Simple strategies

Excel spreadsheet with MACD Chart (final result): RSI Indicator Overview. The Relative Strength Index (RSI) is a momentum oscillator that calculates velocity and strength of a financial instrument price movement. It was developed by J. Welles Wilder s and to this day remains one of the most popular indicators in technical analysis.

Learn how your comment data is processed. However, there's one scenario when the RSI reaches 70, 80, or even 90, people should buy. No, am not being paid.

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We have nearly data points in this file. The file contains OHCL price columns, volume, and timestamp column. This means we will have four data-series when we calculate MACD: The basis for the calculation will be the Close price column D in our sample spreadsheet. Notice that when you copy-paste those cells — values in all formulas referencing those values will be automatically updated. Values 12, 26, and 9 are standard MACD parameter values, and this is usually written as: Column M2 — we set the first value in EMA to be equal to the close price:.

Now we copy the formula to the rest of the column by selecting cell M3 and double-clicking on the little square in the lower-right corner of the cell. You can now hide columns L and M, since they are not of any practical use except serving as intermediate values for MACD indicator calculations.

We will also see how we can easily update MACD parameter values and see changes instantly reflected on our chart. The Relative Strength Index RSI is a momentum oscillator that calculates velocity and strength of a financial instrument price movement.

It was developed by J. Welles Wilder s and to this day remains one of the most popular indicators in technical analysis. RSI ranges between 0 and and this fact makes it a convenient indicator to evaluate whether market is currently overbought or oversold. RSI is typically calculated for a range of 14 price bars, which is the default value in most trading platforms.

However, any positive integer value can be used, with higher values generally considered to be providing stronger but slower signals. RSI consists of a single time series. Average gain is calculated as the sum value of all gains over the number of periods using 0 for periods that generated losses , divided by the number of periods. Likewise, average loss is the sum of all losses using 0 for periods that had a gain , divided by the total number of periods.

The formula uses the absolute value for average loss. The educational program, compiled by the leading analysts of CT-Trade, will make a trading guru even out of a newcomer. Do not forget to keep track of the campaigns held by CT-Trade. This will help you not only to trade with a large profit, but also to be aware of the latest trends in trading.

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By continuing to use our website, you are giving your consent. So easy to make money back testing strategies on paper. Yet most folks who then try them in live markets lose money and how many countless hedge funds and ETF have closed and lost money based on some strategy.

October 15, 8: Did you actually read the entire post? There are 2 problems with your comment: The only way to possibly get really high returns is to take way too much risk i. October 15, Seriously how many of these strategies that could not fail do you have to see fail before you wake up and smell the coffee. Do you remember the Black—Scholes model that could not fail? I could write a book on failed strategies.

October 15, 4: Most of those he trained are still pretty successful, and are using strategy trading methods. He has been audited and shown to have been successful with it. So Warren Buffet style value investing is not the only method to making money from the markets.

October 16, 1: A few links re: October 16, 4: Here is one that was at least somewhat positive. Instead of having any type of intelligent arguments you just insult me and change my words. I said live forward testing with real money. October 16, 5: Of course I am still anxiously awaiting to see proof of your live money RSI trading results.

Somehow I doubt that will ever happen. October 16, 7: If I the entire neighborhood of variables looks good, then we have something. I recommend that readers test this stuff themselves and look at the neighborhood. October 17, 5: Mkt, You are so dump you cannot even comprehend the statistical point I am making.

I was giving examples of why taking some published strategy and back testing and back testing again or even sim forward testing does not equal live forward testing with real money. If it did every fund and individual out there would be doing it and making amazing returns. I even provided a link where they back tested a strategy that a fund implemented in a live market and yet the back testing results looked great, but the live testing was piss poor.

October 17, 6: Yes, it had a rough patch for a few years. You can cherry pick bad periods in any strategy. October 17, 7: Mkt, Impossible to have an intelligent argument with someone that just makes up facts. You seriously cannot be this dumb. Everything else you stated are your words not mine and just pure made up nonsense.

You continue to lie and BS saying you have traded this method for 8 years yet provide no proof, just excuses. October 17, 8: October 17, When someone posts a comment that I do not agree with, I simply ignore it. Nor can it be expected. Rather than spike our blood pressure, its better to laugh at off-handed comments. October 17, 1: October 26, 4: October 18, October 18, 1: Man, you are truly the text book case of a useless troll. October 18, 7: October 27, 9: Once again you just post nonsense: I have already explained why most folks will not be able to hold during draw downs when blindly trading an indicator.

Seriously did you not understand my post or what. Buffett can live off the dividend during down times and he understand why he bought the company.

He can go visit the company and see how it is doing. October 18, 6: Man you are right on the money. I cannot believe the nerve of Rob B stating back testing does not equal live testing. What a moron he is. Mkt, To no surprise you have said anything about showing proof of your profitability trading the RSI strategy. You are a typical BS. You are shouting from the mountain top about the RSI holly grail strategy and it is clear you have never traded the RSI strategy profitability.

By the way I fully understand back testing and forward testing. And it is not the same as live trading with real money otherwise we all be rich. I honestly cannot believe I am even having this conversation about a holly grail indicator. That was your first lie. Work on those areas before attempting to analyze a trading system.

October 17, 4: Mkt, Just more nonsense comments by you. Nothing showing any proof or evidence of your BS claims. I have been a regular poster here from almost the beginning of this site, unlike you who just popped up out of the blue and the fact is I planned to do one post on the topic until we got into a fight, after that I have mostly been responding to your relentless nonsense.

Man responding to you is so draining. Once again you clearly missed the point. It is one thing to come up with a mathematical model, but an entirely different thing to trade it live with actual money. That was the point I was trying to make. You clearly will never get the point. And at this point you are just being willfully stupid. I have no doubt my money would be safe. Emmett has shown that live trading has been more profitable than backtesting. If they have, they would have made at least some of the trades in the forward test.

Maybe you work for an indicator Software place, who knows. Maybe you are completely delusional. What I do know is you claim to have traded the RSI for 8 years now and yet cannot show any proof of that claim. And now you say: You are now saying the RSI was so profitable you stopped trading it.

Mkt, Actually I claimed you were a BS artist based on your claims and comments and nasty response to me. I marked up a chart and will get to that in a little bit. I like most traders have traded various strategies and I talk to other traders who have traded various strategies and anyone that has actually traded strategies do not comment as you have making claims and not backing them up and essentially stating the RSI is the Holly Grail, which it is not.

October 17, 9: July 15, 3: Now that would be fun to test. Mkt, You are just being willfully stupid at this point and clearly making up alias to vote me down, as I can see when you post the votes are changed in a very short period.

You claimed to have traded the RSI for 8 years and when I called you out to show proof of your claim you just post complete nonsense. I tried being nice and show you proof that there is no Holly Grail indicator and links to sites that have not had the success you claimed trading the RSI method you talked about.

First, I commend you for admitting you manipulated the votes. But the accusation you made are false, so I must correct the record: I have better things to do than manipulate the votes, otherwise I would do it now to undo what you did.

October 19, Rob B, I think the best point you brought up is the human factor during draw downs. Of course, that will depend on the level of sophistication of the trader and his or her knowledge of the strategy being traded. In the fantasytradingroom dot com, we never have drawdowns. What the hell are you smoking. You continue to miss the point. The strategy was released in and has been even more profitable than its backtest from some time in the s to , I believe.