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Moving Mini-Max - a new indicator for technical analysis

Statistical Finance 2011-02-24 v2 Physics and Society
Authors: Z. K. Silagadze
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Abstract

We propose a new indicator for technical analysis. The indicator emphasizes maximums and minimums in price series with inherent smoothing and has a potential to be useful in both mechanical trading rules and chart pattern analysis.

Cite

@article{arxiv.0802.0984,
  title  = {Moving Mini-Max - a new indicator for technical analysis},
  author = {Z. K. Silagadze},
  journal= {arXiv preprint arXiv:0802.0984},
  year   = {2011}
}

Comments

10 pages, 3 figures. Published version

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