Indicators & Oscillators

The sum of volume weighted by close position over n periods, divided by total volume over the same periods.

CMF = Sum of (Money Flow Multiplier x Volume) over n / Sum of Volume over n ratio (x, times)

A trailing stop placed a multiple of average true range below the highest high since entry.

Long Exit = Highest High over n periods - Multiplier x ATR; Short Exit = Lowest Low over n periods + Multiplier x ATR ₹

Indicators & Oscillators

An unbounded oscillator measuring how far the typical price sits from its moving average, scaled by mean deviation.

CCI = (Typical Price - SMA of Typical Price) / (0.015 x Mean Deviation), where Typical Price = (High + Low + Close) / 3 ratio (x, times)

Indicators & Oscillators

Tuning a strategy's parameters until it fits historical data closely, producing results that do not repeat on new data.

Test: performance degrades sharply when parameters are perturbed slightly or when the rules are applied to unseen data qualitative