KDJ Stochastic (KDJ)

Summary

The stochastic oscillator as it is drawn on Chinese-market platforms: the Slow-%K and Slow-%D lines plus a third line J that amplifies the gap between them. K and D are read like any stochastic — above 80 overbought, below 20 oversold, a K/D crossing signalling a momentum shift — while J is a divergence gauge whose excursions outside the 0-100 band mark the strongest moves. Both smoothing stages default to Wilder's moving average, which is the smoother the original formula language specifies; selecting a simple moving average for both reproduces the classic Slow Stochastic with a J line attached.

Formula

RSV = 100*(Close - LL_n)/(HH_n - LL_n), n = FastK_Period (LL/HH = lowest low / highest high over n) K = MA(RSV, SlowK_Period, SlowK_MAType) D = MA(K, SlowD_Period, SlowD_MAType) J = 3K - 2D

Notes

The default smoothing is Wilder's moving average. The originating 通达信 (Tongdaxin) formula language writes each stage as SMA(X, N, 1), a recurrence with weight 1/N on the new value, which is Wilder's smoothing under another name — not a simple average.
How that recurrence is started is a TA-Lib house convention, not something the originating specification settles: like every other Wilder-smoothed function here, the first value is the simple average of the first N inputs, and callers who want the transient gone set the unstable period. Platforms that seed the recurrence at 50, or at the first raw value, differ for the first several dozen bars.
J is deliberately unbounded. It leaves the 0-100 band routinely and is never clamped.
When the high-low range over the window is zero, the raw stochastic is set to 0 instead of being undefined.

Inputs

inHigh — High price of each bar
inLow — Low price of each bar
inClose — Close price of each bar

Outputs

outK — Raw stochastic smoothed by SlowK_Period MA
outD — Signal line: K smoothed by SlowD_Period MA
outJ — Divergence line, three parts K less two parts D

Parameters

Parameter	Type	Default	Accepted values	Description
`optInFastK_Period`	integer	9	1–100000	Lookback window for the raw stochastic high-low range
`optInSlowK_Period`	integer	3	1–100000	Smoothing period turning the raw stochastic into K
`optInSlowK_MAType`	MAType	RMA (13)	any MAType	MA type used to smooth into K
`optInSlowD_Period`	integer	3	1–100000	Smoothing period for the D signal line
`optInSlowD_MAType`	MAType	RMA (13)	any MAType	MA type used for the D line

MAType values: 0 SMA · 1 EMA · 2 WMA · 3 DEMA · 4 TEMA · 5 TRIMA · 6 KAMA · 7 MAMA · 8 T3 · 9 HMA · 10 DISABLED · 11 DEFAULT · 12 ZLEMA · 13 RMA

Properties

Numerical Stability: Depends on MA Type — This function's default, RMA, has an initial unstable period.


☐ Overlap Input
✅ Independent Y-Axis i
☐ Candlestick
☐ Can Output NaN or ±Inf
☐ Identity at Period 1

Implementation

TA-Lib Definition: kdj.c · kdj.yaml

Native	File
C	`ta_KDJ.c`
Rust	`kdj.rs`
Java	`Core_KDJ.java`

TA-Lib is also available for Python, R and more using a wrapper.

Aliases

KDJ Indicator, Random Index, Stochastic KDJ, K D J lines