Windowing functions - stochastic oscillator

Last time I was looking on the calculation of simple moving average using the new windowing features in transact SQL. I was curious how to do some deeper calculation in the stock analysis area. So today I shall see how we calculate the Stockhastic oscillator. This function use two inputs. D% and K% and the formula are:

%K = 100*(C - L14)/(H14 - L14). C = the most recent closing price  L14 = the low of the 14 previous trading sessions  H14 = the highest price traded during the same 14-day period. 

%D = 3 or 8-day period moving average of %K

The oscillators value are between 0 and 100. Below 20 is oversold and over 80 is overbought. A buy respective sell signals is occur when the %K is cut thru %D from across 80 respective below 20.

CREATE table #calculation (

       [id] [int],

       [aktie] [nchar](10) NULL,

       [datum] [date] NULL,

       [stang] [decimal](18, 2) NULL,

       [K] [decimal](18, 2) NULL

 CONSTRAINT [PK_calculation] PRIMARY KEY CLUSTERED

(

       [id] ASC

)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON) ON [PRIMARY]

) ON [PRIMARY]

GO

SET ARITHABORT OFF

SET ANSI_WARNINGS OFF

GO

INSERT INTO #calculation

SELECT id, aktie, datum, stang

,K = (100*((stang - MIN(stang)  OVER (PARTITION BY aktie ORDER BY datum ROWS BETWEEN 13 PRECEDING AND CURRENT ROW))) / ((MAX(stang) OVER (PARTITION BY aktie ORDER BY datum ROWS BETWEEN 13 PRECEDING AND CURRENT ROW)) - (MIN(stang)  OVER (PARTITION BY aktie ORDER BY datum ROWS BETWEEN 13 PRECEDING AND CURRENT ROW))))

FROM dbo.borsdata

GO

SELECT id, aktie, datum, stang

,AVG(stang) OVER (PARTITION BY aktie ORDER BY datum ROWS BETWEEN 199 PRECEDING AND CURRENT ROW) as  '200 SMA'

,AVG(stang) OVER (PARTITION BY aktie ORDER BY datum ROWS BETWEEN 49 PRECEDING AND CURRENT ROW) as  '50 SMA'

,AVG(stang) OVER (PARTITION BY aktie ORDER BY datum ROWS BETWEEN 19 PRECEDING AND CURRENT ROW) as  '20 SMA'

,K

,D = (AVG(K)  OVER (PARTITION BY aktie ORDER BY datum ROWS BETWEEN 2 PRECEDING AND CURRENT ROW))

FROM #calculation

drop table #calculation