The indicator tag has no wiki summary.
16
votes
5answers
2k 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 ...
10
votes
3answers
1k views
How to incorporate technical indicators into neural networks?
I plan to develop a neural network to trade commodities futures, but while messing around with some code, a question came up. If I understand correctly, people use various technical indicators with ...
9
votes
1answer
522 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 ...
7
votes
5answers
787 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 ...
7
votes
2answers
182 views
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 ...
6
votes
4answers
481 views
Can risk aversion indicators anticipate financial crises? Research and/or strategies
In reference to this paper:
Can risk aversion indicators anticipate financial crises?
and the investable UBS Risk Adjusted Dynamic Alpha Strategy:
...
5
votes
4answers
592 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 ...
5
votes
0answers
521 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 ...
4
votes
2answers
1k views
Mean reverting Indicator
I'm looking for an indicator which tells me if it's a good time to use mean reverting type quantitative trading strategies.
In order to do so I look at the market (the few hundred stocks I trade) and ...
3
votes
1answer
358 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 ...
0
votes
1answer
102 views
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 ...
