Lane's Stochastic and Stocks Screening

->3-day simple moving average. The normal stochastic
The stochastic oscillator was presented by Georgeis sometimes referred as "fast" to distinguish it from
Lane in 1950s. George Lane designed a number ofsmoothed "slow" stochastic. Some technicians believe
indicators that withstood the test of time. Thesethat slow stochastic provides more accurate signals.
indicators rank among most popular and widely used.This technique is simple and elegant. Technical analysis
Lane's stochastic oscillator can warn of strength orsoftware does all the calculations, and makes analysis
weakness in the market ahead. As a momentumeasier and available not only for professional traders,
indicator stochastic helps to find turning points withinbut even for average investors.
the scope of the more significant trend. To achieve2. The second important signal generated by Lane's
better result, stochastic needs to be used inStochastic is the crossover between the %D and
conjunction with trend analysis or trend following%K lines. It is considered a buy signal when the %K
indicators.line rises above the %D line and a sell signal when the
The best technique is to use stochastic with trend%K line falls below %D. To avoid whipsaws you can
analysis to time trades in the duration of the majorwait for crossover accruing within overbought
trend. Stochastic indicates short-term price fluctuationoversold area, or after a peak or bottom in the %D
within the major trend support and resistance level.line.
Using these two techniques in conjunction gives a3. The third and one of the most reliable signals is
number of excellent opportunities.divergence between %D and the price. A bullish
The basic assumption behind the indicator is that in andivergence occurs when price makes a series of
upward trend price tend to close near the highs oflower lows while %D makes a series of higher lows.
the day. In downward trend price tend to close nearA bearish divergence occurs when price makes a
their low. The stochastic oscillator is plotted as twoseries of higher highs while %D makes a series of
lines, a fast line called %K, and a slow line %D.lower highs.
%K = 100 * (C - LN) / (HN - LN)Now when we know the basics, we can discuss the
%K - fast stochasticadvanced techniques. The most important and
C - latest close pricedifficult question is when to apply Lane's Stochastic.
HN - highest high for N periodsThe basic assumption of stochastic is the certain
LN - lowest low for N periodsmarket cyclicity. The simple technique will present
%D - is an 'n' periods simple moving average of %Kuseful signals for intermediate top and bottom in
Usually n = 3 periods.trading market, but in strong trending market
George Lane recommended a 14 periodstochastic is too sensitive to generate reliable signals.
measurement. The number can be varied to changeWe would like to stress it again that stochastic
the sensitivity and desired time frame. Period canoscillator is a momentum indicator. Momentum
represent days, weeks or month.indicators help identify turning points, but it needs to
Lane's stochastic is a percentage indicator. It alwaysbe used in conjunction with trend following indicators
stays between 0 and 100.or trend analysis.
Market technicians use stochastic oscillators as aThe simplest and one of the most popular trends
timing indicator for signals of market reversal. Therefollowing indicator is the moving average. A lot of
are three main signals the stochastic generates.technicians use stochastic oscillator in conjunction with
1. The level above 80% is considered as anMACD - moving average converge/divergence
overbought warning signal, and the level below 20%indicator. MACD is the trend following indicator that
is used as oversold warning signal. This signal shouldcan help to identify the direction of the major trend.
be considered only in conjunction with other factors.Then you can use the stochastic signals to trade in
Lane recommended waiting when stochastic risesthe direction of the major trend.
above 80% and sell when it falls below this level.Using oscillators in conjunction with trend analysis and
Similar for level below 20% it is recommendedpatterns recognition is probably one of the most
waiting for rise back above 20%.profitable techniques devised for the experienced
The stochastic oscillator is very sensitive to the pricetrader. Oversold/overbought conditions and stochastic
movement and usually gives too many signals and todivergence usually confirm termination patterns and
many whipsaws. One way to limit the sensitivity isgive useful tips about when the current trend is
using 5% and 95% level as more reliable. Someabout to change.
technicians prefer smoothing normal stochastic by