Created
November 29, 2020 16:44
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Compute stochastic from OHLC dataframe which give the same value as Trading View Stoch(14, 3, 5)
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| # I was not able to retrieve same results as Trading View with talib STOCH function... | |
| # I may misuse talib params but I found it easier to rewrite the computation, following Trading View doc | |
| # https://www.tradingview.com/support/solutions/43000502332-stochastic-stoch/ | |
| # watchout on your params ;) | |
| stoch = 100 * (dataframe['close'] - dataframe['low'].rolling(14).min()) / (dataframe['high'].rolling(14).max() - dataframe['low'].rolling(14).min()) | |
| dataframe['stoch_slowk'] = ta.SMA(stoch, 5) | |
| dataframe['stoch_slowd'] = ta.SMA(dataframe['stoch_slowk'], 3) |
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This parameters gives the same result:
slowk, slowd = ta.STOCH(dataframe['high'], dataframe['low'], dataframe['close'], fastk_period=14, slowk_period=5, slowk_matype=0, slowd_period=3, slowd_matype=0)