How To Compute Stochastic Oscillator using R?
How To Compute Stochastic Oscillator using R?
1 answer
by
adolf ,
9 months ago
@bria_metz
To compute the Stochastic Oscillator using R, you can use the following steps:
- Load the necessary packages:
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library(TTR) library(quantmod) |
- Create a function to calculate the Stochastic Oscillator:
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calculate_stoch <- function(data, n = 14, d = 3) {
k = stoch(data[, c("High", "Low", "Close")], n = n)
d = SMA(k, n = d)
return(data.frame(k = k, d = d))
}
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- Load your historical price data using quantmod or any other data source:
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getSymbols("AAPL", from = "2021-01-01", to = Sys.Date())
data <- AAPL
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- Calculate the Stochastic Oscillator for the given data:
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stoch_data <- calculate_stoch(data) |
- Plot the Stochastic Oscillator:
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plot(stoch_data$k, type = "l", col = "blue", xlab = "Date", ylab = "Stochastic Oscillator")
lines(stoch_data$d, col = "red")
legend("topright", legend = c("K", "D"), col = c("blue", "red"), lty = 1)
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By following these steps, you can calculate and visualize the Stochastic Oscillator for your stock price data in R.