Questions tagged [indicator]
The indicator tag has no usage guidance.
15
questions with no upvoted or accepted answers
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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 ...
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3
votes
1
answer
691
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TradingView STC vs any python STC
I am trying to use in a trading strategy the STC indicator, but I can not find out why its not working properly.
The chart that I am using is BTC/USDT on UTC as a timeframe.
Chart time: 01 Feb 22 - 16:...
- 151
3
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665
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Replacement for Moodys BAA and AAA series
Along with many other people, I have been using Moody's seasoned BAA and AAA corporate bond yield series for my research for some time. I use them primarily to compute and analyze the quality spread. ...
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2
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Black's formula derivation: expectation of a indicator times a random variable
In this derivation of Black's formula for puts, we have that $\mathbb{E}[e^X 1_{e^X \leq K/S_0}]$ somehow equals $S_0 e^{\mu + 0.5 \sigma^2} N$ (as above in the formula).
I tried breaking apart the ...
- 21
2
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595
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Hourly RSI calculation to match Daily RSI
I implemented the RSI calculation based on the ta4j implementation that you can find here: https://github.com/ta4j/ta4j/blob/master/ta4j-core/src/main/java/org/ta4j/core/indicators/RSIIndicator.java.
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2
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0
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541
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Can you tell me what this RBloomberg formula means?
I've been asked to re-create a spreadsheet that used RBloomberg using a different data source. But I'm having trouble figuring out exactly what one of the spreadsheet's formulas does. Can anyone tell ...
1
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48
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What variables are used for the Institutional Activity Index (IAI)?
I've been looking for various ways to get more information about institutional trade action. Although weekly COT report is available, it's already outdated by 1 week at the time the report come out ...
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168
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Equivalent of Force Indicator Within Ta-lib
Is there any equivalent of the Force indicator (http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:force_index) within the talib library? (...
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1
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76
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Name of an indicator based on price change and volume
If a(t) is the price of an asset and v(t) is the transaction volume of that asset against say USD, one can look at the integral over a time period of v(t) a'(t).
In words, this is the cumulative ...
- 11
0
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1
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238
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How to use Ta-Lib to calculate the ewmstd?
I am trying speed up below code for faster speed,
df = df.ewm(span=lookback).std()
I wrote a numba version but it is very slow in large dataset
...
- 111
0
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99
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Duncan Leading Indicator definition & source of origin
What is the official definition of the Duncan Leading Indicator? I've looked at all links page after page on google but can't seem to find any official source of origin and therefore official ...
- 101
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40
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How does truncating data deal with long right tails of data? Why is a long right tail bad?
For reference, my coworker graphed the unemployment rate with an HP Filter on. He told me he truncated the data to 95% to deal with this issue but I'm not 100% sure what this means and why its ...
- 121
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83
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Why do I randomly see a significant difference in my RSI and that of Trading View
Now I realise my own RSI values will never be exactly the same as those from Trading View (TV), as I don’t have the same data for the first 14 periods. However I would expect the two to converge, and ...
- 101
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172
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How to calculate technical indicator using tick data cross the night?
The tick data shortly before the close in yesterday have different statistics and charasterices compared to the tick data shortly after the open in today. Then, how I calculate the indicators using ...
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Can I make the simple moving average less lagging by this method?
I have (T+3) predicted prices for a stock. Let us assume that the predicted prices are going to be very close to the actual prices. can I alter the formula of simple moving average for 20 days like ...
- 109