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

• Trend Deviation Indicator
• Positive Volume Index
• Lane Stochastic Oscillator
• New High
• Intraday Data for Major Stock Exchanges
• Alpha/Jensen index of a Security
• Advance Decline Line
• Kaufman's Efficiency Ratio (Fractal Efficiency)
• Decreasing the Trailing Stop Level every Trading Bar
• Ocean Tomo Patent Indexes EOD data
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Fundamental Analysis

• Roubini Sentiment Indicator
• VolDex Implied Volatility Index - Historical Data
• Federal Funds - target rate
• ISM Manufacturing PMI Index
• Unexpected Short Selling Bars
• Smartmoney news for US equities
• Next Split Ex-Date In Days
• Next Earnings Release In Days
• Earnings after and before market opens
• Index Investment Data for U.S. Futures Markets
• More trading objects...