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1994issue C061

Hand-ranked price-volume series with stacked smoothing and stochastic

A four-state price-volume rank can be written by hand as integers and stored as a custom series. Ordinary studies then read that series in a fixed order: a longer exponential average, a shorter exponential overlay of that plot, a same-length double smooth, and a closes-only stochastic on the unchanged rank.

  • A price-volume-rank is a hand-assigned integer from 1 to 4 and can be stored as a custom-rank-series.
  • A 10-day exponential-moving-average is computed on that series, then a 5-day exponential-moving-average is applied to the already plotted 10-day average.
  • Double-smoothing is a 10-day exponential-moving-average of another 10-day exponential-moving-average of the same rank series.
  • A closes-only-stochastic on that series places the latest close between the lookback high and low closes and blends the reading with the prior oscillator value using equal 0.50 weights.
Entries in this reading3 entries
Current trackExponential smoothing183 readingsStochastic oscillator193 readingsMoving average597 readings

A hand rank as a numeric series

A price-volume-rank can be computed by hand and recorded as the integers 1 through 4. Each integer classifies a bar by its joint price and volume condition.

Once those rank values exist as a custom-rank-series, ordinary technical studies can be applied to them. The stored integers remain the input those studies read.

Stacked exponential averages

A 10-day exponential-moving-average can be computed directly on the rank series.

A 5-day exponential-moving-average can then be applied to that already plotted 10-day exponential average.

Double-smoothing is built by taking a 10-day exponential-moving-average of another 10-day exponential-moving-average of the rank series.

A closes-only stochastic on the same series

A closes-only-stochastic can be applied to the same rank series. That oscillator locates the latest close between the lookback high and low closes and blends the result with the prior oscillator value using equal 0.50 weights.

Educational research material, not investment advice. Historical source context does not establish present-day performance.
24 of 41 in the Exponential smoothing track
19951-9 pp.Next on Exponential smoothingRange expansion filter on multi-horizon averagesQuiet daily ranges are treated as typical range-bound trade, while a sharp expansion of daily true range relative to the interday close change is treated as a possible supply-demand shift, often but not always with higher volume.
All readings on this track · 41 readings
  1. 1984Matching average age across price filters
  2. 1984Residual-impact construction of exponential smoothers
  3. 1988Constructing simple and exponential moving averages as specified filters
  4. 1989Evaluating smoothed free reserves and funds-discount spreads
  5. 1990Integer construction of moving averages and exponential smoothing
  6. 1990Constructing incremental moving average filters
  7. 1991Constructing a double-smoothed stochastic oscillator
  8. 1991Constructing an exponential average from a smoothing weight
  9. 1991Constructing a double-smoothed momentum oscillator family
  10. 1991Competing certainty rules from exponential-average conditions
  11. 1991Hybrid construction of a mechanical timing system from smoothed signals
  12. 1991Constructing an exponential smoother from a moving-average length
  13. 1991Equivalent relative-strength-index constructions from a ratio and from smoothed momentum
  14. 1991Constructing the true strength index from double-smoothed momentum
  15. 1991True strength index from signed, double-smoothed momentum
  16. 1992Constructing exponential averages from simple lookbacks
  17. 1992Constructing exponential averages by the smoothing constant, startup length and lag
  18. 1992Nested range smoothing and windowed high-low damping
  19. 1992A weekly equity stance from the discount-bill spread
  20. 1993Double-smoothed stochastics momentum index construction
  21. 1993Constructing the true strength index with double exponential smoothing
  22. 1994Polarized fractal efficiency with a shared exponential smoother
  23. 1994Five-interval exponential smoothing of ten-interval signed path-efficiency
  24. 1994Hand-ranked price-volume series with stacked smoothing and stochastic
  25. 1995Range expansion filter on multi-horizon averages
  26. 1995The exponential smoothing constant from averaging lag
  27. 1997Construct a nested-average rainbow band and oscillator
  28. 1998Filter stacks that combine a moving average with exponential smoothing
  29. 2002Smoothed relative-strength construction from wilder-averaging and a price prefilter
  30. 2003Reverse-engineered RSI price targets
  31. 2004Piecewise trend quality from moving-average reversals
  32. 2004Nested smoothing recipes versus unaudited oscillator experiments
  33. 2008Weight construction beyond the N-day label
  34. 2010A consensus filter for objective RSI and smoothing construction
  35. 2012Sentiment-zone oscillator from signed closes
  36. 2012Classic RSI one-over-N smoothing versus the standard exponential average
  37. 2013Why exponential smoothing uses two over n plus one
  38. 2015Constructing ratio indicators with moving-average and exponential-smoothing weights
  39. 2015Slow relative-strength index from an exponentially smoothed price
  40. 2017Rebuilding the relative strength index as open-scale buy-sell pressure
  41. 2017Comparing Wilder and exponential smoothing inside a relative-strength index
By fieldIndicators and filters874 readingsBy year1994135 readings
All 183 readings tagged Exponential smoothing
Also on Exponential smoothing5 readings
1991Constructing a double-smoothed stochastic oscillator1993Double-smoothed stochastics momentum index construction1989A variable-sensitivity stochastic built on three-sigma bounds1991Constructing a double-smoothed momentum oscillator family1991Signed midpoint range oscillator from stochastic and Williams