Market Timing Rules - Used to construct profitable trading strategies

The current list of rules contains 44 series/indicators based on the sum function. This list can be used when implementing the technique described in the following blog post: How to turn any ordinary trading strategy into a very profitable one

The indicators are transformed by the PercentRank function, then a market indicator is created for each one of them. Each market indicator is then added as a buy rule in a basic trading system to see its impact on the strategy results. The example provided in the blog post shows how, by adding a single market rule, a strategy that have a low 4.23% annual return was turned into a highly profitable strategy that have an annual return of 47.2% and a low drawdown of -13.09%.

Here are some examples of indicators you can find in this list:
- Number of times price is higher than yesterday's price during the previous 30 trading bars
- Number of times price is higher than its 10-Bar moving average during the previous 20 bars
- Sum of the 30 previous values of the 14-Bar Relative strength index
- Number of instances, in the last 30 bars, where the price closed below the open price
- Sum of the previous 30 instances of the low to high ratio

Technical Analysis

• Convert Seconds to Trading Bars
• Klinger Volume Oscillator
• Least Squares Regression Line
• Camarilla Pivot Points - Supports and Resistances
• Drawdown: Long and Short
• Bull Bear Ratio - Stock Market Indicator
• LSS Pivotal Buy and Sell Numbers - Trend Reaction
• Moving Average: Rule-based
• Swing Index Indicator
• Volatility Channels Indicator
• More trading objects...

Fundamental Analysis

• NSE Indices - P/E, P/B & Div. Yield values
• Dow Jones U.S. Technology Sector Index Fund survivorship bias-free database downloader
• Valuation ratios for US stocks
• Initial Jobless Claims - Historical data
• Ratio of Total Market Capitalization to US GDP
• US Crude Oil Supply, Consumption, and Inventories
• US Consumer Sentiment
• Plot Economic Indicators on a Chart
• BAA Corporate Bond Yield Forecast
• News data for US companies from Google RSS feed
• More trading objects...