Know Sure Thing: four rate-of-change readings taken over lengthening horizons,
each smoothed, then summed with weights 1/2/3/4 so the slowest cycle dominates.
The point is that a single ROC is a statement about one horizon; KST asks
whether short, medium, and long momentum agree, and weights the answer toward
the horizon least likely to be noise.
Every term carries its own warmup and the sum is only real once the slowest one
is. With the defaults that is bar 44, roclen4 + smalen4 - 1. The signal SMA
then runs over a series with that gap in front of it, so it starts siglen - 1
bars later again; sma in ./calc refuses any window holding a warmup slot,
which is what makes both boundaries fall where the reference puts them.
Know Sure Thing: four rate-of-change readings taken over lengthening horizons, each smoothed, then summed with weights 1/2/3/4 so the slowest cycle dominates. The point is that a single ROC is a statement about one horizon; KST asks whether short, medium, and long momentum agree, and weights the answer toward the horizon least likely to be noise.
Every term carries its own warmup and the sum is only real once the slowest one is. With the defaults that is bar 44,
roclen4 + smalen4 - 1. The signal SMA then runs over a series with that gap in front of it, so it startssiglen - 1bars later again;smain./calcrefuses any window holding a warmup slot, which is what makes both boundaries fall where the reference puts them.