Moving Mini-Max - a new indicator for technical analysis
Z.K. Silagadze
TL;DR
This paper introduces Moving Mini-Max, a new technical analysis indicator that highlights price maxima and minima with smoothing, aiming to improve mechanical trading and chart pattern recognition.
Contribution
The paper presents Moving Mini-Max, a novel indicator that emphasizes extrema in price data with smoothing, enhancing technical analysis tools.
Findings
Potential usefulness in mechanical trading rules
Effective in chart pattern analysis
Provides inherent smoothing of price extrema
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.
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Taxonomy
TopicsFinancial Markets and Investment Strategies · Stock Market Forecasting Methods · Complex Systems and Time Series Analysis