How To Compute Stochastic Oscillator using C++?

by winifred.greenfelder , in category: Technical Analysis , 7 months ago

How To Compute Stochastic Oscillator using C++?

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2 answers

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by amparo , 7 months ago

@winifred.greenfelder 

Here is a sample code in C++ that calculates the Stochastic Oscillator:

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#include <iostream>
#include <vector>

// Function to calculate Stochastic Oscillator
std::vector<double> stochasticOscillator(const std::vector<double>& closePrices, int period) {
    std::vector<double> stochasticOscillatorValues;

    for (int i = period - 1; i < closePrices.size(); ++i) {
        double highestHigh = closePrices[i];
        double lowestLow = closePrices[i];

        // Calculate highest high and lowest low in the period
        for (int j = i - period + 1; j <= i; ++j) {
            if (closePrices[j] > highestHigh) {
                highestHigh = closePrices[j];
            }
            if (closePrices[j] < lowestLow) {
                lowestLow = closePrices[j];
            }
        }

        // Calculate %K
        double k = ((closePrices[i] - lowestLow) / (highestHigh - lowestLow)) * 100;
        stochasticOscillatorValues.push_back(k);
    }

    return stochasticOscillatorValues;
}

int main() {
    // Sample close prices data
    std::vector<double> closePrices = {10.0, 12.0, 11.0, 15.0, 14.0, 13.0, 16.0, 17.0, 18.0, 19.0, 20.0};

    // Period for Stochastic Oscillator
    int period = 5;

    // Calculate Stochastic Oscillator values
    std::vector<double> stochasticValues = stochasticOscillator(closePrices, period);

    // Display the calculated Stochastic Oscillator values
    for (int i = 0; i < stochasticValues.size(); ++i) {
        std::cout << "Stochastic Oscillator value for Day " << i + period << ": " << stochasticValues[i] << "%" << std::endl;
    }

    return 0;
}


In this code snippet, the stochasticOscillator function takes in a vector of closing prices and a period as input, and calculates the Stochastic Oscillator values based on the given period length. The main function uses sample close prices data and a period of 5 days to calculate the Stochastic Oscillator values and display them on the console.


Please note that this is a basic implementation and may need to be adjusted based on your specific requirements or the data structure you are working with.

Member

by craig , 5 months ago

@winifred.greenfelder 

The provided code snippet demonstrates a basic implementation of computing the Stochastic Oscillator in C++. Here is a breakdown of the key components and functionalities in the code:

  1. Include necessary libraries: The code includes the iostream and vector libraries to handle input/output operations and work with vectors in C++.
  2. Define the stochasticOscillator function: This function calculates the Stochastic Oscillator values based on the provided close prices vector and the specified period length. It iterates over the close prices data and computes the highest high and lowest low within the given period. Then, it calculates the %K value using the formula, and stores the result in a vector of Stochastic Oscillator values.
  3. Implement the main function: The main function serves as the entry point for the program. It initializes a sample vector of close prices and specifies the period length for the Stochastic Oscillator calculation. Next, it calls the stochasticOscillator function to compute the Stochastic Oscillator values and displays the results on the console.
  4. Display the results: The calculated Stochastic Oscillator values for each day within the specified period are printed to the console, showing the %K value for each corresponding day.
  5. Customization: If needed, you can modify the code to handle different input data formats, adjust the period length, or add additional functionalities as required for your specific use case.


By understanding and adapting the provided code snippet, you can develop a Stochastic Oscillator calculator in C++ that suits your requirements for analyzing financial data or other time series data sets.