// Full Stochastic
/// <summary>
/// Calculates the Full Stochastic Oscillator and fills indicators with the data needed to graph it.
/// </summary>
/// <param name="key">Name of the first set to put in the graph key</param>
/// <param name="key2">Name of the second set to put in the graph key</param>
/// <param name="data">StockPoints to calculate the Full Stochastic with.</param>
/// <param name="indicators">The mfvvalues needed to graph the Full Stochastic.</param>
/// <param name="period1">The number of period to calculate Fast Stochastic.</param>
/// <param name="period2">The number of period to calculate SMA of Fast Stochastic.</param>
/// <param name="period3">The number of period to calculate SMA of calculated SMA of Fast Stochastic.</param>
/// <param name="offset">Where to start the graph.</param>
public static void CalculateStochastic(out string key, out string key2, StockPoints data, Dictionary<DateTime, Dictionary<string, double>> indicators, int period1, int period2, int period3, out int offset)
{
key = string.Format("Full STO %K({0}:{1})", period1.ToString("00"), period2.ToString("00"));
key2 = string.Format("Full STO %D({0})", period3.ToString("00"));
offset = period1 - 1;
SimpleMovingAverage ksma = new SimpleMovingAverage(period2);
SimpleMovingAverage dsma = new SimpleMovingAverage(period3);
// lowest among the lowest for the chosen period
double lowestLow;
// highest among the highest for the chosen period
double highestHigh;
// Lowest Low = lowest low for the look-back period
// Highest High = highest high for the look-back period
// fastk = (Current Close - Lowest Low)/(Highest High - Lowest Low) * 100
double fastk;
// fullk smoothed with X-period SMA
double fullk;
// X-period SMA of Full fullk
double fulld;
int i = 0;
// loop through each stockpoint skipping the
foreach (StockPoint point in data)
{
lowestLow = data.Skip(data.IndexOf(point) - (period1 - 1)).Take(period1).OrderBy(sp => sp.Low).FirstOrDefault().Low;
highestHigh = data.Skip(data.IndexOf(point) - (period1 - 1)).Take(period1).OrderByDescending(sp => sp.High).FirstOrDefault().High;
fastk = (point.Close - lowestLow) / (highestHigh - lowestLow == 0 ? 1 : highestHigh - lowestLow) * 100;
ksma.AddValue(fastk);
fullk = ksma.MovingAverage();
dsma.AddValue(fullk);
fulld = dsma.MovingAverage();
if (i < period1 - 1)
{
i++;
}
else
{
AddValue(point.PointDateTime, key, fullk, indicators);
AddValue(point.PointDateTime, key2, fulld, indicators);
}
}
}
