Know Sure Thing (KST) is different to that of stockcharts.com/school

[bukosabino]

Know Sure Thing (KST) is different to that of stockcharts.com/school

[bukosabino]

Hi @saroun74 ,

The implementation of ROC (Rate Of Change) is different than your link, but it's right. The result is the same if you use:

close / close.shift(r1) - 1
or
(close - close.shift(r1)) / close.shift(r1)

So, I think we can change the implementation from:

    rocma1 = (close / close.shift(r1) - 1).rolling(n1).mean()
    rocma2 = (close / close.shift(r2) - 1).rolling(n2).mean()
    rocma3 = (close / close.shift(r3) - 1).rolling(n3).mean()
    rocma4 = (close / close.shift(r4) - 1).rolling(n4).mean()

to:

    rocma1 = ((close - close.shift(r1)) / close.shift(r1)).rolling(n1).mean()
    rocma2 = ((close - close.shift(r2)) / close.shift(r2)).rolling(n2).mean()
    rocma3 = ((close - close.shift(r3)) / close.shift(r3)).rolling(n3).mean()
    rocma4 = ((close - close.shift(r4)) / close.shift(r4)).rolling(n4).mean()

Perhaps the code is more clear in this way.

What do you think?

[saroun74]

I'm not mentioning the implementation of ROC.
This package returns the 'sig', but the sockcharts.com link guides 'kst - sig' as indicator.

[bukosabino]

Ok, I understand your suggestion now.

So, I think we could get 3 indicators: KST, KST Signal, and KST - KST Signal.

What do you think?

[bukosabino]

Library updated to new version 0.1.5.

Now, we get 3 indicators from KST: KST, KST Signal, and KST - KST Signal.