How To Calculate Stochastic Oscillator in Fortran?

by dalton_moen , in category: Third Party Scripts , 8 months ago

How To Calculate Stochastic Oscillator in Fortran?

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1 answer

by muriel.schmidt , 8 months ago

@dalton_moen 

To calculate the Stochastic Oscillator in Fortran, you can follow these steps:

  1. Define the variables that you will need for the calculation. These will typically include variables to store the high and low prices for a specified period, the current closing price, and the period length.
  2. Create a loop to iterate through the price data for each time period. Within the loop, calculate the highest high and lowest low prices over the specified period.
  3. Calculate the Stochastic Oscillator using the formula:


%K = ((current closing price - lowest low price) / (highest high price - lowest low price)) * 100


Where:

  • %K is the Stochastic Oscillator
  • current closing price is the closing price for the current time period
  • lowest low price is the lowest low price over the specified period
  • highest high price is the highest high price over the specified period
  1. Optionally, you can also calculate the %D line, which is a moving average of %K. This can be calculated using the formula:


%D = moving average of %K over a specified period

  1. Repeat steps 2-4 for each time period in your price data to calculate the Stochastic Oscillator values for each period.


Here is a simplified example code snippet in Fortran to calculate the Stochastic Oscillator:

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program stochastic_oscillator
  real :: high(100), low(100), close(100), k(100)
  integer :: period, i

  ! Set the period length
  period = 14

  ! Main calculation loop
  do i = period, 100
     ! Calculate the highest high and lowest low over the period
     high(i) = maxval(high(i-period+1:i))
     low(i) = minval(low(i-period+1:i))

     ! Calculate %K
     k(i) = ((close(i) - low(i)) / (high(i) - low(i))) * 100
  end do

end program stochastic_oscillator


This code snippet calculates the Stochastic Oscillator (%K) for each time period based on the high, low, and close prices. You can customize this code to handle your specific data and period length requirements.