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Indicators & Oscillators

4 terms

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Indicators & Oscillators

Walk-Forward Analysis

A testing method that optimises parameters on one segment of history and evaluates them on the immediately following unseen segment…

Test: for each window, optimise on the in-sample period and record results only from the subsequent out-of-sample period qualitative Indicators & Oscillators

Weighted Moving Average

A moving average in which weights decline linearly from the most recent period to the oldest in the window.

WMA = (P1 x n + P2 x (n-1) + ... + Pn x 1) / (n + (n-1) + ... + 1) ₹ Indicators & Oscillators

Whipsaw

A rapid reversal that triggers an entry or exit signal and then immediately reverses again, producing a loss.

Test: a signal is generated and the opposite signal follows within a short interval, before the first position has moved favourably qualitative Indicators & Oscillators

Williams %R

An oscillator ranging from 0 to -100 that measures the close relative to the high of the last n periods.

%R = (Highest High over n - Close) / (Highest High over n - Lowest Low over n) x -100 %