Stochastic
What SteadyEdge calculates
This page documents the exact runtime calculation for the listed filter IDs. Formula symbols use O , H , L , C , and V for the current candle open, high, low, close, and volume; p is the configured lookback.
- Registry filter IDs: stochastic
Exact formula
HH_t = max(H_(t-p+1), ..., H_t)
LL_t = min(L_(t-p+1), ..., L_t)
rawK = 100 * (C_t - LL_t) / (HH_t - LL_t)
K = SMA(rawK, smooth_k)
if HH_t = LL_t: rawK = 50
Parameters, defaults, and bounds
- period_k : default 14 ; 1–100
- smooth_k : default 1 ; 1–20
How the rule passes
above requires a strict > comparison.
below requires a strict < comparison.
Data, timing, and warm-up
Candle filters use the rule timeframe and the latest candle at or before the evaluation time. A non-finite calculated value does not pass.
Every rule in the same filter set must pass. Test Filters and a backtest validate the complete set.
Related articles
- Filters Reference
- How Entry Filters Work
- Timeframe, Operator, Value, And Params