Questions tagged [technical-analysis]

Security analysis methodology used to forecast the prices direction based on the past market data study.

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10 views

Adjusting backtest results for number of parameter sets tested

One can test a moving average crossover system that is long the asset when the N-day moving average is above the M-day moving average and short otherwise. If N and M are both allowed to be integers in ...
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53 views

How to use neural network for technical analysis?

I am working on building a Neural network for technical analysis of stocks. The input I have is the open price and two (so far) technical indicators : RSI and William's R - for the past 2 years. I can ...
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23 views

Asset prices Boom,Bust and Recovery cycles

Is there any systematic way to detect the Boom, bust and Recovery cycles in Asset Prices ? Are there any good references about the Topic ? Thanks in advance.
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41 views

What is market sensitivity and momentum sensitivity?

I have daily data of about 29 stock prices and 1 index prices of past 7 years I calculated beta as the ratio of covariance(Rm,Ri) / variance(Rm) I also calculated 200 days rolling momentum score as ...
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36 views

What is momentum factor and how is it calculated based on three parameters?

I have 7 year prices of a group of stocks and index prices for the same time period now I want to calculate momentum factor, depending on the three relevant parameters (rebalancing frequency, rolling ...
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18 views

How can I use both Stochastic and RSI in technical analysis?

Stochastic and RSI both are momentum indicator but they both show momentum in different way. It leading me to confusion how to use them in trading.
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58 views

Can MACD be calculated for values other than 12 and 26?

I am working on time-series classification problem using Convolutional Neural Networks in Python. The data-set used is financial stock market data (like yahoo finance). I am using some technical ...
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1answer
67 views

How can I forecast the Exponential Moving Average of the next day?

I am trying to forecast prices with exponential moving average method. The equation for EMA = [(Closing * k) + (EMA(y) * (1-k)] where: Closing is closing price of today, k is the weighted multiplier, ...
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1answer
57 views

Momentum factor (mom) weekly

I'm writing my dissertation about mutual fund performance and I can't find the weekly (Mom) factor. If there is a formula to transform monthly to weekly, I thought I would ask here. Thanks.
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114 views

Is there any good research on daily technical indicators?

Question In short, I am looking for any academic research that deals with 'selection of features that changes on a daily basis' In other words, academic researches studying 'which technical ...
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1answer
55 views

Generate scenarios of multiple related parameters

Assume I have three industry datasets: interest rates, inflation and unemployment. Data contains information of last ten years and it's monthly. Now, I would like to create N possible scenarios of ...
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1answer
68 views

DeMark Indicators

Would anyone know of a library in R that handles DeMarkindicators. Just wanted to check-in with the community before I invested a whole lot of time reinventing the ...
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40 views

Commodity Selection Index Derivation

The formula for the CSI, as found on page 111 of J. Welles Wilder's New Concepts in Technical Trading Systems (link), is as follows: I'm curious about the derivation. Multiplying the ADXR and ATR14 ...
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200 views

Stateful Technical Analysis Indicator Libray For Python

I an looking for a TA indicator library in python, that offers indicators you can update with ticks, in contrast to indicators that perform calculations on an entire data set. For example, an RSI ...
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What are the different indicators to measure historical volatility for stocks on individual basis?

Google search shows there are three indicators to measure volatility: 1. Average True Range 2. Standard Deviation / Variance 3. Bollinger Bands. What are the indicator(s) that you use to identify ...
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523 views

Technical Analysis in HFT

Has anyone here used technical analysis (think MACD, RSI) in HFT setting and can comment on the usage as an entry/exit signal? Best
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1answer
170 views

Should there be a relation between stocks when used as input data for integrating Technical Analysis with Machine Learning?

I'm integrating Technical Analysis with Deep Learning for the first phase of my research. I wanted to know how should I pick (or group) stocks as input data and whether there should be relation ...
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158 views

Does historical backtest data mean anything? [closed]

Sorry for this being a basic question. If I take a stock’s historical data and check for some rule I have found to buy/sell = what happened if I bought and sold this stock according to this rule in ...
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113 views

How to calculate RSI while considering market close and holidays?

I was trying to calculate RSI over hourly OHLC bars for a symbol (AAPL as an example) and got stock, first how should I handle closing hours? (does it make sense to ignore them all together and assume ...
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1answer
225 views

stochastic fast vs. williams r

I'm sort of new to technical indicators, and I was looking at stochastic fast and williams r. As I understand the definitions, they are: ...
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1answer
91 views

Assessing goodness of a Technical Trading Rule using a ROC model

I am testing various technical trading rules (TTR) on the cryptocurrency market. I have already setup some significance tests, to compare the returns and volatilities. I would now like to test it ...
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3answers
111 views

What is the OHLC of a candle when there are no trades

I hope I'm asking this in the right place. Couldn't find any definitive info anywhere. When creating a candle / time series / bucket, is the open of the series the first price in that series and not ...
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1answer
68 views

How can I reproduce the experimental verification of the “False Strategy” theorem plot?

I recently came across the following blog post talking about the importance of back-testing overfitting, and a plot claiming to be an experimental verification of the False Strategy theorem. The ...
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35 views

List of long-Term Support & Resistance in forex or stocks [duplicate]

I'm looking for a study of historic long-Term Support & Resistance in forex or stocks. If possible with their level of strength (strong, medium...). Example ...
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1answer
95 views

Comparing volatility of a specific period between days

I have 1 minute trade data for a particular stock and was wondering how I can compare the volatility of a particular period (08:00 - 09:00 for example) between days. I have data for 100 days and want ...
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3answers
538 views

Appropriate way to normalize Bollinger Bands?

I am playing around with using neural nets to make predictions on market trends. I am currently feeding in a portfolio of historical data of many stocks, and am now implementing several technical ...
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1answer
78 views

Information available to traders

I am not a trader myself but am trying to educate myself about trading. I notice that in most articles and videos about technical trading, an illustrative graph is displayed showing the latest price ...
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163 views

How to mathematically compute the volatility range of each stock?

I joined a stock market group and in this stock group, there is a proprietary "daily trading range (or DTR)" that the founder uses. However in order to do this for all the hundreds of stocks in the ...
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105 views

Comparing values of indicator between different stocks

I would like to ask whether there is a good way of analysing stock indicators that have no value limitations. For indicators like RSI we have a closed range ( 0 - 100 ) but in case of indicators like ...
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1answer
149 views

Momentum Analysis on Indices

I'm interested in analysis of day-on-day momentum of certain large indices. In particular, I'm interested in the predictive power of the sign of the price change of the first hour of trading with ...
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1answer
478 views

Calculate Exponential Moving Average for a specific time frame

I am writing code to calculate and plot the Exponential Moving Average(EMA) for different chart timeframes(tick/1M/5M/1H etc). I found the formula for calculating EMA: EMA = Price(t) * k + EMA(y) * ...
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1answer
100 views

Correct way to compute RSI in a moving window

I am trying to compute the RSI using the ticker price. I have troubles at the time to implement the RSI when I want to compute it every 1 minute but using windows to compute the OHLC of 10 minutes. I ...
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3answers
158 views

What is an Efficient way to calculate Simple moving average without saving previous N period values?

I want to calculate the Simple Moving Average (SMA) for Stock Prices with for period 'N'. Normal Formula for 4 Period Moving Average is MA = (a + b + c + d) / 4 for new entry e we do as ...
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1answer
234 views

Backtesting of value and technical analysis

I am an economic last year student trying to figure out how to backtest my model. It consist on several requirements imposed to the stocks before buying them and a very simple exit strategy. I ...
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2answers
162 views

Reference request : Introductory technical analysis

I want to thoroughly learn about technical analysis, or more exactly, how technical indicators or overlays are used in quantitative trading strategies. Being a beginner to the area, I can't ...
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2answers
376 views

Data mining of financial time series and pattern discovery - beyond technical analysis?

There are lot of works about pattern discovery in financial time series - but all of them (known to me) are connected with technical analysis and that is field (as said by many) that is not rigorous ...
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1answer
191 views

Do we need to lag values for backtesting?

I am using R moving average crossover backtest script from eickonomics. But I have a question about this section. ...
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7k views

Open source software for stock screening and scanning using technical analysis?

I am looking for open source software which can download stock data (yahoo/google finance etc) and used for screening/scanning stocks using technical analysis, for example: return stock list if ...
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1answer
82 views

Open source code based on quandl for security analysis and options priming

Quandl seems to be an excellent source of wide range of free/open financial data. But is there an open source code or platform that uses the quandl datasets to perform security analysis and option ...
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1answer
81 views

Determining confidence level of directional signals

With regards to technical analysis, are there ways of determining the confidence level of a directional signal? Taking a relative strength index (RSI) as an example, can the extent to which an asset ...
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94 views

How can I find stocks that have had a X% price swing within Y days, sorted by recency of said swing? [closed]

Let's say that I want to find stocks that have moved +-20% within a 10 day period. ABC would match if at t, ...
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1answer
66 views

Technical indicator MACD - Does the D stands for the Math divergence? [closed]

Does the divergence from MACD is the same well known from Math? What is the connection? Thanks,
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401 views

Volatility of EUR/USD: is this correct?

Let x be the closeBid price of EUR/USD, sampled every 5 minutes during year 2015 (historical data). This is the variation (is it ...
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1answer
130 views

Should a strategy backtested against three years of tick data continue to produce positive results?

Let's say we have a Binary Options 5-minute trading strategy that relies on multiple indicators and exploits price reversals in currency pairs. Now let's say there is a combination of inputs for the ...
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403 views

How to add buy/sell market on a long/short Bollinger Bands graph in python? [closed]

I am using python, pandas, matplotlib to do the following: I have plotted some stock data ...
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1answer
152 views

How to weigh many factors using a SMA/EMA

I'm learning about the SMA/EMA technical analysis, as well as, indicators such as Bollinger Bands, Stochastic Oscillators, MACD, etc. How do you know which one to use and which to weigh more over ...
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1answer
103 views

compute technical indicators from candle data

i have a rookie question but can't find the answer anywhere so..what is the right way to compute a simple moving average when you have an array of (open,close,low,high) tuples ? From what i saw so ...
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How do I calculate what % of price hits R1 before pivot

I am trying to calculate what % of times the price touches R1 before the pivot level. I have the data for the last 10 years and know how often it touches the R1 one and pivot point but I don't know ...
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3answers
6k views

How to calculate the JdK RS-Ratio

Anyone have a clue how to calculate the JdK RS-Ratio? Let's say I want to compare the Relative strength for these: EWA iShares MSCI Australia Index Fund EWC iShares MSCI Canada Index Fund EWD ...
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2answers
187 views

Why is volume a totally independent variable from price?

In Martin Pring's book "Technical analysis explained", when talking about volume, he asserts that it is "a totally independent variable from price" Why is this?