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...moving averages and a list of stocks that compose a market, group, index or sector, the Moving Average Trends is a market breadth indicator that results from a simple calculation on a group of stocks.
First of all, for each stock, the market indicator calculates a short, intermediate and long term...
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...moving average of the price range expansion using a specific lookback period.
To calculate this market composite indicator, I have used a 14-bar period with the Average directional index. The ADX indicator fluctuates between 0 and 100 and therefore the composite indicator that is based on the ADX will also...
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...moving average of the high-low index.
The 52-week high and low numbers are required in order to compute the High Low Index. This data can be created by implementing two composites and then applying them to a list of stocks or it can be downloaded directly from a trading object. The...
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...moving average (EMA) of the Plus directional movement (PDM - plus_dm) and then dividing it by the EMA of the true range. The latter is calculated the same way but it uses the Minus directional movement (MDM - minus_dm) instead of the PDM.
Here are some trading rules that use the...
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...moving average crossover. This is intended to find long trends in the system. This should be combined with fundamantal analysis as that will ensure you are investing in solid companies and you are trying to find a good entry point and exiting before the world comes crashing down.
The...
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...moving average:
GetData("volatility" , "iv") < SMA(GetData("volatility" , "iv"), 30)
An increase or decrease in the implied volatility can be measured using the RoC or rate of change technical analysis indicator; here is an example:
roc(GetData("volatility" , "iv"), 10) > 5 ...
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...moving averages, each one with a different lookback period, are almost equal:
IsEqual(sma(10), sma(30), sma(60), sma(10), 0.5);
A signal is returned only when the difference between the 10-Bar simple moving average and the 30-Bar simple moving average is lower than 0.5, the difference between the 10-Bar SMA and 60-Bar SMA is lower...
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...Moving Average Envelopes or Bollinger Bands. It is constituted of two lines that adapt to changes in the security's volatility by using the ATR or average true range indicator.
There are several variations in calculating the Keltner Channel. In this version, the midline is constructed by taking the exponential moving average...
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...moving average of their close prices plus the 30-bar standard deviation to stocks trading below the moving average of their close prices minus the 30-bar standard deviation.
The Standard deviation is a measure of volatility, the higher the standard deviation is, the more volatile a stock is. The 30-bar standard deviation...
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...moving average calculates the geometric mean of the previous N bars of a time series or trading indicator. The simple moving average uses the arithmetic mean, which means that it is calculated by adding the time series' value of the N previous bars and then dividing the result with the...
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