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Open Interest COT Report stochastic

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Joined
5/9/08
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Hi everyone,

I apologize if this might sound like a very simple question, but how would you implement this into a formula? :

"[FONT=&quot]...taking a stochastic of the net of commercial longs minus shorts divided by the total open interest of the last 26 weeks."

I'm not a formally trained quant per se, but I'm trying to chart myself in Excel the Open Interest from the Commitment of Traders reports.

The quote above is from Larry William's book about COT reports.Unfortunately I don't know exactly what the "stochastic" he refers to is.

How would you approach this?
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He probably refers to one of the Stochastic indicators in Technical Analysis. IIRC, he created his own stochastic indicator and that might be the one he is talking about. Do a search about Technical Analysis Stochastic Indicators and you will probably find it.
 
I don't know much about technical analysis but I often hear the following two terms: fast stochastic oscillator and slow stochastic oscillator. As to their meanings, I have no clue and nor do I care. But for your question, you might want to look into it.
 
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