437129.4403747200
3779829.466429.485829.465929.47573979128.33799.44598
3779929.517229.525229.515929.52051976610042.7793
3780229.489629.51429.479229.48542489755.88361.407
3780329.532729.534129.525629.5295616810085.2943
3780429.563529.569929.545229.54893613210085.2943
3780529.543929.594529.531429.56772755559.939386.6464
3780629.550629.571929.545429.54741720668.890776.2767
3780929.516529.545829.512529.537239247042.9433
3781029.541329.576129.536229.5595679236.622235.171
3781129.580129.599729.542129.5918551810045.5407
3781229.622229.624929.613329.61651289710078.8741
3781329.616829.634429.600529.60462956891.404497.1348
3781629.584429.593329.578829.58631807419.875170.4265



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