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The TA_lib Technical Analysis library here has open source code for numerous indicators.


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My favorite tool is Sornette's own Finanical Crisis Observatory: http://tasmania.ethz.ch/pubfco/fco.html If you are interested, I have developed my own tool in Java and JavaCL which can be found here: https://thebubbleindex.codeplex.com/


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The Technical Analysis of Financial markets is considered as a milestone of the matter. I suggest to read that before starting to test your strategy. It explains well the use of each indicator, providing the economic reason behind that and when it is useful to use that; moreover, the book deals the stock market with mainly, as you need for. In my humble ...


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A very good reference can be found here: http://www.asiapacfinance.com/trading-strategies/technicalindicators


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Sorry, but despite being used as a popular example in machine learning, no one has ever achieved a stock market prediction. It does not work for several reasons (check random walk by Fama and quite a bit of others, rational decision making fallacy, wrong assumptions ...), but the most compelling one is that if it would work, someone would be able to become ...


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A stock's returns are also correlated to the performance of the ETFs or Index Funds that include that stock; for example, if you look at returns for MSFT (Microsoft), you might want to look at the performance of QQQ as well.


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Very often a stock's return is determined primarily by what the broad market, or perhaps the stock's sector, is doing: to see this, take a random stock, and it will be very hard to justify most moves - until you consider the market [e.g. S&P500] or sector [e.g. transportation]. Thus, I would include the beta coefficient, which measures the volatility in ...


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I will try to answer both of your questions together. First, regarding a standard for calculating price momentum I would say no, there is no universal standard. In addition to what is simply called the momentum indicator (which @chjortlund described in his answer), there are dozens of additional momentum indicators, and each puts an emphasis on ...



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