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Tag Archives: price patterns
Price Action Lab was designed to work with price data but it can also be used to discover volume and indicator patterns. In this article we offer examples of how to use the program to discover volume and RSI patterns.
The development of a trading strategy for FANG stocks was based on applying portfolio backtest validation during the identification phase. This was done for the purpose of reducing data-mining bias. This article outlines the steps followed and the results.
Momentum is usually identified by a simple price pattern that compares current price to price N periods ago. This article considers an extended class of momentum price patterns and the results are used to develop longer-term trading models based on … Continue reading
Suppose that you have a large number of price patterns that you have tested and decided to trade. How do you develop a trading system based on them? Apparently, there are many ways of doing this that offer increased flexibility … Continue reading
A quantitative analysis of recent price action of popular ETFs points to financials (XLF) and techs (QQQ) having high probability for an upward short-term move.
The 4-day pattern formed in SPY as of the close of yesterday involves three down days and an outside day. This particular price pattern has win rate close to 70% and all of its occurrences since 2006 signaled a 2% rise. However, … Continue reading
After forming a double inside day, prices yesterday closed above the high of the first day of this pattern. This new pattern has a small positive bias when tested on all S&P 500 stocks but occurrences are not very frequent.