ARTICLE SYNOPSIS...V13:06: (255-259): Back Testing The Daily Sentiment Index by Lee Ang Market traders and advisors use sentiment surveys as a tool to identify extreme bullishness or bearishness. Here, then, is one trader's research into identifying what the best levels o
ARTICLE SYNOPSIS...Exponentially Smoothing The Daily Number of Declines This article presents an indicator that is the one-day rate of change of a triple exponential smoothing of the daily number of declines, an oscillator similar to TRIX (covered by Jack Hutson in the e
ARTICLE SYNOPSIS...The "daily factor" metric relates the high and low to the open and close of the daily bar. Here is a way you can use this information to filter trade signals and improve your trades for some instruments. This article includes code to calculate the daily
ARTICLE SYNOPSIS...In this article, we examine the order flow and limit order book data in the WTI futures market that provides insight into the rotation between resistance and support in Tuesday, April 7, 2020's auction. Market structure and order flow provide insigh