calc_stochastic_d

Calculates the Stochastic D indicator for momentum analysis.
The %D line is the smoothed version of %K, commonly used for
momentum signals in range 0-100.

Design, backtest, and analyze portfolio strategies using simple,
English-like function chains. Includes technical indicators, flexible stock
selection, portfolio construction methods (equal weighting, signal weighting,
inverse volatility, hierarchical risk parity), and a compact backtesting
engine for portfolio returns, drawdowns, and summary metrics.

Alberto Pallotta

PortfolioTesteR

Test Investment Strategies with English-Like Code

calc_stochastic_d function

<dl><dt>data</dt>
<dd>Price data with Date column and symbol columns</dd>
<dt>k</dt>
<dd>Lookback period for stochastic K calculation</dd>
<dt>d</dt>
<dd>Smoothing period for D line</dd></dl>

Arguments

Calculate Stochastic D Indicator — calc_stochastic_d

<dl>

<dt>data</dt>
<dd>Price data with Date column and symbol columns</dd>


<dt>k</dt>
<dd>Lookback period for stochastic K calculation</dd>


<dt>d</dt>
<dd>Smoothing period for D line</dd>

</dl>

calc_stochastic_d: Calculate Stochastic D Indicator

Description

Usage

Value

Arguments

Examples