Moving Mini-Max - a new indicator for technical analysis

Z. K. Silagadze

Papers from arXiv.org

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.

Date: 2008-02, Revised 2011-02
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Published in IFTA Journal 11 (2011), 46-49

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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:0802.0984

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