This book is a collection of exercises covering all the main topics in
the modern theory of stochastic processes and its applications,
including finance, actuarial mathematics, queuing theory, and risk
theory.
The aim of this book is to provide the reader with the theoretical and
practical material necessary for deeper understanding of the main topics
in the theory of stochastic processes and its related fields.
The book is divided into chapters according to the various topics. Each
chapter contains problems, hints, solutions, as well as a self-contained
theoretical part which gives all the necessary material for solving the
problems. References to the literature are also given.
The exercises have various levels of complexity and vary from simple
ones, useful for students studying basic notions and technique, to very
advanced ones that reveal some important theoretical facts and
constructions.
This book is one of the largest collections of problems in the theory of
stochastic processes and its applications. The problems in this book
can be useful for undergraduate and graduate students, as well as for
specialists in the theory of stochastic processes.
Could you please have a look at it, because it does not show an arrow every time when rsi is leaving the zone. (checked by subwindow rsi same settings)
But maybe it is just a small issue I did not see.
If you could add the MTF function would be fantastic. That way we could get less "to early" signals.
Hi @Mladen Rakic! Sorry if is an alredy made question, but have you made a Stochastic than can be plotted on the price window instead of separated one? I´m searching that but nothing ´til know. I only want the %K line to, don´t wnat the %D average. Ah, I use MT5. Don´t know if there´s difference. Could you help, please? Thanks a lot!
Multi pair indicators thread (Multi pair MACD, Multi pair CoeffOfLine, Multi pair RSi, Multi pair Stochastic, Multi pair WPR (Williams % range), Multi pair Laguerre RSI, Multi pair Wilders DMI, Multi pair dss, and more)
Round price DOC indicator for MT5 - the post: Added 2 parameters : price (so we can chose the price we would like to use - in the original it is Close) and T3Original (false for Fulks/Matulich calculation which is faster then the original Tim Tillson calculation).
I decided to make some indicators' review based on trading experience and using them inside manual trading systems. So, please find the first thread about Stochastic Oscillator.
Feel free to add or write any comments concerning this indicator about how to use it inside trading systes, how to trade using this indicator and so on.
===============
Sto.chas.tic (sto kas'tik) adj. 2. Math. designating a
process having an infinite progression of jointly distributed random
variables.
--- Webster's New World Dictionary
===============
Stochastic is default/standard indicator in Metatrader 5 and it is located right here (look at the image):
===============
From Achelis "Technical Analysis from A to Z" :
Interpretation
The Stochastic Oscillator is displayed as two lines. The main line is called
"%K." The second line, called "%D," is a moving average of %K. The %K line is
usually displayed as a solid line and the %D line is usually displayed as a
dotted line.
There are several ways to interpret a Stochastic Oscillator. Three popular
methods include:
Buy when the Oscillator (either %K or %D) falls below a specific level (e.g.,
20) and then rises above that level. Sell when the Oscillator rises above a
specific level (e.g., 80) and then falls below that level.
Buy when the %K line rises above the %D line and sell when the %K line falls
below the %D line.
Look for divergences. For example, where prices
are making a series of new highs and the Stochastic Oscillator is failing to
surpass its previous highs.
===============
More detailed explanation about this indicator we can see from this small article (from MT5 documentation/help file): Stochastic Oscillator
Sir i had tried to download ( dss_of_macd_3_nmc ) & all the other dss indicator from this Forum,i put it on the chart but it came blank,i tried will the other dss indicator's but the result was same.Previously i downloaded ( ssa_normalized_end_pointed_amp_alert_advanced_mtf ) it was also coming blank.
PLEASE help me to download successfully on my chart.
Forum on trading, automated trading systems and testing trading strategies
Something Interesting to Read April 2014
Sergey Golubev, 2014.04.14 20:48
Theory Of Stochastic Processes : With Applications to Financial Mathematics and Risk Theory
This book is a collection of exercises covering all the main topics in the modern theory of stochastic processes and its applications, including finance, actuarial mathematics, queuing theory, and risk theory.
The aim of this book is to provide the reader with the theoretical and practical material necessary for deeper understanding of the main topics in the theory of stochastic processes and its related fields.
The book is divided into chapters according to the various topics. Each chapter contains problems, hints, solutions, as well as a self-contained theoretical part which gives all the necessary material for solving the problems. References to the literature are also given.
The exercises have various levels of complexity and vary from simple ones, useful for students studying basic notions and technique, to very advanced ones that reveal some important theoretical facts and constructions.
This book is one of the largest collections of problems in the theory of stochastic processes and its applications. The problems in this book can be useful for undergraduate and graduate students, as well as for specialists in the theory of stochastic processes.
Hello mladen,
found your wonderful indicator on the net.
Could you please have a look at it, because it does not show an arrow every time when rsi is leaving the zone. (checked by subwindow rsi same settings)
But maybe it is just a small issue I did not see.
If you could add the MTF function would be fantastic. That way we could get less "to early" signals.
Thank you so much.
Hi @Mladen Rakic! Sorry if is an alredy made question, but have you made a Stochastic than can be plotted on the price window instead of separated one? I´m searching that but nothing ´til know. I only want the %K line to, don´t wnat the %D average. Ah, I use MT5. Don´t know if there´s difference. Could you help, please? Thanks a lot!
Just to remind:
Programmers (any programmers) are coding for free:
---------
And Freelance section of the forum should be used in most of the cases.
Can we embed stochastic code into pinbar indicator.
eg. Pinbar give alert only when stoch above 80 and below 20.
============
Stochastic
The beginning
After
(Multi pair MACD, Multi pair CoeffOfLine, Multi pair RSi, Multi pair Stochastic, Multi pair WPR (Williams % range), Multi pair Laguerre RSI, Multi pair Wilders DMI, Multi pair dss, and more)
- RSI types: Cuttler's RSI; Ehlers' smoothed RSI; Harris' RSI; Rapid RSI; RSI; RSX; Slow RSI
- levels: floating; quantile; fixed
Forum on trading, automated trading systems and testing trading strategies
Stochastic
Sergey Golubev, 2013.06.01 18:29
I decided to make some indicators' review based on trading experience and using them inside manual trading systems. So, please find the first thread about Stochastic Oscillator.
Feel free to add or write any comments concerning this indicator about how to use it inside trading systes, how to trade using this indicator and so on.
===============
Sto.chas.tic (sto kas'tik) adj. 2. Math. designating a process having an infinite progression of jointly distributed random variables.
--- Webster's New World Dictionary
===============
Stochastic is default/standard indicator in Metatrader 5 and it is located right here (look at the image):
===============
From Achelis "Technical Analysis from A to Z" :
Interpretation
The Stochastic Oscillator is displayed as two lines. The main line is called "%K." The second line, called "%D," is a moving average of %K. The %K line is usually displayed as a solid line and the %D line is usually displayed as a dotted line.
There are several ways to interpret a Stochastic Oscillator. Three popular methods include:
Buy when the Oscillator (either %K or %D) falls below a specific level (e.g., 20) and then rises above that level. Sell when the Oscillator rises above a specific level (e.g., 80) and then falls below that level.
Buy when the %K line rises above the %D line and sell when the %K line falls below the %D line.
Look for divergences. For example, where prices are making a series of new highs and the Stochastic Oscillator is failing to surpass its previous highs.===============
More detailed explanation about this indicator we can see from this small article (from MT5 documentation/help file): Stochastic Oscillator
And full description about this indicator concerning trading signals - read this very small article: Signals of the Oscillator Stochastic
Hello Mladen Sir,Mr Tool Sir,
Sir i had tried to download ( dss_of_macd_3_nmc ) & all the other dss indicator from this Forum,i put it on the chart but it came blank,i tried will the other dss indicator's but the result was same.Previously i downloaded ( ssa_normalized_end_pointed_amp_alert_advanced_mtf ) it was also coming blank.
PLEASE help me to download successfully on my chart.
Please do the need full...
Thank U a Billion time's...
Stochastic volatility - indicator for MetaTrader 5
The indicator is made after the original work and idea of Francesco G. Cavasino (described in his published article "Stochastic volatility").
sir Mladen
can you correct this cycle indicator
not freezing pc in low data charts.
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