Stochastic Fast (STOCHF)

Summary

Fast Stochastic Oscillator: the raw %K line and its moving-average-smoothed %D line. Unlike STOCH (which slows both lines), STOCHF returns the unsmoothed FastK and FastD. Oscillates 0-100; >80 overbought, <20 oversold.

Chart

Reference data (CSV) · Chart (SVG)

Chart metadata i

Outputs

outFastK: line · zero · positive · levels: 20, 80
outFastD: dash_line · zero · positive · negative

Formula

FastK = 100 * (Close - LowestLow) / (HighestHigh - LowestLow), over the last FastK_Period bars (incl. today) FastD = MA(FastK, FastD_Period, FastD_MAType)

Notes

When the high-low range over the window is zero, %K 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

outFastK — Raw %K stochastic line
outFastD — MA-smoothed %K (signal line)

Parameters

Parameter	Type	Default	Accepted values	Description
`optInFastK_Period`	integer	5	1–100000	Lookback window for the highest-high/lowest-low of Fast-K
`optInFastD_Period`	integer	3	1–100000	Smoothing period for the Fast-D line
`optInFastD_MAType`	MAType	SMA (0)	any MAType	Moving-average type used to smooth Fast-D

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

#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 fastK[252], fastD[252];
int outBegIdx, outNBElement;

TA_Initialize();
TA_STOCHF( 0, n - 1, high, low, close, 5, 3, TA_MAType_SMA,
           &outBegIdx, &outNBElement, fastK, fastD );
printf( "%d values from bar %d; last fastK = %f\n", outNBElement, outBegIdx, fastK[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 fast_k = vec![0.0; 252];
let mut fast_d = vec![0.0; 252];

let core = Core::new();
let range = core.stochf(0, high.len() - 1, &high, &low, &close, 5, 3, MAType::SMA,
                        &mut fast_k, &mut fast_d)?;
println!("{} values from bar {}; last fast_k = {}", range.count, range.beg_idx, fast_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[] fastK = new double[252];
double[] fastD = new double[252];

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

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 fastK = new double[252];
var fastD = new double[252];

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

TypeScript

import { MAType, stochf } 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, outFastK, outFastD } = stochf({ high, low, close }, {
  fastKPeriod: 5,
  fastDPeriod: 3,
  fastDMaType: MAType.SMA,
});
console.log(outFastK.length + ' values from bar ' + begIdx + '; last outFastK = ' + outFastK[outFastK.length - 1]);

Implementation

Added in 0.4.0.

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

Native	File
C	`ta_STOCHF.c`
Rust	`stochf.rs`
Java	`Core_STOCHF.java`
C#	`Core_STOCHF.cs`
TypeScript	`stochf.ts`

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

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

Aliases

Stochastic Fast, Fast Stochastic Oscillator