Detecting the Minimum Tradable Cycle by Robert Wayman
ARTICLE SYNOPSIS ...TRADING TECHNIQUES Detecting The Minimum Tradable Cycle by Robert Wayman
Cycle theorists will tell you that there may be tradable cycles within market data. Before looking for those cycles, though, you must determine the noise level
within the data. Here are some methods to do so in this, the first of two parts.
The simple moving average (SMA) is the most basic of what can be done to a pricing datastream, whether for
stocks, futures, options or other financial instruments. The simple moving average is easy to calculate and allows us to quickly interpret what prices are doing. If prices a...