The alpha parameter of this moving average decreases with every new bar on the chart, so it will become more slowly and slowly in course of time. Can act like additional support/resistance line but works in an acceptable way on weekly and monthly timeframes only.
PLEASE READ THE ENTIRE POST BEFORE PURCHASING & USING THE ALPHA: Volume INDICATOR. Saves you and me some time in emails and messages. :) Volume is the only true predictive method for an assets movement. Most of my followers know I am volume-obsessed, volume precedes price and identifying major spikes in volume prior to an assets movement is one of the most...
What is a divergence? In the case of strength and momentum indicators, it is when the price deviates from the movement of the oscillator, it can have significant implications for trade management. Divergences in an uptrend occurs when the price makes a higher high but the indicator does not. In a downtrend, divergence occurs when the price makes a lower low,...
The Alpha-Sutte model is an ongoing project run by Ansari Saleh Ahmar, a lecturer and researcher at Universitas Negeri Makassar in Indonesia, that attempts to make forecasts for time series like how Arima and Holt-Winters models do. Currently Ahmar and his team have conducted research and published papers comparing the efficacy of the Alpha-Sutte and other models,...
Alpha and Beta for cryptocurrency. Custom input for other symbols.
This is the newest version of the Riz Alpha Cross. It is an evolution of the previous version, hence the "EVO" moniker. This indicator is to be used for entries only and is only available to the Riz International Team and Students. you can find out more about here.
(Created for Client) Alpha (Unique price action of asset) indicator for ALTcoins implementation, taking `BINANCE:BTCUSDT` as the market reference. Can be improved by adding more BTC charts from more sources, so as to get a unified chart of BTC for market representation. Set `alpha period` to a value, wherein you want to see the unique price action of the asset....
This is the updated version of the RIZ - Alpha Cross indicator/overlay. it is ONLY available to Riz International Stock Trading Mentoring Students. You can check out our website to see what we offer: rizinternational.com Thanks, Riz
The Riz International - Alpha Cross indicator/overlay is meant to be used as a ENTRY signal ONLY. It works on all asset classes and on all time periods. The Alpha Cross works best on daily charts and in trending markets.
The Riz International - Alpha Cross indicator/overlay is meant to be used as a ENTRY signal ONLY. It works on all asset classes and on all time periods. Works best on daily charts and in trending markets.
shows mean excess returns of defensive and cyclical sectors vs. S&P500
en.wikipedia.org(finance) Beta is a measure of the risk arising from exposure to general market movements as opposed to idiosyncratic factors. The market portfolio of all investable assets has a beta of exactly 1 (here the S&P500). A beta below 1 can indicate either an investment with lower volatility than the market, or a volatile investment whose price...
Alpha is a measure of the active return on an investment, the performance of that investment compared to the S&P500 index, where 0.01 = 1% alpha < 0: the investment has earned too little for its risk (or, was too risky for the return) alpha = 0: the investment has earned a return adequate for the risk taken alpha > 0: the investment has a return in...
experiment with linear regression, the purpose was to catch break outs early, but it creates to much visual noise same as version 0 but with added margin filter and signal to mark entrys
this code is untested use at your own risk... applying timed price change over the square to predict price expansion or contraction of the range, it is not predicting the future price only the range that is possible for the price to be in within a margin of error of possibility, with that said i think its very unlikely for price to fall outside the range, due to...