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Tag Archives: reversal strategy
Modified Chartmill Value Indicator (MCVI)
I read about this indicator in an article titled “The Chartmill Value Indicator,” which appeared in the January 2013 issue of Technical Analysis of Stocks and Commodities. The article was written by Dirk Vandycke. In the article, Vandycke introduced an … Continue reading
Posted in AmiBroker Code, In-Depth Article, Market Timing, Strategy Development, SWAMI Charts, Technical Analysis
Tagged Chartmill Value Indicator, CVI, enhanced SWAMI indicator, equity curve, equity drawdown, MCVI, MCVI strategy, MCVI SWAMI Indicator, Modified Chartmill Value Indicator, profit factor, reversal strategy, Sharpe Ratio, trade, trader
21 Comments
Long-Only Equity Strategy Earned 44% in 2008
I read about this strategy in an article titled “The Low-Close Edge,” which appeared in the December 2012 issue of Active Trader. The article was written by Nat Stewart. Stewart introduced a very simple, systematic, long-only equity strategy that generated … Continue reading
Symmetric TRIN Indicator Identifies Potential Reversals
The TRIN (also called the ARMS index) is a breadth indicator created by Richard W. Arms. It acts as an oscillator and extreme values can be used to identify overbought and oversold conditions. Unfortunately, the standard TRIN indicator has some … Continue reading