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Re: Stochastic Comparison



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At 06:06 AM 12/15/97 -0800, you wrote:
>I'm  trying to put a stochastic calculation in a spread sheet
>and compare it with the same calculation in TS.  The basic
>formula I'm using for %D is 100*(H3/L3), where H3 = (Close-
>Low of past x days) and L3 = (High of past x days - Low of 
>past x days).  Both H3 and L3 are three day sums.  Needless to say,
>the spreadsheet values and the TS values are close, but not the
>same, as they should be....Any ideas...TIA..jackb in seattle-:)

I have struggled in the past to make Stochastics
from different packages agree.

There are slight differences in formulas out there.

Some use the averages of the 3 days, and put them into the
ratio, and others take the ratio first, then take the
averages. Can't remember the details, but it all
became clear at the end.

Regards.
Mike Gossland
gossland@xxxxxxxxxx
http://www.titantrading.com/