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I Stochastic

3โ€ฏ770
#Istoch #Version_2.0.3 #Stochastic
Hello traders from all over the world! Following my last publish on I MACD indicator, today I brought up another powerful customizing tool. This time, it might be good news for those traders with blind faiths on Stochastic and any other related indicators like Stochastic RSI. Stochastic is renowned for its usefulness of identifying market cycle turns that alternate pressure of bulls and bears. Accordingly, along with RSI and MACD, Stochastic is also known as one of the popular technical indicators in recent market regardless of asset and commodity types.

Developed by George Lane in the late 1950s, Stochastic is computed by dividing difference between current and minimum value, by the difference between the maximum and minimum value within a specific range (%K Length, default = 14) as shown in the formula below. Generally, a MA(Moving Average) is used in combination with the Stochastic line whereas the %D smoothing (Default = 3) refers to the length of this MA. Keep in mind that the crosses of these two lines are considered as significantly signals particularly when they appear on the overbought/oversold zone.
Stoch = (Current Price โ€“ Min Price) / (Max Price โ€“ Min Price)

Stochastic RSI is pretty much the same concept except that it derives its value from the RSI instead of the actual price as shown in the formula below. In other words, StochRSI is basically Stochastic of the RSI. Recently, it seems that many traders prefer StochRSI over classic Stochastic considering the virtue of StochRSI that it reflects proper degree of wave. Furthermore, StochRSI filters out many false signals by smoothing out the noises and outliers, compared to the regular Stochastic.
StochRSI = (Current RSI โ€“ Min RSI) / (Max RSI โ€“ Min RSI)

Anyhow, it surely has been verified that โ€œStochastic-fyingโ€ the RSI is technically beneficial when comprehending the market trends and spotting the potential trend reversal points. But what if other indicators instead of RSI was combined with the Stochastic? There are countless cutting-edge technical indicators developed by many traders in contemporary markets that are better fitted to the recent markets. This idea inspired me to create this tool that we can test other combinations of different parameters and indicators used within the Stochastic.

I Stoch provides traders the perfect back-testing environment for Stochastic indicator. Why not Stochastic CCI, ATR, CMO, MFI, and ROC? There might be better combinations of setups that are more optimal within the Stochastic. With this, you can design and test various types of indicators to โ€œStochastic-fyโ€ also with different settings, lengths or sensitivities just fitted for your own trading style. For example, I found 14, 14, 60, 60, EMA(instead of SMA), and RSI parameters useful for myself which is the default setting.
Snapshot

Furthermore, for your convenience I added a few extra side features in setting as listed below. You can turn these on and off accordingly to your preferences and circumstances.
1. Crossovers of Stochastic line and MA: Death-crosses on overbought and golden-crosses on oversold area are signaled with vertical lines.
2. Histogram: Just like the MACD oscillator, this feature visualizes the distance between the Stochastic line and the MA. The greater histogram bar is the wider the distance is between these two lines.
3. Divergence Sensitivity: This feature spots both the regular and hidden divergences of Stochastic line. Higher sensitivity searches for the divergences within the waves of the larger degree and vice versa for the lower sensitivity.

Please let me know if you get to find out some insightful combinations of parameters. Thank you. Your subscriptions, likes, and comments inspire me a lot!


#Istoch #์Šคํ† ์บ์Šคํ‹ฑ
์•ˆ๋…•ํ•˜์„ธ์š” ํŠธ๋ ˆ์ด๋” ์—ฌ๋Ÿฌ๋ถ„. ํ† ๋ฏธ์ž…๋‹ˆ๋‹ค.
์ง€๋‚œ๋ฒˆ I MACD๋ผ๋Š” ์ปค์Šคํ„ฐ๋งˆ์ด์ง• ์ง€ํ‘œ์— ์ด์–ด ์ œ๊ฐ€ ์ตœ๊ทผ์— ์˜ค๋žœ ๊ณต์„ ๋“ค์ธ I Stochastic ์ง€ํ‘œ์— ๋Œ€ํ•ด ์†Œ๊ฐœ๋„ ๋“œ๋ฆด ๊ฒธ ๊ฐ„๋‹จํ•œ ๊ฐ•์˜๋ฅผ ์ค€๋น„ํ•ด๋ดค์Šต๋‹ˆ๋‹ค.
1950๋…„๋Œ€ George Lane์ด๋ผ๋Š” ์‚ฌ๋žŒ์— ์˜ํ•ด ๊ฐœ๋ฐœ๋œ ์Šคํ† ์บ์Šคํ‹ฑ์€ RSI ๊ทธ๋ฆฌ๊ณ  MACD์™€ ๋”๋ถˆ์–ด ์š”์ฆ˜ ์ฐจํŠธ ์„ธ๊ณ„์—์„œ ๊ฐ€์žฅ ๋Œ€์ค‘์ ์œผ๋กœ ์ด์šฉ๋˜๋Š” ๋ณด์กฐ์ง€ํ‘œ์ž…๋‹ˆ๋‹ค. ์•„๋ž˜ ๊ณต์‹๊ณผ ๊ฐ™์ด ๋ณธ ์ง€ํ‘œ๋Š” ์ฃผ์–ด์ง„ ๊ธฐ๊ฐ„ ๋™์•ˆ์˜ ๊ฐ€๊ฒฉ ๋ณ€๋™ํญ๊ณผ ํ˜„์žฌ ๊ฐ€๊ฒฉ์˜ ์ƒ๋Œ€์  ๊ด€๊ณ„๋ฅผ ํ†ตํ•ด ํ˜„ ์ถ”์„ธ์˜ ์ •๋„์™€ ์ž ์žฌ์  ๋ณ€๊ณก์ ์„ ์•Œ๋ ค์ค๋‹ˆ๋‹ค. ๋‹ค๋ฅธ ์ง€ํ‘œ๋“ค์— ๋น„ํ•ด ๋…ธ์ด์ฆˆ ๋นˆ๋„๋Š” ์กฐ๊ธˆ ๋†’์ง€๋งŒ ์ถ”์„ธ ๋ฐ˜์ „ ์‹ ํ˜ธ๋ฅผ ๊ฝค ๋นจ๋ฆฌ ์•Œ๋ ค์ค€๋‹ค๋Š” ์ ๊ณผ ํ•ด์„์ด ์ง๊ด€์ ์ด๋ผ๋Š” ์ ์—์„œ ์š”์ฆ˜ ๋งŽ์€ ํŠธ๋ ˆ์ด๋”๋ถ„๋“ค์˜ ์ตœ์•  ์ง€ํ‘œ ์ค‘ ํ•˜๋‚˜๋กœ ๋ฝ‘ํž™๋‹ˆ๋‹ค.
์Šคํ† ์บ์Šคํ‹ฑ = (ํ˜„์žฌ๊ฐ€ - K๊ธธ์ด ์ค‘ ์ตœ์ €๊ฐ€) / (K๊ธธ์ด ์ค‘ ์ตœ๊ณ ๊ฐ€ โ€“ K๊ธธ์ด ์ค‘ ์ตœ์ €๊ฐ€)

ํ•œํŽธ ์Šคํ† ์บ์Šคํ‹ฑ RSI๋Š” ์ฃผ๊ฐ€๊ฐ€ ์•„๋‹Œ RSI์—์„œ ๋„์ถœํ•œ ๊ฐ’์„ ์Šคํ† ์บ์Šคํ‹ฑํ™” ์‹œ์ผœ๋†“์€ ๋ณด์กฐ์ง€ํ‘œ์ด๋ฉฐ ์•„๋ž˜ ๊ณต์‹์—์„œ ๋ณด์‹ค ์ˆ˜ ์žˆ๋“ฏ ๋‹ค๋ฅธ ๋ง๋กœ RSI์˜ ์Šคํ† ์บ์Šคํ‹ฑ์ด๋ผ๊ณ  ๋ณด์‹œ๋ฉด ๋ฉ๋‹ˆ๋‹ค. ์ตœ๊ทผ์—๋Š” ์ผ๋ฐ˜ ์Šคํ† ์บ์Šคํ‹ฑ๋ณด๋‹ค ํŒŒ๋™์˜ ์‚ฌ์ดํด์„ ๋” ์ž˜ ๋ฐ˜์˜ํ•˜๊ณ  ๋…ธ์ด์ฆˆ ๋ฐ Outlier๋“ค์„ ์ž˜ ์ฒ˜๋ฆฌํ•ด์ค€๋‹ค๋Š” ์žฅ์ ๋“ค ๋•Œ๋ฌธ์— ์Šคํ† ์บ์Šคํ‹ฑ RSI๋ฅผ ๋” ์„ ํ˜ธํ•˜๋Š” ํŠธ๋ ˆ์ด๋”๋ถ„๋“ค์ด ๋งŽ์•„์กŒ์Šต๋‹ˆ๋‹ค.
์Šคํ† ์บ์Šคํ‹ฑ RSI = (ํ˜„์žฌ RSI โ€“ K๊ธธ์ด ์ค‘ ์ตœ์ € RSI) / (K๊ธธ์ด ์ค‘ ์ตœ๊ณ  RSI โ€“ K๊ธธ์ด ์ค‘ ์ตœ์ € RSI)

์ด๋ ‡๋“ฏ RSI๋ฅผ ์Šคํ† ์บ์Šคํ‹ฑํ™”ํ•œ ์ง€ํ‘œ๋Š” ์กด์žฌํ•˜๋Š”๋ฐ ์™œ CCI, MFO, ๊ทธ๋ฆฌ๊ณ  CMO ๋“ฑ ๋‹ค๋ฅธ ์ง€ํ‘œ๋ฅผ ์Šคํ† ์บ์Šคํ‹ฑํ™”ํ•œ ์ง€ํ‘œ๋Š” ์—†์„๊นŒ์š”? ์™œ ์Šคํ† ์บ์Šคํ‹ฑ CCI, ์Šคํ† ์บ์Šคํ‹ฑ MFO, ๊ทธ๋ฆฌ๊ณ  ์Šคํ† ์บ์Šคํ‹ฑ CMO๋Š” ์•ˆ์“ธ๊นŒ์š”? ์š”์ฆ˜ ๋ชจ๋‘ ๋‹ค ๋น„์Šทํ•œ ์ง€ํ‘œ๋“ค์„ ๋ณด๋Š” ๋งˆ๋‹น์— ๋” ์ข‹์€ ์กฐํ•ฉ์˜ ์Šคํ† ์บ์Šคํ‹ฑ ์ง€ํ‘œ๊ฐ€ ์กด์žฌํ•˜์ง€ ์•Š์„๊นŒ์š”? ์ด๋Ÿฌํ•œ ๋ฐœ์ƒ์„ ์‹œ์ž‘์œผ๋กœ ์ด๊ฒƒ์ €๊ฒƒ ํ…Œ์ŠคํŒ…๋„ ํ•ด๋ณผ ๊ฒธ ํ•ด๋‹น ์ง€ํ‘œ์˜ ์ตœ์ ํ™” ํ…Œ์ŠคํŒ… ํˆด์„ ๋งŒ๋“ค์–ด๋ดค์Šต๋‹ˆ๋‹ค. RSI๊ฐ€ ์•„๋‹Œ ๋‹ค๋ฅธ ๋ณด์กฐ์ง€ํ‘œ๋“ค๋„ ํด๋ฆญ ํ•˜๋‚˜๋กœ ์‰ฝ๊ฒŒ ์Šคํ† ์บ์Šคํ‹ฑํ™” ์‹œํ‚ฌ ์ˆ˜ ์žˆ๊ฒŒ๋” ๋””์ž์ธํ•ด๋ดค์Šต๋‹ˆ๋‹ค.

์˜ค๋Š˜๋‚  ๋ณดํŽธ์ ์œผ๋กœ ์‚ฌ์šฉ๋˜๊ณ  ์žˆ๋Š” ์Šคํ† ์บ์Šคํ‹ฑ RSI ๊ธฐ๋ณธ ์„ค์ • ๊ฐ’์€ 3, 3, 14, 14 SMA์ž…๋‹ˆ๋‹ค. RSI ๋ณด๋‹ค ์Šคํ† ์บ์Šคํ‹ฑ์— ๋” ์ž˜ ๋งž๋Š” ์ง€ํ‘œ ์ข…๋ฅ˜๋ฟ๋งŒ ์•„๋‹ˆ๋ผ ๋” ์ตœ์ ํ™”๋œ ํŒŒ๋ผ๋ฏธํ„ฐ ๊ฐ’๋“ค์ด ๋ถ„๋ช… ์กด์žฌํ•  ๊ฒ๋‹ˆ๋‹ค. ์—ฌ๋Ÿฌ ์กฐํ•ฉ์˜ ํ…Œ์ŠคํŠธ๋ฅผ ํ†ตํ•ด ์ฃผ๊ฐ€๋ฅผ ๋” ์ž˜ ๋ฐ˜์˜ํ•˜๋Š” ์„ค์ • ๊ฐ’์„ ์ฐพ์•„๋ณด๋ฉด ์ข‹์„ ๋“ฏ ์‹ถ์Šต๋‹ˆ๋‹ค. ์ œ๊ฐ€ ์ฐพ์€ ์Šคํ† ์บ์Šคํ‹ฑ RSI ์„ค์ • ๊ฐ’์€ 14, 14, 60, 60 EMA๋กœ ๊ธฐ์กด๋ณด๋‹ค ์กฐ๊ธˆ ๋” ํฐ ์ถ”์„ธ๋ฅผ ๋ฐ˜์˜ํ•ด์ฃผ๋Š” ๋‚˜์˜์ง€ ์•Š์€ ์กฐํ•ฉ์ธ๋“ฏ ์‹ถ์–ด ๋””ํดํŠธ ๊ฐ’์œผ๋กœ ์„ค์ •ํ•ด ๋‘์—ˆ์Šต๋‹ˆ๋‹ค. ์—ฌ๋Ÿฌ๋ถ„๋“ค๋„ ๊ดœ์ฐฎ์€ ์ง€ํ‘œ ์ข…๋ฅ˜ ๋ฐ ์„ค์ • ๊ฐ’๋“ค ์ฐพ์œผ๋ฉด ์น˜์‚ฌํ•˜๊ฒŒ ํ˜ผ์ž ์“ฐ์ง€ ๋ง๊ณ  ๊ผญ ๊ณต์œ  ๋ถ€ํƒ๋“œ๋ฆฝ๋‹ˆ๋‹ค!

๋˜ํ•œ ์ฃผ์š” ์‹œ๊ทธ๋„๋“ค์„ ์‰ฝ๊ฒŒ ์žก์•„๋‚ผ ์ˆ˜ ์žˆ๊ฒŒ ์•„๋ž˜์™€ ๊ฐ™์ด ๋ช‡๊ฐ€์ง€ ์ž๋™ ๊ธฐ๋Šฅ๋“ค์„ ์ถ”๊ฐ€ํ–ˆ์Šต๋‹ˆ๋‹ค. ์—ฌ๋Ÿฌ๋ถ„๋“ค์˜ ํŽธ์˜์™€ ์ƒํ™ฉ์— ๋”ฐ๋ผ ์‚ฌ์šฉํ•˜์…”๋„ ๋˜๊ณ  ๊ฑฐ์Šฌ๋ฆฌ๋ฉด ๋„์…”๋„ ๋ฉ๋‹ˆ๋‹ค.
1. ์Šคํ† ์บ์Šคํ‹ฑ ๋‘ ์„ ๋“ค์˜ ํฌ๋กœ์Šค: ๊ณผ๋งค์ˆ˜ ๊ตฌ๊ฐ„์—์„œ ๋ฐ๋“œํฌ๋กœ์Šค, ๊ณผ๋งค๋„ ๊ตฌ๊ฐ„์—์„œ ๊ณจ๋“ ํฌ๋กœ์Šค๊ฐ€ ๋ฐœ์ƒํ•˜๋ฉด ์„ธ๋กœ์ค„์ด ๋– ์„œ ์•Œ๋ ค์ค๋‹ˆ๋‹ค. ์ด ์ค„์ด ๋œจ๋ฉด ์–ด๋Š์ •๋„ ์ถ”์„ธ์˜ ๋ณ€ํ™˜์˜ ์‹œ๊ทธ๋„๋กœ ๋ณผ ์ˆ˜ ์žˆ์Šต๋‹ˆ๋‹ค.
2. ํžˆ์Šคํ† ๊ทธ๋žจ: MACD์ฒ˜๋Ÿผ ๋‘ ์„ ๋“ค์˜ ์ด๊ฒฉ๋„ ํ˜น์€ ๊ฐ„๊ฒฉ์„ ํžˆ์Šคํ† ๊ทธ๋žจ ์˜ค์‹ค๋ ˆ์ดํ„ฐ์ฒ˜๋Ÿผ ํ‘œ์‹œํ•ด์ฃผ๋Š” ๊ธฐ๋Šฅ์ž…๋‹ˆ๋‹ค. ํ˜น์‹œ ๋ชฐ๋ผ์„œ ๋„ฃ์—ˆ์Šต๋‹ˆ๋‹ค.
3. ๋‹ค์ด๋ฒ„์ „์Šค ๋ฐ ๋ฏผ๊ฐ๋„: ์Šคํ† ์บ์Šคํ‹ฑ ์„ ์˜ ๋‹ค์ด๋ฒ„์ „์Šค๋ฅผ ํ‘œ์‹œํ•ด์ค๋‹ˆ๋‹ค. ๋ฏผ๊ฐ๋„๋ฅผ ํ‚ค์šธ์ˆ˜๋ก ๋” ํฐ ๋‹จ์œ„์˜ ํŒŒ๋™ ์‚ฌ์ดํด์„ ๊ธฐ๋ฐ˜์œผ๋กœ ๋‹ค์ด๋ฒ„์ „์Šค๋ฅผ ์žก์•„๋ƒ…๋‹ˆ๋‹ค.

ํŠธ๋ ˆ์ด๋”ฉ๋ทฐ ์ฐจํŠธ ์ƒ๋‹จ ์ง€ํ‘œ ์ฐฝ์— I Stoch ๊ฒ€์ƒ‰ํ•˜์‹œ๊ฑฐ๋‚˜ ๋ฐ‘์— ์ฆ๊ฒจ์ฐพ๊ธฐ ์ธ๋””์ผ€์ดํ„ฐ ๋„ฃ๊ธฐ ํด๋ฆญํ•˜์‹œ๋ฉด ์‚ฌ์šฉํ•˜์‹ค ์ˆ˜ ์žˆ์Šต๋‹ˆ๋‹ค. ๊ทธ๋Ÿผ ์ด๋งŒ ๋งˆ์น˜๊ฒ ์Šต๋‹ˆ๋‹ค. ๊ฐ์‚ฌํ•ฉ๋‹ˆ๋‹ค.

์—ฌ๋Ÿฌ๋ถ„์˜ ๊ตฌ๋…, ์ข‹์•„์š”, ๊ทธ๋ฆฌ๊ณ  ๋Œ“๊ธ€์€ ์ €์—๊ฒŒ ํฐ ๋™๊ธฐ๋ถ€์—ฌ๊ฐ€ ๋ฉ๋‹ˆ๋‹ค.

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