Abstract
This chapter presents a bundle of well-known technical indicators along with the corresponding formulas for their calculation. More precisely, this chapter focuses on moving averages, moving averages crossovers, moving average convergence/divergence, relative strength index, Bollinger bands, momentum, price rate-of-change, highest high and lowest low indicators. This chapter completes the universe of technical tools that will be assessed collectively in the subsequent chapter.
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Notes
- 1.
Murphy (1999) refers to this technique as a double crossover method to distinguished it from the triple crossover method whereby three MAs are used instead of two.
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Tsinaslanidis, P.E., Zapranis, A.D. (2016). Technical Indicators. In: Technical Analysis for Algorithmic Pattern Recognition. Springer, Cham. https://doi.org/10.1007/978-3-319-23636-0_7
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DOI: https://doi.org/10.1007/978-3-319-23636-0_7
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