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Miha Kralj
2026-03-13 13:47:10 -07:00
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lib/oscillators/mstoch/Mstoch.md
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| **PineScript** | [mstoch.pine](mstoch.pine) |
- The MESA Stochastic applies John Ehlers' Roofing Filter as a preprocessing stage before computing a stochastic oscillator, then smooths the stochas...
- Parameterized by `stochlength` (default 20), `hplength` (default 48), `sslength` (default 10).
- Output range: Varies (see docs).
- Requires 1 bar of warmup before first valid output (IsHot = true).
- **Similar:** [Stoch](../stoch/Stoch.md), [KDJ](../kdj/Kdj.md) | **Complementary:** MACD | **Trading note:** Modified Stochastic; enhanced stochastic oscillator with additional smoothing or lookback variation.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
The MESA Stochastic applies John Ehlers' Roofing Filter as a preprocessing stage before computing a stochastic oscillator, then smooths the stochastic output with a Super Smoother. The Roofing Filter removes both low-frequency trend components (via highpass) and high-frequency noise (via Super Smoother), isolating the dominant cycle. The stochastic calculation on this filtered data produces a clean 0-to-1 oscillator that responds to cycle turning points rather than trend or noise, with substantially reduced whipsaw compared to conventional stochastic indicators.
@@ -113,4 +111,4 @@ EMA smoothing blocks full vectorization; window extrema and division are SIMD-fr
- Ehlers, J.F. (2013). *Cycle Analytics for Traders*. Wiley, Chapter 6
- Ehlers, J.F. (2004). *Cybernetic Analysis for Stocks and Futures*. Wiley
- PineScript reference: [`mstoch.pine`](mstoch.pine)
- PineScript reference: [`mstoch.pine`](mstoch.pine)