Questions tagged [technical-analysis]

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

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84 views

Linear programming optimization problems in finance

I'd like to know what are, if any, the applications of linear/non linear programming optimization techniques for financial markets. I'm a business major, and I want to find an argument for my thesis ...
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4answers
192 views

Identifying “logical” segments on trading charts

The chart below is the 15-minute EURUSD from earlier today. The blue lines represent dividers between three subjective but reasonable segments that can easily be made out by the eye. I would ...
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1answer
92 views

Appropriate Encoding for Stock Technical Indicators ? RSI

happy new year and i am new to machine learning + python.. so recently i am doing a project on my own to use machine learning models on technical indicators.. I have my technical indicators data ...
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45 views

Is there any theoretical basis for the usage of the Golden ratio / Fibonacci numbers in technical indicators?

Once in a while I see the golden ratio / Fibonacci numbers appears in the construction of technical indicators. (More specifically about Fibonnaci retracements, see here for example - "For ...
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33 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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62 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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43 views

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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186 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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28 views

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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55 views

Quantifying Bollinger Band squeeze

I'm interested in experimenting with Bollinger Band squeezes to see if a strategy can come of it. A simple definition is a narrowing of the bands like the example below. Really, only the standard ...
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0answers
52 views

Is there an indicator that “normalizes” pullback signals against varying trend strengths?

Does anyone know of a good indicator that "normalizes" pullback signals based on the context of the strength of the trend they occur in? I've noticed trend strength and pullback depth are ...
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33 views

Question about technical analysis indicators

Is there an indicator (if so, tell the name), an oscillator that takes the derivative of the price for n candles (or a similar way)? p.s I understand that I can ...
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20 views

Using sec reports scores to predicts company's performance

I'm a software engineer trying to learn some new stuff using stocks analysis as my learning project. I'm trying to do sentiment analysis to predict better stocks prices trends. the first step I'm ...
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1answer
73 views

Detrending market data to calculate expected return (ER)

I'm a complete newbie so please be kind. I'm reading Evidence-Based Technical Analysis: Applying the Scientific Method and Statistical Inference to Trading Signals by David Aronson And I'm ...
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30 views

Calculate percentage change within sliding window

i have aggregated minute OHLC data and looking to find large percentage changes of y% within a sliding time window of t for the close value - for example a change of 4% within 15 minutes would be the ...
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29 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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226 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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37 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.