MovROC (KST indicator)

Euro Fx/U.S. DollarFXCM

Description

⋅ 10 juil. 2014 04:19

This indicator really is the KST indicator presented by Martin Pring.
the KST indicator is a weighted summed rate of change oscillator that
is designed to identify meaningful turns. Various smoothed rate of change
indicators can be combined to form different measurements of cycles.

Commentaires

iancujianu67

⋅ 13 janv. 2023 13:26

For short timeframes and better trend following I use the following:

1. A 5-period ROC weighted 4.
2. An 8-period ROC weighted 3.
3. A 13-period ROC weighted 2.
4. A 21-period ROC weighted 1.
KST= (4 × Average(ROC(price,5),3) + (3 × Average (ROC(price,8),3)
+ (2 × Average (ROC(price,13),5) + (1 × Average (ROC(price,21),8)

RichardParker

⋅ 24 mars 2018 19:01

Thank you, i was looking for this indicator, however according to Perry Kaufman it is another combination :

1. A 24-period ROC weighted 4.
2. An 18-period ROC weighted 3.
3. A 12-period ROC weighted 2.
4. A 9-period ROC weighted 1.
KST= (4 × Average(ROC(price,24),9) + (3 × Average (ROC(price,18),9)
+ (2 × Average (ROC(price,12), 6) + (1 × Average (ROC(price,6),6)

Maybe your's is better for short time frames..

RP

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