calc_stochastic_d: Calculate Stochastic D Indicator

In PortfolioTesteR: Test Investment Strategies with English-Like Code

Calculate Stochastic D Indicator

Description

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.

Usage

calc_stochastic_d(data, k = 14, d = 3)

Arguments

data	Price data with Date column and symbol columns
k	Lookback period for stochastic K calculation
d	Smoothing period for D line

Value

Data.table with Stochastic D values for each symbol

Examples

data("sample_prices_weekly")
data(sample_prices_weekly)
data("sample_prices_weekly")
stoch_d <- calc_stochastic_d(sample_prices_weekly, k = 14, d = 3)
head(stoch_d)

PortfolioTesteR documentation built on Nov. 5, 2025, 5:23 p.m.