Supported Indicators
Stochastic
Introduction
This indicator computes the Slow Stochastics %K and %D. The Fast Stochastics %K is is computed by (Current Close Price - Lowest Price of given Period) / (Highest Price of given Period - Lowest Price of given Period) multiplied by 100. Once the Fast Stochastics %K is calculated the Slow Stochastic %K is calculated by the average/smoothed price of of the Fast %K with the given period. The Slow Stochastics %D is then derived from the Slow Stochastics %K with the given period.
To view the implementation of this indicator, see the LEAN GitHub repository.
Using STO Indicator
To create an automatic indicators for Stochastic
, call the STO
helper method from the QCAlgorithm
class. The STO
method creates a Stochastic
object, hooks it up for automatic updates, and returns it so you can used it in your algorithm. In most cases, you should call the helper method in the Initialize
method.
public class StochasticAlgorithm : QCAlgorithm { private Symbol _symbol; private Stochastic _sto; public override void Initialize() { _symbol = AddEquity("SPY", Resolution.Daily).Symbol; _sto = STO(_symbol, 20, 10, 20); } public override void OnData(Slice data) { if (_sto.IsReady) { // The current value of _sto is represented by itself (_sto) // or _sto.Current.Value Plot("Stochastic", "sto", _sto); // Plot all properties of sto Plot("Stochastic", "faststoch", _sto.FastStoch); Plot("Stochastic", "stochk", _sto.StochK); Plot("Stochastic", "stochd", _sto.StochD); } } }
class StochasticAlgorithm(QCAlgorithm): def Initialize(self) -> None: self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol self.sto = self.STO(self.symbol, 20, 10, 20) def OnData(self, slice: Slice) -> None: if self.sto.IsReady: # The current value of self.sto is represented by self.sto.Current.Value self.Plot("Stochastic", "sto", self.sto.Current.Value) # Plot all attributes of self.sto self.Plot("Stochastic", "faststoch", self.sto.FastStoch.Current.Value) self.Plot("Stochastic", "stochk", self.sto.StochK.Current.Value) self.Plot("Stochastic", "stochd", self.sto.StochD.Current.Value)
The following reference table describes the STO
method:
STO()1/2
Stochastic QuantConnect.Algorithm.QCAlgorithm.STO (Symbol
symbol,Int32
period,Int32
kPeriod,Int32
dPeriod,*Nullable<Resolution>
resolution,*Func<IBaseData, TradeBar>
selector )
Creates a new Stochastic indicator.
STO()2/2
Stochastic QuantConnect.Algorithm.QCAlgorithm.STO (Symbol
symbol,Int32
period,*Nullable<Resolution>
resolution,*Func<IBaseData, TradeBar>
selector )
Overload short hand to create a new Stochastic indicator; defaulting to the 3 period for dStoch.
If you don't provide a resolution, it defaults to the security resolution. If you provide a resolution, it must be greater than or equal to the resolution of the security. For instance, if you subscribe to hourly data for a security, you should update its indicator with data that spans 1 hour or longer.
For more information about the selector argument, see Alternative Price Fields.
For more information about plotting indicators, see Plotting Indicators.
You can manually create a Stochastic
indicator, so it doesn't automatically update. Manual indicators let you update their values with any data you choose.
Updating your indicator manually enables you to control when the indicator is updated and what data you use to update it. To manually update the indicator, call the Update
method with a TradeBar
, or QuoteBar
. The indicator will only be ready after you prime it with enough data.
public class StochasticAlgorithm : QCAlgorithm { private Symbol _symbol; private Stochastic _sto; public override void Initialize() { _symbol = AddEquity("SPY", Resolution.Daily).Symbol; _sto = new Stochastic(20, 10, 20); } public override void OnData(Slice data) { if (data.Bars.TryGeValue(_symbol, out var bar)) { _sto.Update(bar); } if (_sto.IsReady) { // The current value of _sto is represented by itself (_sto) // or _sto.Current.Value Plot("Stochastic", "sto", _sto); // Plot all properties of sto Plot("Stochastic", "faststoch", _sto.FastStoch); Plot("Stochastic", "stochk", _sto.StochK); Plot("Stochastic", "stochd", _sto.StochD); } } }
class StochasticAlgorithm(QCAlgorithm): def Initialize(self) -> None: self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol self.sto = Stochastic(20, 10, 20) def OnData(self, slice: Slice) -> None: bar = slice.Bars.get(self.symbol) if bar: self.sto.Update(bar) if self.sto.IsReady: # The current value of self.sto is represented by self.sto.Current.Value self.Plot("Stochastic", "sto", self.sto.Current.Value) # Plot all attributes of self.sto self.Plot("Stochastic", "faststoch", self.sto.FastStoch.Current.Value) self.Plot("Stochastic", "stochk", self.sto.StochK.Current.Value) self.Plot("Stochastic", "stochd", self.sto.StochD.Current.Value)
To register a manual indicator for automatic updates with the security data, call the RegisterIndicator
method.
public class StochasticAlgorithm : QCAlgorithm { private Symbol _symbol; private Stochastic _sto; public override void Initialize() { _symbol = AddEquity("SPY", Resolution.Daily).Symbol; _sto = new Stochastic(20, 10, 20); RegisterIndicator(_symbol, _sto, Resolution.Daily); } public override void OnData(Slice data) { if (_sto.IsReady) { // The current value of _sto is represented by itself (_sto) // or _sto.Current.Value Plot("Stochastic", "sto", _sto); // Plot all properties of sto Plot("Stochastic", "faststoch", _sto.FastStoch); Plot("Stochastic", "stochk", _sto.StochK); Plot("Stochastic", "stochd", _sto.StochD); } } }
class StochasticAlgorithm(QCAlgorithm): def Initialize(self) -> None: self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol self.sto = Stochastic(20, 10, 20) self.RegisterIndicator(self.symbol, self.sto, Resolution.Daily) def OnData(self, slice: Slice) -> None: if self.sto.IsReady: # The current value of self.sto is represented by self.sto.Current.Value self.Plot("Stochastic", "sto", self.sto.Current.Value) # Plot all attributes of self.sto self.Plot("Stochastic", "faststoch", self.sto.FastStoch.Current.Value) self.Plot("Stochastic", "stochk", self.sto.StochK.Current.Value) self.Plot("Stochastic", "stochd", self.sto.StochD.Current.Value)
The following reference table describes the Stochastic
constructor:
Stochastic()1/2
Stochastic QuantConnect.Indicators.Stochastic (string
name,int
period,int
kPeriod,int
dPeriod )
Creates a new Stochastics Indicator from the specified periods.
Stochastic()2/2
Stochastic QuantConnect.Indicators.Stochastic (int
period,int
kPeriod,int
dPeriod )
Creates a new Stochastic
indicator from the specified inputs.
Visualization
The following image shows plot values of selected properties of Stochastic
using the plotly library.
