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Fixed STC calculation + test #99
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peerchemist
reviewed
Oct 20, 2020
finta/finta.py
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| STOD_DoubleSmooth = STOD.rolling(window=d_period).mean() # "double smoothed" | ||
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| # Name the series | ||
| if name is None: |
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This is not standard, it is not used anywhere else in the library.
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Can you pls squash this into 1 commit? |
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It's fixed |
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That is good, thank you for your effort. +1 |
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STC calculation is a double smoothed Stoch on the MACD. The source you were using (referenced in doc string) schaff equation makes no sense. This version aligns with what is produced on Yahoo Finance and TOS.
Calculation:
MACD = macd("close", fast, slow)
K_LINE, D_LINE = fastStoch(macd, k_period, d_period)
STC = sma(D_LINE, d_period) // second smoothing on d line
Notes:
Some sources use a default second smoothing period of 3. Some default to half the k_period. And some just let you choose the d_period.
Referenced Source:
https://tlc.thinkorswim.com/center/reference/Tech-Indicators/studies-library/R-S/SchaffTrendCycle