Indicator -> Moving average -> Rate of change -> Trading rule

This list of rules was created by applying a mask or a time-series transformation to some popular indicators. The mask can be found here: SMA - ROC mask

Here is how it works: First of all, an indicator is selected, then a simple moving average is applied to this indicator (smoothing process), finally we calculate the rate of change of this moving average over a specific number of bars.

For each trading indicator, there are several variables to optimize: The indicator parameters if any, the simple moving average period and the rate of change period.

Example:
roc( sma( rsi( 14 ) , 30 ), 20)
In the above example, the rsi parameter (14), the sma (simple moving average) parameter (30) and the roc (rate of change) parameter (20), could be optimized. I have made some back-tests using the relative strength index (rsi) indicator and found some pretty good results.
I have used a simple rule: roc( sma( rsi( 14 ) , 30 ), 20) > X and made several optimizations.
What I have found is that for the same parameter value (sma and roc), the higher the X value is the better the rules performance for a SHORT output (short then cover after n days).

Technical Analysis

• Breakout With Volume and liquidity
• ADX Trading System
• Moving Average Convergence/Divergence with Exponential Moving Average
• Covered Put Screener
• Hull Moving Average
• Standard Error Bands
• Ulcer Index
• AccuTrack Indicator
• Chande's & Kroll's R2 Indicator
• Tony Cooper Volatility Strategy #3 - VIX Contango - Tweaked v1.0
• More trading objects...

Fundamental Analysis

• Equity Valuation
• Detect and Display Potential Splits on a Chart
• Bankruptcy Filings - Chapter 7
• Company Net Income - US Stocks
• S&P 500 Earnings and Price Earnings Ratio Estimations
• Percentile Rank of PEG, Price/Free Cash Flow and Price/Sales
• Roubini Sentiment Indicator
• Initial Jobless Claims - Historical data
• Industry Index Name
• Historical Earnings Calendar Data for U.S. Stocks - Date/Time and EPS
• More trading objects...