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An indicator is a calculation on price or volume; a strategy is a rule that acts on it. These pages explain the calculations the way the desk reads them before it trusts a rule built on one: what the number measures, what its inputs do, how it is usually read, and where it misleads. Each page ends with the indicator's footprint in the desk's screen: how many of the 614 screened strategies use it, and how many of those reached the after-fee replay.
Trend 12
- Exponential moving average (EMA): what it measures and where it misleads used by 325 strategies
- Simple moving average (SMA): the plainest average, and why it still runs half the strategies used by 312 strategies
- ADX and the directional movement index: how strong the trend is, not which way used by 80 strategies
- Wilder's smoothing (RMA): the average inside RSI, ATR and ADX used by 49 strategies
- Weighted moving average (WMA): linear weights, less lag, and the price of it used by 47 strategies
- Supertrend: an ATR trailing line that flips with the trend used by 37 strategies
- Linear regression on a chart: the least-squares line, its slope, and the channel around it used by 23 strategies
- Hull moving average (HMA): how it removes lag, and what it costs used by 21 strategies
- Arnaud Legoux moving average (ALMA): a Gaussian window with an offset used by 11 strategies
- Kaufman adaptive moving average (KAMA): an average that slows down in noise used by 8 strategies
- Ichimoku Cloud: five lines from two midpoints, and what each one is for used by 7 strategies
- Parabolic SAR: the accelerating stop-and-reverse system used by 5 strategies
Volatility 4
- ATR (average true range): the volatility number behind most stops used by 295 strategies
- Standard deviation in trading: the volatility measure inside Bollinger Bands and z-scores used by 110 strategies
- Bollinger Bands: a moving average with two standard deviations on each side used by 39 strategies
- Keltner Channels: an EMA with ATR bands, and how they differ from Bollinger Bands used by 5 strategies
Momentum 7
- RSI (relative strength index): the formula, the 70/30 rule, and why it misleads in trends used by 189 strategies
- MACD: two EMAs, a signal line and a histogram, read correctly used by 61 strategies
- Stochastic oscillator: where the close sits in the recent range, and what that does and does not tell you used by 28 strategies
- Rate of change (ROC) and momentum: the simplest measures of speed used by 17 strategies
- CCI (commodity channel index): price against its own mean deviation used by 8 strategies
- Williams %R: the stochastic turned upside down used by 6 strategies
- Chande momentum oscillator (CMO): momentum without the smoothing used by 1 strategies
Structure 4
- Donchian Channels: the highest high and lowest low, and the breakout rule they define used by 105 strategies
- Pivot points: swing pivots and floor-trader pivots, two different things with one name used by 94 strategies
- Fibonacci retracement levels: where the ratios come from and what a backtest can say about them used by 16 strategies
- Heikin Ashi candles: smoothed bars that hide the price you would have paid used by 5 strategies
Volume 4
- VWAP: the volume-weighted average price, and why its anchor is the whole question used by 61 strategies
- Volume-weighted moving average (VWMA): an average that listens to volume used by 31 strategies
- On-balance volume (OBV): a running tally of volume by direction used by 7 strategies
- Money flow index (MFI): the RSI of volume-weighted price used by 5 strategies