Settings

Settings

This page documents every high-impact setting in the indicator, organized by functional group. For each setting you will find: what it does, the default value, when you might change it, what to watch for if you push it too far, and how it interacts with other settings.

The indicator has a wide configuration surface — ten slots, each with its own smoothing and MA parameters, plus global oscillator, display, and master smoothing controls. You do not need to understand all of it at once. Start with the slot basics. Leave the Power User parameters alone until you have a specific reason to touch them. Come back to this page as a reference when a setting's behavior surprises you.

Slot settings (per slot, x10)

Every slot has the same set of controls. Slots 01 through 03 are enabled by default; Slots 04 through 10 are disabled. The differences between the default groups are noted where they matter.

Enable

Default: true for Slots 01-03, false for Slots 04-10.

Turns the slot on or off entirely. A disabled slot produces no K or D values, no plot, no blend contribution, and no alerts. It is as if it does not exist.

When to change: When you want to add a new timeframe or ticker to your analysis, or remove one you no longer care about.

Watch for: Enabling many slots without adjusting their weights creates a blend that is trying to listen to too many voices. Start with two or three slots that match your actual trading timeframes. Add more only when you have a reason. See Workflows — anti-patterns for why "more slots" does not mean "better reading."

Timeframe

Default: "5" (Slot 01), "15" (Slot 02), "60" (Slot 03). Slots 04-10 default to the chart timeframe.

The timeframe context for this slot's stochastic calculation. The slot fetches its price data and computes its stochastic on this timeframe, regardless of what timeframe your chart is set to.

Hard rule: The slot timeframe must be equal to or higher than the chart timeframe. If you set a slot to 5m on a 15m chart, the indicator throws a runtime error. This is not a bug — requesting lower-timeframe data from a higher-timeframe chart produces unreliable results in Pine's data model, so the indicator blocks it.

When to change: To build the timeframe ladder that matches your analysis. Intraday scalpers might use 1m / 5m / 15m. Swing traders might use 1h / 4h / 1D. The default 5m / 15m / 1h setup is a reasonable starting point for intraday work.

Watch for: Setting all slots to the same timeframe gives you ten identical stochastic readings with different visual labels. That is not multi-timeframe analysis — it is redundancy. Each slot should serve a distinct timeframe or ticker purpose.

Source

Default: close.

The price series used for the stochastic calculation (the "source" input to the raw %K computation).

When to change: Rarely. HLC3 or OHLC4 can produce slightly smoother raw values, but close is the standard stochastic source and matches what most references describe.

Watch for: Non-standard sources change what the stochastic measures without any visual indication on the chart. If you switch to hl2 or hlcc4, remember that your stochastic readings are no longer directly comparable to a standard close-based stochastic.

K Length

Default: 14 for all slots.

The lookback period for the raw %K stochastic calculation. This is the "14" in a standard 14-period stochastic. Larger values produce smoother, slower K lines; smaller values produce faster, noisier ones.

When to change: When the default 14-period stochastic is too fast or too slow for the timeframe you are analyzing. Higher-timeframe slots (e.g., 4h, 1D) sometimes benefit from a shorter K Length (say, 9 or 10) because the bars themselves are already large. Lower-timeframe slots might benefit from a longer K Length (21, 34) to filter out noise.

Watch for: Very short K Lengths (1-3) reduce the stochastic to something close to a rescaled price-minus-range. You lose the oscillator behavior that makes stochastics useful. Also, K Length interacts with K Smoothing — both add smoothing in sequence. A long K Length plus long K Smoothing can produce a lot of lag.

K Smoothing

Default: 3 for all slots.

The length of the moving average applied to raw %K to produce the final K line. This is the first smoothing layer in the pipeline.

When to change: To control how reactive the K line is. A shorter K Smoothing (1-2) makes K nearly identical to raw %K — very responsive, but noisy. A longer K Smoothing (5-10) creates a calmer line that responds more slowly to momentum shifts.

Watch for: K Smoothing at 1 effectively disables this smoothing layer. That is a valid choice if you want maximum responsiveness, but know that the K line will whip around much more aggressively. Heavy K Smoothing (10+) combined with a long K Length can bury fast momentum shifts under multiple bars of lag. See also D Length below — the smoothing layers stack.

K MA Type

Default: SMA for all slots.

The moving-average algorithm used for K Smoothing. SMA (Simple Moving Average) and EMA (Exponential Moving Average) are the most common choices. The full Axiom MA Library Pro is available, including standard types plus Axiom's JMA/FRAMA/VAMA-style approximation entries and other variants.

When to change: When you want a different smoothing personality. EMA responds faster to recent values than SMA. KAMA adapts its speed based on market noise. The JMA-style entry aims for lower-lag smoothing, while FRAMA-style and VAMA-style entries change behavior in their own ways. Each type changes how the K line reacts to the same raw stochastic data.

Watch for: Exotic MA types are not automatically "better" than SMA or EMA. They behave differently, and each comes with its own set of tuning parameters (see Power User Settings below). Selecting KAMA without understanding what the Fast/Slow parameters do will not hurt you — the defaults are reasonable — but you will not be able to explain why your K line behaves the way it does. Only reach for exotic types when you have a specific reason and are willing to learn what makes them tick.

D Length

Default: 3 for all slots.

The length of the moving average applied to K to produce D (the signal line). D is what the indicator uses for regime detection: when K is above D, the slot is in a bullish regime; when K is below D, bearish.

When to change: To control how sensitive regime detection is. A short D Length (1-2) makes D nearly identical to K, which means the K/D crossover (regime flip) happens very frequently — often on noise. A longer D Length (5-10) makes D slower to follow K, which means fewer regime flips but more lag before a genuine change is recognized.

Watch for: D Length at 1 effectively turns off the signal line. K and D will be nearly equal, and the regime will flip on every minor oscillation. This makes the regime coloring and regime-flip alerts almost meaningless. On the other extreme, a very long D Length creates a D line that barely moves, so the regime almost never flips — useful in some styles, but the tool loses its ability to detect momentum shifts in a timely way.

D MA Type

Default: SMA for all slots.

The MA algorithm used to smooth K into D. The same library of MA types is available as for K, including the same approximation caveats on the JMA/FRAMA/VAMA-style entries.

When to change: When you want D to respond differently to K changes than SMA provides. In practice, most users keep D MA Type at SMA or EMA and adjust D Length instead. Exotic D types are a power-user choice for those experimenting with how the signal line behaves.

Blended Weight

Default: 33.3 for Slots 01-03. 0.0 for Slots 04-10.

The slot's relative influence in the blended K and D lines. Weights auto-normalize — they do not need to sum to 100 or any other specific number. What matters is the ratio between weights, not the absolute values. Weights of 60/30/10 produce the same blend as 6/3/1.

When to change: To express your conviction hierarchy across timeframes. If you trust the hourly stochastic more than the 5-minute for your trading decisions, give the hourly slot more weight. If you want all active slots to contribute equally, keep them equal. The question worth asking is: when these timeframes disagree, whose stochastic reading do you listen to most? That is the slot that should carry the most weight.

Critical behavior: A slot with weight = 0 is enabled and plotted but does not contribute to the blend. This is intentional — it lets you observe a slot's behavior and receive its alerts without having it influence the composite. But it confuses most people the first time. If you enable Slot 04 and the blend does not change, check the weight. If it is 0, the slot is watching, not participating.

Watch for: When only two of three slots have nonzero weights, the blend reflects only those two. The third slot's line is visible on the chart but invisible to the blend math. If you are reading the blend as "what all my active slots think," you need to know which slots are actually weighted in.

Optional Ticker

Default: empty (uses the chart symbol) for all slots.

Overrides the chart symbol for this slot. The slot evaluates its stochastic on the specified ticker instead of the instrument you are charting.

When to change: For cross-ticker analysis — for example, monitoring BTC stochastic momentum alongside ETH on the chart, or comparing SPY and QQQ stochastic regimes.

Watch for: When you blend slots from different tickers, the composite is a synthetic index. It does not describe any single instrument's momentum. A blended K of +50 that comes from BTC at +80 and ETH at +20 does not mean "momentum is moderately bullish" in any meaningful instrument-specific sense. It means one instrument is strongly bullish and the other is mildly bearish, and the blend is splitting the difference. Always check the individual slots when using cross-ticker blending. See Limitations & Trust Boundaries for more on this.

Hide Plot

Default: false for all slots.

Hides the slot's individual K line from the chart pane. The slot still runs, still contributes to the blend (if its weight is nonzero), and still fires alerts. Only the visual line disappears.

When to change: When you want a slot's blend influence or alerts but the visual line is cluttering the pane. With ten potential slot lines plus the blended K/D, the pane can get crowded.

Watch for: A hidden slot is easy to forget. If you hide Slot 03 and later notice the blend behaving unexpectedly, remember to check whether a hidden slot is pulling it. The slot is invisible but not inactive.

Line Width

Default: 2 for all slots.

The visual thickness of the slot's K line in the pane. Cosmetic only — has no effect on calculations or blend behavior.

Power User settings (per slot, x10)

Each slot has a set of advanced parameters that control the behavior of exotic MA types. If you are using SMA or EMA for both K and D smoothing — which most traders should start with — you can skip this entire section. None of these parameters affect SMA or EMA calculations. They become relevant only when you select ALMA, KAMA, FRAMA-style, JMA-style, Laguerre, or VAMA-style entries as a MA type, and even then, the defaults are reasonable enough to use without tuning.

On Bar Close?

Default: true for all slots.

This is the repainting control switch and it is the most important Power User setting in the tool. It is documented in detail on its own page — see MTF & Repainting.

When enabled (the default), the slot uses the last confirmed slot-timeframe bar's values. The reading is stable: historical bars will not change after the fact. The tradeoff is a one-bar lag. If the slot timeframe is higher than the chart timeframe, the slot does not update until the next HTF bar closes and the line looks staircase-like. If the slot timeframe matches the chart, it is still one completed bar behind — just without the staircase behavior.

When disabled, the slot uses the currently building slot-timeframe bar's values. On higher-timeframe slots, the reading updates in real time as the HTF bar forms, which feels more responsive. But the value can change retroactively when that bar finally closes. Historical bars show only the final value, not the intermediate values you saw during the live session. This means you cannot scroll back through the chart and trust what you see — the readings were different when you were watching them.

When to change: When you understand the tradeoff and want real-time updates for a specific slot, accepting that the reading is provisional until the HTF bar closes. Some traders run one slot in live mode for responsiveness and the rest in confirmed mode for stability — a hybrid that gives you speed where it helps and reliability where it counts. If you use alerts on a slot, confirmed mode is strongly recommended so the alert fires on a value that will not change after the fact.

ALMA parameters (K ALMA Offset, K ALMA Sigma, K ALMA Floor Offset?)

Relevant when: K MA Type is ALMA.

ALMA (Arnaud Legoux Moving Average) uses an offset parameter (0 to 1) that controls the center of the Gaussian window and a sigma parameter that controls the width. The defaults (offset 0.85, sigma 6.0) produce a smooth, slightly responsive result. Floor Offset clips the offset to a stable lower bound.

When to change: If you are specifically experimenting with ALMA smoothing characteristics. If you selected ALMA because someone recommended it but you do not know what offset and sigma do, leave them at defaults. They will work.

KAMA/FRAMA parameters (K KAMA/FRAMA Fast, K KAMA/FRAMA Slow)

Relevant when: K MA Type is KAMA or FRAMA.

KAMA (Kaufman Adaptive Moving Average) adapts its speed based on the ratio of price direction to noise. The Fast period (default 2) controls the fastest possible response; the Slow period (default 30) controls the slowest. FRAMA (Fractal Adaptive Moving Average) uses a similar fast/slow structure.

When to change: When you want to tune how aggressively the adaptive MA responds to directional moves versus noise. Narrowing the fast/slow gap makes the MA more consistently responsive; widening it gives it more range to adapt. FRAMA in this library is a practical approximation, so expect similar intent rather than a promise of one-to-one parity with every external FRAMA implementation.

Jurik parameters (K Jurik Phase, K Jurik Power)

Relevant when: K MA Type is Jurik.

The JMA entry in this library is a Jurik-style approximation rather than an exact vendor clone. Phase (default 0) controls the tradeoff between lag and overshoot. Power (default 2.0) controls smoothness. Higher power = smoother but slower.

Laguerre Alpha (K Laguerre Alpha)

Relevant when: K MA Type is Laguerre.

Alpha (default 0.5, range 0 to 1) controls the damping factor. Lower alpha = more smoothing and more lag. Higher alpha = faster response with more noise.

VAMA Vol Length (K VAMA Vol Length)

Relevant when: K MA Type is VAMA.

The VAMA entry in this library is a custom approximation that scales its smoothing around a volatility measure over this lookback period (default 20). Shorter vol length = faster volatility adaptation.

D-specific Power User parameters

Every Power User parameter listed above for K has an identical counterpart for D smoothing (D ALMA Offset, D KAMA Fast/Slow, D Jurik Phase/Power, D Laguerre Alpha, D VAMA Vol Length). They control the D signal line's smoothing independently from K. The same "relevant when" rules apply — each set only matters when the corresponding D MA Type is the one that uses them.

General oscillator settings

Overbought Level

Default: 70.

The position of the upper dashed reference line and the threshold used by the "Blended Stoch Overbought" alert.

Remember the scale: +70 on the bipolar range corresponds to approximately 85 on a traditional 0-100 stochastic. If you are accustomed to using 80 as your OB threshold, the equivalent here is about +60.

When to change: When you want a tighter or looser definition of "stretched bullish." A lower OB level (e.g., +50) triggers the overbought alert more frequently. A higher one (e.g., +85) triggers it only at near-extreme readings.

Oversold Level

Default: -70.

Same logic as Overbought, in the bearish direction. -70 corresponds to approximately 15 on a traditional stochastic. If you are used to 20 as oversold, the equivalent is about -60.

Display settings

Plot Blended K/D

Default: true.

Shows or hides the blended K line, blended D line, and the fill between them. Individual slot K lines are not affected.

When to change: When you want to focus on individual slot behavior without the composite overlay. Turning this off can make the pane cleaner when you are studying individual timeframes rather than the blend.

Blended Line Width

Default: 3.

Thickness of the blended K and D lines. Cosmetic only.

Master smoothing settings

Master smoothing applies a final moving-average pass to the blended K and blended D after blending is computed. It is an optional third smoothing layer on top of the K smoothing and D smoothing that already happened at the slot level.

Enable Master Smoothing

Default: false.

When to change: When the blended K/D is too noisy for your purposes and you want a calmer composite line. Some traders enable this to produce a slower, more trend-like oscillator reading.

Watch for this carefully: By the time the blend reaches master smoothing, the data has already been smoothed twice — once at the K level and once at the D level — for every contributing slot. Adding a third layer can make the oscillator look visually clean while burying real momentum shifts under multiple bars of lag. The result feels stable and reassuring, and that is exactly the danger. A line that barely moves looks like it knows something. It does not. It is slow, not wise. The individual slots may have already flipped regime bars ago while the master-smoothed blend still shows the old direction. If you are making decisions off that line, you are trading on stale information that happens to look confident.

If you enable master smoothing, keep the length short (2-3), keep the individual slot lines visible as your faster reference, and know that the smoothed blend is always trailing reality. See Limitations & Trust Boundaries for the full warning on smoothing-as-lag.

Master MA Type

Default: EMA.

The MA algorithm for the master smoothing pass. The full Axiom MA Library is available. EMA is a good default because it responds faster than SMA to recent changes, partially offsetting the lag that a third smoothing layer introduces.

Master Length

Default: 3.

The smoothing length for the master pass. Short lengths (2-3) add mild smoothing with moderate lag. Longer lengths (5+) produce a very smooth line that can trail genuine momentum shifts by many bars.

Master Power User parameters

The same ALMA, KAMA, Jurik, Laguerre, and VAMA parameters are available for the master smoothing pass, governed by the same "relevant when" rules as the per-slot Power User settings. They only matter when the Master MA Type is the corresponding exotic type.