Stochastic

STOCH identifies overbought and oversold conditions in a market.

Method

tm.ta.stoch(source_high, source_low, source_close, fastk_period, slowk_period, slowk_matype, slowd_period, slowd_matype)

Inputs

Parameter	Argument type	Description	Default Value
source_high	pd.Series	High prices series	-
source_low	pd.Series	Low prices series	-
source_close	pd.Series	Close prices series	-
fastk_period	int	Fast %K period for the indicator	5
slowk_period	int	Slow %K period for the indicator	3
slowk_matype	int	Slow %K Moving Average type	0
slowd_period	int	Slow %D period for the indicator	3
slowd_matype	int	Slow %D Moving Average type	0

Outputs

Note

The outputs are returned as a tuple of objects. Make sure to unpack them as shown in the example usage.

Output	Type
slowk	np.ndarray
slowd	np.ndarray

Example usage

strategy.py

import tradomate as tm

@tm.strategy()
def my_strategy(config: tm.TradomateConfig, data: tm.TradomateData):

    # Trying out Stochastic
    slowk, slowd = tm.ta.stoch(data.high, data.low, data.close, fastk_period=5, slowk_period=3, slowk_matype=0, slowd_period=3, slowd_matype=0)

    # Get the last value and print
    last_value = slowk.iloc[-1]
    tm.log(f"Last value of Stochastic is {last_value}")

    # Plot the values of slowk
    tm.plot(slowk, title="Stochastic", overlay=False)