Shifting KDJ Values to Reference the Previous Trading Day
Summary
The document explains how to refer to the prior day’s K and D values from a KDJ indicator in a factor expression. It recommends applying a one-period shift to the desired indicator series. The example uses the K series, and the same approach applies to the D series.
The exchange clarifies the direction of the shift: a positive one-period shift retrieves the previous day’s value, while a negative one-period shift points to the next day. This is a brief usage answer rather than a discussion of KDJ calculation, trading rules, or performance. It does not address calendar gaps, data alignment, or how shifts behave in a particular backtesting setup, so users should confirm those details in their own platform context.
Key ideas
- A one-period shift can retrieve the prior day’s KDJ K value.
- The same shift operation can be applied to the KDJ D value.
- A positive shift of one refers to the previous day in the described platform.
- A negative shift of one refers to the next day in the described platform.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.