William’s Vix Fix Stochastic oscillator is calculated based on William’s Vix Fix indicator
There are five inputs:
WVF period – William’s Vix Fix calculation period
%K period – stochastic %K line calculation period
%D period – stochastic %D line calculation period
Overbought – overbought level
Oversold – oversold level
Calculation:
K = 100.0 * mins/maxes,
D = SMA(K, %D period)
where:
mins = WVF - MinLow
maxes = MaxHigh - MinLow
MinLow, MaxHigh - minimum and maximum WVF values in the %K period range
WVF = 100.0 * (MaxR-Low) / MaxR
MaxR - maximum Close price in the WVF period range
