In a recent article, Predictive Indicators written by John Ehlers he highlighted a unique indicator used to time market cycles. In this article, I want to put John’s Oscillator to the test by comparing it to another popular indicator used for timing to stock index markets.annual drawdown factor index indicator John Oscillator market profit stock turning
Going live with an automated strategy is one of the coolest, but also scariest things you can do in trading.
Of course, there is a lot more to automated trading than just synching up continuous contracts and monitoring live vs. strategy positions.automated indicator November position red roll shown strategy trade trading
I remember reading an article at the start of 2013 that concluded, “This market reeks of euphoria.” The S&P 500 is up around 90% since then. In the financial markets, this makes it harder than ever to gauge investor sentiment.crash difficult gauge index indicator investors market sentiment tail volatility
The recent run of soft economic data inspires some pundits to claim that a new recession is brewing. As I discussed yesterday, Q2 forecasts have been trimmed in recent weeks and most projections now reflect moderate growth of roughly 2%-3% (seasonally adjusted annual rate).data economic ETI indicator numbers projections published recent recession reflect
Every system developer has a list of rules and indicators that they want to test out. The problem every developer faces is narrowing down that list of rules and indicators to the select few that are best worth focusing on.developer indicator input optimizer perceptron quickly relevant rules system trading
Commercial and industrial lending in the US has been flat for the past six months, the longest stretch of sluggishness in six years.
History suggests that business and commercial loans are a lagging indicator for monitoring recession risk.business data growth indicator lending loan months recession trend year
Technical traders understand that indicators need to smooth market data to be useful, and that smoothing introduces lag as an unwanted side effect. Most technical analysis indicators merely document what has happened in history.Aliasing Noise bar cycle data filter frequency indicator lag SuperSmoother filter trading
Despite eight years of relentless support to equity markets by a group of central banks, in the last two and a half years there is an alarming trend, as this chart shows. What the latest steep downtrend tells us is that despite generous support from central banks, the financial media and nearly everyone involved, the market has not been able to maintain a high win rate on a daily basis but its uptrend basically depends on occasional boosts from interventions, material and verbal.banks Central downtrend dynamic indicator market shows spy win years
Let us face this fact: We do not have a sufficient sample of major stock market tops and dependent indicators to allow for high probability forecasts. In other words, the indicator is used to express beliefs but acts as a cover for them since there is no basis for any statistical significance at all.game guessing index indicator major market Professor Robert shiller top
Most indicators that attempt to time a stock market top suffer from the curse of small samples, especially after the 1990s, when a significant change in market dynamics occurred. In this sense, longer-term backtests that attempt to document some momentum effects can be misleading.coin context indicator market signal significant small term top toss
Knowing exactly when to buy or sell a company’s stocks is not easy.
This indicates an increasing stock price and often results in higher trading volumes due to other investors also buying because of the golden cross.companies death cross golden cross indicator investors longer moving stock trading values
Most technical analysis indicators are used in forecasting price action but provide little information about the dynamics that drive it.
The chart below shows closing daily prices for the low volatility and high beta S&P 500 ETFs, SPLV and SPHB.cap closing count etfs indicator reversion shows SPHB SPLV stock
Economic activity weakened slightly in May, but it’s too soon to say if this is anything more than noise. The Economic Trend and Momentum indices (ETI and EMI, respectively) continue to print at moderately elevated levels, holding on to gains that unfolded in previous months.broad data ETI indicator model projections published remain trend values
In this article we discuss feature generation for a long/short forex strategy.
Forex is an important asset class that can provide effective diversification, as shown in a recent article where we discussed a trend-following forex strategy.DLPAL feature files historical data indicator long short pro software strategy values
The Hurst indicator variant used by Price Action Lab Blog has served as a leading indicator of the 2000 and 2008 market tops and of the more recent corrections. In this article we look at current performance of this important indicator.corrections current Hurst indicator lab leading market recent served variant