New Indicators To Be Released
There is no fixed schedule for the new DV Indicators to be released. However there are currently 27 indicators coded for Tradestation and about 50 that I have developed. I would appreciate some feedback in the comments section as to which type of indicators you would like to see the most. As a side note, many of the indicators have already started to be coded for Amibroker and some of them will be release in the coming weeks. Here are some new ones that I am planning on releasing soon and will be introduced on the blog first with a description and some results.
1) DVPV and HV: these are volatility-based indicators, useful for developing trading systems as a filter
2) non-adaptive DVO and DVI: this DVO is the one displayed currently on the website, the adaptive will be ready in a few weeks (coding is complicated for this one). The DVI is an intermediate oscillator that comes with three indicators: DVI stretch, DVI magnitude and DVI composite which combines both.
3) DVBR: this is a short-term “breakout” trend indicator and has performed exceptionally well since the rally began, and on the S&P500 for the last 50 years
4) the DV Stochastics Package: this includes a unique trend stochastic, cycle stochastic, and trend minus cycle stochastic. All of them perform very well and help provide unique insights into the relative trend or cycle component of the underlying. The final addition is the “Magic Stochastic” which has performed extremely well over the last 50 years as a mean reversion indicator. The Magic Stochastic is the most robust DV mean-reversion indicator and can be used on most stocks and asset classes.
5) DVT: this is a suite of 5 different trend indicators that incorporate volume and r-squared and various measures of trend to create trend signals. The baseline DVT vastly outperforms standard long-term trend indicators.