FTB-C000414 / Formula component

Stochastic Price Range

Stochastic Price Range is the rolling highest high minus the rolling lowest low for the stochastic lookback.

Also known asrolling stochastic range

Foundation Formula defined 2 linked topicsPublished

Definitions

In plain terms

It supplies the scale used to normalize close position.

Technical

The implementation freezes the high and low fields, lookback, current-bar inclusion, tie behavior, missing data, and adjustment basis.

Scope

A zero range makes range-position normalization undefined under this package contract.

Formula

Stochastic range = HH - LL
LaTeX: R^S_t=HH_t-LL_t
SymbolMeaningUnit
HH_trolling highest highprice
LL_trolling lowest lowprice

Output unit: price

Examples

  • A governed lesson calculates or identifies Stochastic Price Range only after its inputs, window, state, scale, and edge cases are declared.

Common misconceptions

  • A zero range makes range-position normalization undefined under this package contract.

Concept relationships

Prerequisites

Related

Required by

Where this concept is used

Evidence and governance

  1. Stochastic Oscillator Slow TA-Lib · first party technical publication

    Supports: preferred label, short definition, technical definition, formula

    Limits: Moving-average types, zero-range policy, and first-ready indexes can differ across implementations.

Reviewed by
fintech-builder-batch-008
Last reviewed
2026-07-29
Next review
2027-07-29
Record status
published