API documentation for pandas_ta.momentum.stoch Python function.
- stoch(high, low, close, k=None, d=None, smooth_k=None, mamode=None, offset=None, **kwargs)#
The Stochastic Oscillator (STOCH) was developed by George Lane in the 1950’s. He believed this indicator was a good way to measure momentum because changes in momentum precede changes in price.
It is a range-bound oscillator with two lines moving between 0 and 100. The first line (%K) displays the current close in relation to the period’s high/low range. The second line (%D) is a Simple Moving Average of the %K line. The most common choices are a 14 period %K and a 3 period SMA for %D.
- Default Inputs:
k=14, d=3, smooth_k=3
SMA = Simple Moving Average LL = low for last k periods HH = high for last k periods
STOCH = 100 * (close - LL) / (HH - LL) STOCHk = SMA(STOCH, smooth_k) STOCHd = SMA(FASTK, d)
high (pd.Series): Series of ‘high’s low (pd.Series): Series of ‘low’s close (pd.Series): Series of ‘close’s k (int): The Fast %K period. Default: 14 d (int): The Slow %K period. Default: 3 smooth_k (int): The Slow %D period. Default: 3 mamode (str): See
`help(ta.ma)`. Default: ‘sma’ offset (int): How many periods to offset the result. Default: 0
fillna (value, optional): pd.DataFrame.fillna(value) fill_method (value, optional): Type of fill method
pd.DataFrame: %K, %D columns.