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2020issue C116

Constructing Slow %K as a two-stage helper

Slow %K is built from a high series, a low series, a close series, and a numeric lookback length. When lookback extremes differ, a raw close-in-range reading is averaged over three bars. When they do not, the helper returns 0. A first-then-second-cross listing used this helper for momentum but omitted its body.

  • The Slow %K helper is built from a high series, a low series, a close series, and a numeric lookback length.
  • Lookback extremes are the highest high and lowest low over that length. When they differ, the raw stochastic is 100 times the close minus the lookback low, divided by the high-minus-low span.
  • Slow %K is the 3-bar average of that raw reading. When the lookback high equals the lookback low, the helper returns 0 and does not form a raw reading.
  • The helper had to be supplied separately because a published first-then-second-cross listing used it to define momentum but omitted its body.
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Current trackStochastic oscillator170 readings

What the helper takes in

The Slow %K helper is built from a high series, a low series, a close series, and a numeric lookback length.

The lookback extremes are the highest high and the lowest low of those series over the stated length.

The raw stochastic

When those extremes differ, the raw reading is 100 times the close minus the lookback low, divided by the high-minus-low span.

That raw stochastic is the close minus the lookback low, divided by the lookback high-minus-low span, then scaled by 100.

The three-bar Slow %K

Slow %K is then the 3-bar average of that raw reading.

The result is a range oscillator formed by averaging the raw close-in-range reading over three bars.

The zero-range guard

When the lookback high equals the lookback low, the helper returns 0 and does not form a raw reading.

The zero-range guard is that construction rule, so the span is never used as a divisor.

Why the helper was written out

The helper had to be supplied separately because a published first-then-second-cross listing used it to define momentum but omitted its body.

First-then-second-cross is a momentum-crossing procedure that uses this Slow %K reading as its oscillator input.

Educational research material, not investment advice. Historical source context does not establish present-day performance.
42 of 42 in the Stochastic oscillator track
1982Track finished · Next track: Swing chartConstructing range resistance from harmonic swing divisions60 readings
All readings on this track · 42 readings
  1. 1987Stochastic fast and slow construction as a rebuildable stack
  2. 1989Building the stochastic oscillator from close location
  3. 1990Monthly stochastics as a multi-year bond regime filter
  4. 1990Walk-forward screen for yen indicator rules
  5. 1990Slow stochastic construction for index pullback entries
  6. 1991Random Walk Index construction with an adaptive lookback
  7. 1991Building a two-stage stochastic oscillator from close location
  8. 1992Constructing fast and slow stochastic oscillator lines
  9. 1992Constructing nested stochastic lookbacks
  10. 1994Construct the four-state price-volume rank before filtering it
  11. 1996Crowded stochastics, false breakouts, and hidden stops
  12. 1997Fade and follow entries from stochastic extremes
  13. 1998Oversold confirmation as a staged rule-based-entry case
  14. 1999Constructing regular and slow stochastic oscillators
  15. 2001Construct a variable-interval simple moving average from stacked extremes
  16. 2001Threshold RSI and stochastic setups with next-bar stops
  17. 2001Two tests of a rate-adjusted earnings-yield gap
  18. 2002Constructing a two-line stochastic from a range-normalized close
  19. 2002Inspect mechanical stochastic daytrade rules on one bar
  20. 2003Constructing an adaptive stochastic RSI
  21. 2003Four parameters that construct a stochastic oscillator
  22. 2004Volume breakout as signal, pullback as entry
  23. 2004A first currency-market checklist with two averages and a slow stochastic
  24. 2005Shared-scale cycle indexes with companion oscillators
  25. 2005Current-bar versus prior-bar range construction for the stochastic oscillator
  26. 2005Two-session moving-average pullback short
  27. 2006Market condition as a permission layer for moving averages and oscillators
  28. 2008Lock the stop at support before sizing a stochastic entry
  29. 2010Construct a center-line volume oscillator and read it with a stochastic oscillator
  30. 2010Sharpened RSI turns with rainbow averages and a slow stochastic
  31. 2011Build a Spearman rank oscillator from ordered closes
  32. 2012Gold as a regime-dependent hedge in the euro-area crisis
  33. 2012Pairing moving averages with variable-length stochastics
  34. 2014Two-leg stochastic stress oscillator as a rebuild drill
  35. 2014Ingress dates as price bases for relative strength, stochastics, and moving averages
  36. 2017Constructing a dual EMA stochastic from range normalization
  37. 2018Constructing a two-stage stochastic RSI for comparable price-oscillator divergences
  38. 2018Combining a weekly stochastic, a long moving average, and two-day resistance
  39. 2018Weekly and daily stochastic readings with a long moving average and support
  40. 2018A confirming workflow for rotating from discretionary to staples
  41. 2019Stochastic scan thresholds, averages, and formula syntax
  42. 2020Constructing Slow %K as a two-stage helper
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