RTS: Expert advisor for reaction trend system[Formula presented]
An empirical strategy, proposed by Wilder (1978), operates in any market conditions based on 4 action points calculated from historical prices. Here, we developed an upgraded system by improving the calculus of these points through a statistical volatility model. To sum up, GARCH quantiles replace t...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Elsevier B.V.
2022
|
| Subjects: | |
| Online Access: | View Fulltext in Publisher |