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Category Archives for Indicators
Using a Self-Similarity Metric with Intraday Data to Define Market Regimes
The images above are the famous Sierpinski Triangle and the Koch Snowflake. These objects are “self-similar” and this means that examination at finer levels of resolution will reveal the same shape. Both are examples of “fractal” geometry, and are characteristic of many phenomena in the natural world such as mountains, crystals, and gases. Self-similar objects […]
Continue readingTesting the FM Demodulator Filter
Within the June 2021 issues of Technical Analysis of Stocks and Commodities, you’ll find an article by John Ehlers called, “Creating More Robust Trading Strategies With The FM Demodulator.” This filter is purported to help reduce the variation of parameter settings. Put another way, using this filter should help with increasing the robustness of a […]
Continue readingWill A Synthetic VIX Help Your Trading?
On a recent discussion on our EasyLanguage Mastery FaceBook group, a reader pointed out an interesting indicator called, VIX Fix. The VIX Fix was designed by Larry Williams to overcome the limitations of the VIX. What would that be? It’s only available for the S&P 500, Nasdaq Composite, and DJIA. But what about the other […]
Continue readingSmooth Indicators With Zero Lag
In the December 2020 issue of Technical Analysis of Stocks & Commodities (TASC), John Ehlers proposed a “noise elimination technology” (NET). What is it? The article states, “Reduce indicator noise and clarify the direction of your indicators using Kendall rank correlation, which measures the strength of dependence between two sets of variables.”So, NET is a […]
Continue readingTRINdicators
When I start to write a blog post, usually my process is this:Come up with a really bad pun for the title.Write the rest of it.Bad puns are an important part of finance, and life in general. A blog reader contacted me recently to chat about various technical analysis indicators, and one he mentioned was “TRIN”, […]
Continue readingCapture The Big Moves!
Wouldn’t it be great to have an indicator that will help tell you when you are in a major bull or bear market? Imagine if you had a clear signal to exit the market on January 19, 2008 before the major market crash. Then the same indicator told you when to get back into the […]
Continue readingHow to Transform any Indicator in Histogram
In this EasyLanguage Tutorial, we show you how to use the TradeStation Histogram visual mode. Many traders don’t like to have the chart flooded with lines, drawings, and indicators.They prefer to see the naked price. Let’s take a simple example of a Moving Average from this link. This moving average has an active slope function […]
Continue readingBetter RSI Entries
Mean reversion systems, such as those based on RSI, suffer significant performance degradation when stop losses are applied for risk control. In previous posts, I shared how one could create more powerful RSI systems by using adaptive periodicity and multi-state regime classifiers.The key idea for better RSI entries is that there may be a unique optimal RSI […]
Continue readingDoes The Predictive Voss Indicator Work?
The August 2019 issue of Technical Analysis of Stocks & Commodities magazine John Ehlers proposed an interesting looking indicator. This indicator is a cycle indicator that John called a Voss filter. The name of the article is “A Peek Into The Future.” Of course, this indicator is not magic. We’re not looking into the future […]
Continue readingCan A Price Pattern Beat an Indicator?
I’ve seen people use simple price action patterns in place of inicators. For example, Larry Connors and Cesar Alvarez really popularized the 2-period RSI. It works really well when createing mean-reversion strategies on the stock index markets. However, can you find a simple price pattern that will work just as well?Here is an idea, losing […]
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