1. What is a Stochastic Oscillator?
The Stochastic Oscillator is an indicator developed by George Lane in the 1950s. Its basic logic is to compare the closing price of a financial asset with the price range over a certain time period.
Main Assumption:
Prices typically close near the top of the range in an uptrend and near the bottom in a downtrend.
This indicator contains two lines:
%K: Main line (often called fast stochastic).
%D: Moving average of the %K line (signal line).
Stochastic Oscillator
2. How Does the Stochastic Oscillator Work?
The oscillator produces a value between 0 and 100. This value indicates whether prices are in overbought or oversold territory.
General Comment:
80 and above: Overbought (potential selling opportunity).
20 and below: Oversold (potential buying opportunity).
The intersections of the %K and %D lines can be interpreted as trend reversal signals.
Divergences (Incompatibilities):
If the price makes a new high but the oscillator fails to do so, this could be a bearish signal.
If the price makes a new low but the oscillator fails to do so, this could be a bullish signal.
3. How to Calculate Stochastic Oscillator?
Stochastic oscillator calculation consists of three steps:
Step 1: Calculating %K
%K= (Closing Price − Lowest Price) / (Highest Price – Lowest Price) * 100
Closing Price: The last price for a given period.
Lowest Price: The lowest price during a specified period.
Highest Price: The highest price during a given period.
Step 2: Calculating %D
The moving average of %K is taken:
\%D = \text{n-period moving average(%K)}
Step 3: Time Range Selection
The standard setting is usually 14 periods (for example, 14 days of price data).
This setting can be changed by the user.
4. Advantages and Disadvantages
Advantages:
Simple and easy to apply.
Effective in identifying momentum and overbought/oversold zones.
Can be used in different time zones.
Disadvantages:
Can generate false signals (especially in sideways markets).
It may be misleading if not supported by other indicators.
5. Application Area and Strategies
Basic Strategies
Cutting Strategy: Watch for the intersection of the %K and %D lines.
Overbought/Oversold Strategy: Consider entering a trade when readings move below 20 or above 80.
Divergence Strategy: Watch for divergences between price and oscillator.
In Which Markets Is It Used?
It is frequently used in volatile markets such as stocks, currency pairs, commodities and cryptocurrencies.
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