The Cross-Overs

Three cross-overs are followed: Price Change Tipping Point, MACD and RSI.

Price Tipping Point. A total of the slope differential of the current closing price to the prices of previous closes. A buy signal occurs when the total goes over zero and a sell goes below.

Moving Average Convergence Divergence (MACD) I use an optimal value.

Relative Strength Index (RSI) Like the MACD - RSI crossover uses an optimal value.

Friday, June 6, 2014

Reset - A Change To The Models

Moving Average Tipping Point

Version 2.

Why Reset: The previous version of this algorithm was generating:
  1.  too many quick calls (buy/sell calls occurred within a one day period over and over).
  2.  some the the calls repeated day after day (a sell was followed by a sell).
  3.  previous day calls were changed during model runs (for instance on a Tuesday there may have been a buy call on the next days run Tuesday would either say sell or the call was completely lost).

 
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