Slow Stochastic Oscillator

lib/_codemap.js

@@ -18,5 +18,6 @@ module.exports = {
   'vma': require('./vma'),
   'lrc': require('./lrc'),
   'adx': require('./adx'),
-  'vwap': require('./vwap')
+  'vwap': require('./vwap'),
+  'slow_stochastic': require('./slow_stochastic')
 }

lib/slow_stochastic.js

@@ -0,0 +1,24 @@
+module.exports = function container (get, set, clear) {
+  return function slow_stochastic (s, key, k, d) {
+    if (!k) k = 14;
+    if (!d) d = 3;
+    if (s.lookback.length >= k + d * 2) {
+        let stochK = [];
+        for (let j = 0; j < d; j++) {
+          let stochs = [];
+          for (let i = 0; i < d; i++)
+            stochs.push((function(x, length) {
+                let low = [], high = [];
+                x.slice(0, length).forEach(function (period) {
+                    low.push(period.low);
+                    high.push(period.high);
+                });
+                return 100 * (x[0].close - Math.min(...low)) / (Math.max(...high) - Math.min(...low));
+            })(s.lookback.slice(i+j), k));
+          stochK.push(stochs.reduce((sum, cur) => { return sum + cur; }, 0) / d);
+        }
+        let stochD = stochK.reduce((sum, cur) => { return sum + cur; }, 0) / d;
+        s.period[key] = { K: stochK[0], D: stochD };
+    }
+  }
+}