Anatomy of Trading Rules

6533b828fe1ef96bd12878b8

RESEARCH PRODUCT

Anatomy of Trading Rules

subject

Reinterpretation Trading rules Computer science Moving average Computation SIGNAL (programming language)Key (cryptography)Anatomy

description

This key chapter presents a methodology for examining how the trading signal in a moving average rule is computed. Then using this methodology the chapter examines the computation of trading signals in all moving average rules and investigates the commonalities and differences between the rules. The main conclusion that can be drawn from this study is that the computation of the trading indicator in every rule, based on either one or multiple moving averages, can equivalently be interpreted as the computation of a single weighted moving average of price changes. The analysis presented in this chapter uncovers the anatomy of moving average trading rules, provides very useful insights about popular trend rules, and offers a new reinterpretation of the existing moving average trading rules.

year	journal	country	edition	language
2017-01-01

https://doi.org/10.1007/978-3-319-60970-6_5

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