Introducing the three types of profit and an attempt to improve graphics.
Finite State Accountant now analyzes 4 indicator types: Simple Moving Average, Rate of Change, Least Square Moving Average, and Exponential Moving Average
An important step in gaining self-confidence.
Roc1 analysis has a lot of interesting information
Finite State Accounting Improves Strategy Evaluation I wrote this on seekingalpha. It examines 2 state systems. This is based on my research here, which the avid reader knows has generally been on 4 state systems. The research for the last few months has been to understand the processing requirements to support further investigation. The SeekingAlpha… Continue reading Finite State Accounting Improves Strategy Evaluation
Strategy plays remarkably well since the end of 2018 beating ETF buy and hold by over 60%.
Assessing the rate of change strategy, testing with Excel
jifPrice = (Open + High + Low + Close + Close) *.2 ;
Discuss rate of change strategy shown on charts. Sample analysis of SPY - bullish