Fast Stochastic Crossing and Stop Loss

This is a modification of "Fast Stochastic Crossing" strategy where a stop loss sell signal is added. Stop loss signal is generated on a day when the closing price of the stock fell down from the last buying price %p percent.

Formula

IF STO%K >= STO%D
THEN GO LONG
ELSE
IF STO%K <= STO%D
OR C(t)-BUY_PR < - BUY_PR*p/100
THEN GO SHORT
where STO%K is %K fast stochastic oscillator;
STO%D is %D fast stochastic oscillator;
C(t) - closing price; p - percentage loss
BUY_PR last buying price;

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