Stochastics in Tradestation

Discussion in 'Trading Software' started by c0in, May 29, 2008.

  1. c0in

    c0in

    Hi,

    I've got a doubt regarding the slowK and slowD formulas in tradestation. In one of my strategies i'm using the function slowK and slowD (native from tradestation 8.3). Are the mathematical formula for these functions (using a 14 day stochastic length and 3 day smoothing):

    calling: ((close_today - lowest_low(for the 14 days)) = num
    (highest_high(for the 14 days) - lowest_low(for the 14 days))) = den

    FastK = 100*num/den
    SlowK = 100*[average(num,3)/average(den,3)]
    SlowD = 100*[average(average(num,3))/average(average(den,3 ))]

    I am trying to automate this strategy using excel, but i couldn't be sure of the formulas...

    So if I try calculating the slowK e slowD series using these functions in excel i should get the same result as with tradestation?

    Thanks in advance