# Tagged Questions

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### Advancers / Decliners data source

What is the best source for this data? I am trying to compute http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:mcclellan_summation in Python.
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### How to fully replicate ADX + DI Indicators in Excel?

For black box testing, I was hoping that I could replicate the ADX + DI+ and DI- indicators that are provided in trading platforms such as ThinkOrSwim, ScottradeElite etc. However, I noticed that ...
25 views

### Chaikin Money Flow Persistence Formula

I am trying to create an approximation of the Accumulation/Distribution Rating using the Chaikin Money Flow Persistance indicator. I have the Chaikin Money Flow Formula as below, could anyone assist ...
97 views

### Economic indicators leading the yield curve

There is a lot of research on how the government yield curve can be used to predict the economy. The government yield curve is often seen as a leading indicator. But for which variables is the curve a ...
340 views

### Optimal trading strategy in toy world of simple Hidden Markov model with Gaussians

I want to solve the following optimization problem: What is the optimal general trading strategy (in the sense of the highest Sharpe ratio) on a time series which is the result of a Hidden Markov ...
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### Grokking Stochastic Oscillator for Stocks

In software, I'm trying to implement the Stochastic Oscillator (see here), and I'd like to figure out a few things. Let's say I use standard inputs 14, 3 and 3. If my 14 is for intraday ticks, what ...
2k views

### Library of basic indicators

I am looking to start developing a trend following strategy and have been looking to do something in either C# or Java and wondered if there was a library or framework out there that would make ...
1k views

### Volatility-Based Envelopes

I am following an article by Mohamed Elsaiid (MFTA) about Volatility-Based Envelopes - a quite new technical indicator he has introduced, that is being used by Bloomberg. My goal is to get a simple ...
899 views

### How to use macroeconomic indicators for long/short trading strategies?

I am trying to understand how to use macroeconomic data in my trading. I understand that using such data could be used to gauge an overall view of the market and how it's doing as a whole. I have been ...
740 views

### How does “time segmented volume” differ from on-balance volume?

Worden Brothers Inc. advertise a proprietary indicator called Time Segmented Volume. This gizmo seems closely to resemble On Balance Volume. Is there any reason to think that TSV might yield a more ...
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### What do we really mean by put-call ratio and how should it be expressed?

I need to calculate the put-call ratio for an American option. But I'm a complete naïf: I don't know how. I think I'd use the put open interest and the call open interest. I can imagine two ways to ...
6k views

### How to identify technical analysis chart patterns algorithmically?

I'm working on a small application that will provide some charts and graphs to be used for technical analysis. I'm new to TA but I'm wondering if there is a way to algorithmically identify the ...
681 views

### Indicators and research for stress-based investment strategies

In reference to this paper: Can risk aversion indicators anticipate ﬁnancial crises? and the investable UBS Risk Adjusted Dynamic Alpha Strategy: ...
1k views

### How can I quantitatively test the validity of momentum indicators?

I am learning about quantitative finance, and I am struck by how different it is from the techniques that make it into magazines and TV, particularly technical analysis. Specifically, if they say an ...