Indicators & Oscillators
4 terms
Chaikin Money Flow
Indicators & Oscillators
ratio (x, times)
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
Chandelier Exit
Indicators & Oscillators
₹
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
Commodity Channel Index
Indicators & Oscillators
ratio (x, times)
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
Curve Fitting
Indicators & Oscillators
qualitative
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