When.com Web Search

  1. Ad

    related to: mcclellan oscillator and summation index

Search results

  1. Results From The WOW.Com Content Network
  2. McClellan oscillator - Wikipedia

    en.wikipedia.org/wiki/McClellan_Oscillator

    The McClellan Summation Index (MSI) is calculated by adding each day's McClellan oscillator to the previous day's summation index. MSI properties: When above zero it is considered to be bullish (positive growth). When below zero it is considered to be bearish (negative growth).

  3. A super-rare bullish signal with a perfect track record just ...

    www.aol.com/super-rare-bullish-signal-perfect...

    The index is derived from the McClellan Oscillator, a closely followed indicator that measures participation in the stock market. The tool helps traders determine the underlying strength or ...

  4. Advance-Decline Data - Wikipedia

    en.wikipedia.org/wiki/Advance-Decline_Data

    The Advance-Decline data also known as AD data are calculated to show the number of advancing and declining stocks and traded volume associated with these stocks within a market index, stock market exchange or any basket of stocks with purpose of analysis of the sentiment within the analysed group of stocks.

  5. Technical analysis - Wikipedia

    en.wikipedia.org/wiki/Technical_analysis

    The random walk index (RWI) is a technical indicator that attempts to determine if a stock's price movement is random in nature or a result of a statistically significant trend. The random walk index attempts to determine when the market is in a strong uptrend or downtrend by measuring price ranges over N and how it differs from what would be ...

  6. Distortion synthesis - Wikipedia

    en.wikipedia.org/wiki/Distortion_synthesis

    Frequency modulation synthesis distorts the carrier frequency of an oscillator by modulating it with another signal. The distortion can be controlled by means of a modulation index. [6] The method known as phase distortion synthesis is similar to FM.

  7. Momentum (technical analysis) - Wikipedia

    en.wikipedia.org/wiki/Momentum_(technical_analysis)

    The relationship between different moving average trading rules is explained in the paper "Anatomy of Market Timing with Moving Averages". [4] Specifically, in this paper the author demonstrates that every trading rule can be presented as a weighted average of the momentum rules computed using different averaging periods.

  8. Zero lag exponential moving average - Wikipedia

    en.wikipedia.org/wiki/Zero_lag_exponential...

    The formula for a given N-Day period and for a given data series is: [2] [3] = = + (()) = (,) The idea is do a regular exponential moving average (EMA) calculation but on a de-lagged data instead of doing it on the regular data.

  9. Second quantization - Wikipedia

    en.wikipedia.org/wiki/Second_quantization

    Second quantization, also referred to as occupation number representation, is a formalism used to describe and analyze quantum many-body systems. In quantum field theory, it is known as canonical quantization, in which the fields (typically as the wave functions of matter) are thought of as field operators, in a manner similar to how the physical quantities (position, momentum, etc.) are ...