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DSTrading (version 1.0)

CycleStoch: Cycle Analytics For Traders Stochastic Oscillator

Description

Computes the modified stochastic oscillator from Chapter 7-3 of Cycle Analytics For Traders by Dr. John Ehlers

Usage

CycleStoch(x, n = 20)

Arguments

x

a time series

n

a lookback period

Value

a stochastic oscillator between 0 and 1