Here is a few references about OBV calculations: http://ta.mql4.com/indicators/volumes/on_balance_volume http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:...
I have multiple trading signals developed using cointegration on the same stock using various correlated assets. Is there a mathematical way to combine them to achieve better entry/exit points and ...
We are using this somewhat old software called GlobalServer and TS2000i by Omega research for capturing market data and generating systematic trading signals. I am using a third party software to ...