Previous article on " Calculating Daily Price Change "
When I wrote the last article (it was the first of a series), I did not expect that readers would be divided into 2 categories:
Those who believe in algorithmic trading
Those who believe that I am a charlatan
For both groups, I remind you that the goal of algorithmic trading is to increase the likelihood of making a profit on a trade.
Or, as they say in "game theory" - to make the mathematical expectation of the game positive.
Therefore, I invite the audience to agree on the following:
If your comment has a scientific meaning, then write it under the post in Habré.
If your comment carries a controversial message, then I ask you to ask it in a specially created channel in the cart .
Actually, here I come to the essence of this article.
SMA (Simple Moving Average) is an indicator based on calculating the average closing price of a security.
For those who do not know what SMA is, I will give an algorithm for calculating it:
"close" t1 t2 t1 t2.
N close.
(simple average).
( moving) 3
4 , t2
SMA (N=20) close ( CHMF) 27 2021.:
, SMA Close 20 .
(Bollinger Bands)
1980 SMA, STD (standart deviation, ). , , .
, std 2. , 95% close 5% .
, close , . , , close , .
: , ( ).
RSI.
UPD:
- Google Colab. 100.
, ( , ), '2020-05-31' '2021-05-31' CHMF :
1. = 1.28
2. = 0.0038
3. = 0.015
4. = -0.045
5. = 0.052
6. = 0.007
7. = 153
8. = 100
9. = 53