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I'm a bit puzzled because it seems that with MM11.3 the output of SlowStochastic on trading data has changed regarding the previous MM10 version. I can't seem to find any documentation about this. However I don't have the MM 10.1 version on my system.

Could someone be kind enough to perform a check with a MM version 10.1? The last 10 values of MM10.1 are in the mm10 variable. I got this from one person testing it but it might be a user error or at least I would like to exclude this.

mm10={{17.6468, 19.6131, 28.0252, 32.7036, 41.9703, 45.3891, 46.1988, 
  38.6865, 33.8609, 22.7569}, {40.5083, 29.3236, 23.6518, 23.4181, 
  27.9918, 33.5403, 38.8574, 40.9897, 41.2211, 37.3784}}


stocks = FinancialData["AS:INGA", 
   "OHLCV", {{2018, 1, 1}, {2019, 3, 22}}];
slowsto14o5 = FinancialIndicator["SlowStochastic", 14, 5][stocks]
slowsto14o5 // Normal;
slowsto14o5values = %[[All, -10 ;;, 2]]

with MM11.3 the result is

{{37.0155, 26.7426, 23.5636, 25.1752, 30.7917, 36.7072, 39.4512, 40.3284, 39.625, 34.4779}, {66.6088, 55.5996, 45.1426, 36.8533, 31.768, 29.9993, 30.4052, 32.6695, 35.3464, 36.8969}}

So as you can see the difference is quite large.

Thanks!

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    $\begingroup$ The change must have occured later: I found a Version 11.0.1 on my drive and it also returns the values from mm10. $\endgroup$ – Henrik Schumacher Mar 29 '19 at 8:41
  • $\begingroup$ Oh.. This is weird. So I believe that it must be a bug or that Wolfram changed the algorithm though I would believe that this should be documented! $\endgroup$ – Lou Mar 29 '19 at 9:14
  • $\begingroup$ I am not an expert in FinancialIndicator, but I believe that you're right. It might be a good idea to contact support about the issue. $\endgroup$ – Henrik Schumacher Mar 29 '19 at 9:19
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I got contact with a helpfull and friendly Wolfram Support engineer and they came back with the following information.

with V11.3 and upwards we should use the Padding option.

FinancialIndicator["SlowStochastic", 14, 5,Padding->Automatic][stocks]

It's not documented yet but will be and is related the MovingMap function.

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