Stochastic (STOCH)

Summary

Slow Stochastic oscillator: locates the close within the high-low range over a lookback period, then double-smooths it. Returns the Slow-%K and Slow-%D lines. SlowK/SlowD > 80 overbought, < 20 oversold; %K crossing %D signals momentum shifts.

Chart

Reference data (CSV) · Chart (SVG)

Chart metadata i

Outputs

• outSlowK: line · zero · positive · negative · levels: 20, 80
• outSlowD: dash_line · zero · positive · negative

Formula

FastK = 100*(Close - LL_n)/(HH_n - LL_n), n = FastK_Period (LL/HH = lowest low / highest high over n) SlowK = MA(FastK, SlowK_Period, SlowK_MAType) SlowD = MA(SlowK, SlowD_Period, SlowD_MAType)

Notes

• 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

• outSlowK — Raw FastK smoothed by SlowK_Period MA
• outSlowD — Signal line: SlowK smoothed by SlowD_Period MA

Parameters

Parameter	Type	Default	Accepted values	Description
optInFastK_Period	integer	5	1–100000	Lookback window for the raw %K high-low range
optInSlowK_Period	integer	3	1–100000	Smoothing period turning FastK into SlowK
optInSlowK_MAType	MAType	SMA (0)	any MAType	MA type used to smooth into SlowK
optInSlowD_Period	integer	3	1–100000	Smoothing period for the SlowD signal line
optInSlowD_MAType	MAType	SMA (0)	any MAType	MA type used for the SlowD 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 · 14 VIDYA · 15 ALMA

Properties

Numerical Stability: Depends on MA Type — This function's default, SMA, is start-independent.

☐ Overlap Input
✅ Independent Y-Axis i
☐ Candlestick
☐ Display Shift

☐ Can Output NaN or ±Inf
☐ Identity at Period 1
☐ Uses Transcendental
☐ Input Must Be Positive

Example

C

#include <stdio.h>
#include <ta_libc.h>

int n = 252;
double high[252]; /* your data, oldest first */
double low[252]; /* your data, oldest first */
double close[252]; /* your data, oldest first */
double slowK[252], slowD[252];
int outBegIdx, outNBElement;

TA_Initialize();
TA_STOCH( 0, n - 1, high, low, close, 5, 3, TA_MAType_SMA, 3, TA_MAType_SMA,
          &outBegIdx, &outNBElement, slowK, slowD );
printf( "%d values from bar %d; last slowK = %f\n", outNBElement, outBegIdx, slowK[outNBElement - 1] );

Rust

use ta_lib::{Core, MAType};

let high = vec![0.0; 252]; // your data, oldest first
let low = vec![0.0; 252]; // your data, oldest first
let close = vec![0.0; 252]; // your data, oldest first
let mut slow_k = vec![0.0; 252];
let mut slow_d = vec![0.0; 252];

let core = Core::new();
let range = core.stoch(0, high.len() - 1, &high, &low, &close, 5, 3, MAType::SMA, 3, MAType::SMA,
                       &mut slow_k, &mut slow_d)?;
println!("{} values from bar {}; last slow_k = {}", range.count, range.beg_idx, slow_k[range.count - 1]);

Java

import io.github.talib.Core;
import io.github.talib.MAType;
import io.github.talib.OutRange;

double[] high = new double[252]; // your data, oldest first
double[] low = new double[252]; // your data, oldest first
double[] close = new double[252]; // your data, oldest first
double[] slowK = new double[252];
double[] slowD = new double[252];

Core core = Core.DEFAULT;
OutRange r = core.stoch(0, high.length - 1, high, low, close, 5, 3, MAType.SMA, 3, MAType.SMA,
                        slowK, slowD);
System.out.println(r.count() + " values from bar " + r.begIdx() + "; last slowK = " + slowK[r.count() - 1]);

C#

using System;
using TALib;

var high = new double[252]; // your data, oldest first
var low = new double[252]; // your data, oldest first
var close = new double[252]; // your data, oldest first
var slowK = new double[252];
var slowD = new double[252];

var core = Core.Default;
OutRange r = core.Stoch(0, high.Length - 1, high, low, close, 5, 3, MAType.SMA, 3, MAType.SMA,
                        slowK, slowD);
Console.WriteLine($"{r.Count} values from bar {r.BegIdx}; last slowK = {slowK[r.Count - 1]}");

TypeScript

import { MAType, stoch } from 'ta-lib';

const high = new Float64Array(252); // your data, oldest first
const low = new Float64Array(252); // your data, oldest first
const close = new Float64Array(252); // your data, oldest first

const { begIdx, outSlowK, outSlowD } = stoch({ high, low, close }, {
  fastKPeriod: 5,
  slowKPeriod: 3,
  slowKMaType: MAType.SMA,
  slowDPeriod: 3,
  slowDMaType: MAType.SMA,
});
console.log(outSlowK.length + ' values from bar ' + begIdx + '; last outSlowK = ' + outSlowK[outSlowK.length - 1]);

Implementation

Added in 0.4.0.

TA-Lib Definition: stoch.c · stoch.yaml

Native	File
C	ta_STOCH.c
Rust	stoch.rs
Java	Core_STOCH.java
C#	Core_STOCH.cs
TypeScript	stoch.ts

Python: talib.STOCH, see ta-lib-python.

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

Aliases

Stochastic, Stochastic Oscillator, Slow Stochastic

See Also

STOCHF · STOCHRSI · MA