# DSS Bressert A Momentum & Oscillators concept (Stochastics) in the LuxAlgo Library, with 1 indicator implementation. ## What is the DSS Bressert? The DSS Bressert, short for Double Smoothed Stochastic, is a momentum oscillator that applies the stochastic calculation twice with exponential smoothing in between. A raw [Stochastic Oscillator](https://www.luxalgo.com/library/concept/stochastic-oscillator/) locates the close within the recent high-low range; the DSS smooths that reading with an [EMA](https://www.luxalgo.com/library/concept/ema/), runs the stochastic normalization again on the smoothed series, and smooths once more. The result is a 0 to 100 oscillator that keeps the stochastic's fast turns at extremes while filtering much of its bar-to-bar noise. The indicator is commonly associated with William Blau, who published double-smoothing techniques for momentum indicators, and with cycle analyst Walter Bressert, whose name attaches to the popular variant; the exact lineage is muddied by decades of platform reimplementations, so attribution is best kept loose. What matters practically is the design goal shared by that lineage: preserve responsiveness at turning points while suppressing whipsaw, the perennial stochastic trade-off. Traders care because the double normalization produces an unusually crisp signature: the DSS tends to travel quickly between its extremes and pause there, making [overbought/oversold](https://www.luxalgo.com/library/concept/overbought-oversold/) visits and hooks easier to read than on a fast stochastic, with less lag than a heavily smoothed slow stochastic. In Bressert's own cycle-trading framework, the oscillator's oversold hooks were used to time entries within an identified dominant cycle, not as standalone signals. ## How it's calculated One widely used formulation applies stochastic normalization and EMA smoothing twice over the same lookback. ``` raw = 100 * (close - lowest(low, n)) / (highest(high, n) - lowest(low, n)) s1 = EMA(raw, m) dss_raw = 100 * (s1 - lowest(s1, n)) / (highest(s1, n) - lowest(s1, n)) DSS = EMA(dss_raw, m) n: stochastic lookback period, commonly around 10 to 21 m: EMA smoothing period, commonly around 3 to 9 lowest(x, n): lowest value of x over the last n bars highest(x, n): highest value of x over the last n bars EMA(x, m): exponential moving average of x over m periods ``` Implementations vary: some use separate lookbacks for the two stochastic passes, some smooth with SMAs, and some add a signal line (often an EMA of the DSS or a lagged copy). There is no single authoritative parameter set. Blau's related double-smoothed stochastic in his published work smooths numerator and denominator separately before dividing, which is a distinct construction that behaves similarly. ## How traders use it - For overbought/oversold timing with less noise: traders act on hooks, where the DSS turns back from beyond 80 or below 20, treating them as cleaner than raw stochastic crossings. - Within a cycle framework: in Bressert-style trading, an oversold DSS hook is only taken when a dominant cycle low is due and the higher timeframe points up, using the oscillator as the trigger rather than the thesis. - With a signal line: variants that plot a companion line use crossovers as entries, read like a slow stochastic but with the double-smoothed base. - For divergence work: the smoothed swings make [regular divergences](https://www.luxalgo.com/library/concept/regular-bullish-bearish-divergence/) at extremes easier to see than on jittery fast stochastics. - With the usual bounded-oscillator caveat: in strong trends the DSS pins at an extreme like any stochastic, and counter-trend hooks fail repeatedly until the trend regime breaks. ## DSS Bressert vs. other stochastic refinements - **Double Stochastic** (https://www.luxalgo.com/library/concept/double-stochastic/): Both apply the stochastic operator twice; the names are near-synonyms and platform usage overlaps heavily. DSS Bressert usually denotes the EMA-smoothed variant carrying Bressert's parameterization. - **Stochastic RSI** (https://www.luxalgo.com/library/concept/stochastic-rsi/): StochRSI runs the stochastic normalization on RSI values rather than on price, deliberately maximizing sensitivity. The DSS runs it on smoothed price-range readings, aiming for the opposite: fewer, cleaner swings. - **Stochastic Momentum Index** (https://www.luxalgo.com/library/concept/stochastic-momentum-index/): The SMI, another Blau design, measures the close relative to the midpoint of the range with double smoothing and oscillates around zero. The DSS keeps the classic 0 to 100 close-versus-range formulation. ## FAQ ### Who invented the DSS Bressert? The double-smoothed stochastic idea is usually credited to William Blau's published double-smoothing work, and the popular variant carries Walter Bressert's name from his cycle-trading methodology. Platform implementations have blurred the exact history, so firm attribution beyond that is not warranted. ### How is DSS Bressert different from a slow stochastic? A slow stochastic smooths the stochastic output once with moving averages. The DSS re-normalizes the smoothed series through the stochastic formula a second time, which restores fast movement near extremes that plain smoothing removes. ### What are typical settings? There is no canonical set. Lookbacks near 10 to 21 with EMA smoothing near 3 to 9 are common defaults, and traders tune them to the cycle length they are trading. ### Can the DSS be used alone as a system? It was not designed that way. In Bressert's framework it times entries inside a separately identified cycle and trend context, and used standalone it inherits every weakness of bounded oscillators in trends. ## Implementations in the Library - DSS Bressert (LuxAlgo): https://www.luxalgo.com/library/indicator/dss-bressert/ ## Related concepts - Stochastic Oscillator: https://www.luxalgo.com/library/concept/stochastic-oscillator/ - Double Stochastic: https://www.luxalgo.com/library/concept/double-stochastic/ - Stochastic Momentum Index: https://www.luxalgo.com/library/concept/stochastic-momentum-index/ - Adaptive Stochastic: https://www.luxalgo.com/library/concept/adaptive-stochastic/ - Premier Stochastic: https://www.luxalgo.com/library/concept/premier-stochastic/ - Stochastic Pop: https://www.luxalgo.com/library/concept/stochastic-pop/ --- Source: https://www.luxalgo.com/library/concept/dss-bressert/ (LuxAlgo Library, the encyclopedia of trading & technical analysis). Free to use with attribution: https://www.luxalgo.com/library/license/