New Indicators

Today I implemented several indicator ideas that have been on the backlog. Firstly I implemented the RAVI indicator. It seems to be a good indicator of trend strength and good for finding trends. Apparently it is superior than ADX as it is not as laggy. I made a slight variation so that the application of […]

Research

Pair Trading “The strategy monitors performance of two historically correlated securities. When the correlation between the two securities temporarily weakens, i.e. one stock moves up while the other moves down, the pairs trade would be to short the outperforming stock and to long the underperforming one, betting that the “spread” between the two would eventually […]

Sideways Markets and MACD, RSI

MACD loses money in a sideways market and if we can do something to identify that the market is so, then we can get the MACD to ignore trade signals until it appears to be trending again. The use of Bollinger Bands can help identify sideways markets it seems. –       If the price has moved […]