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TheLark
2014년 8월 5일 오전 5시 40분

TheLark: Directional Movement Index Stochastic 

SPDR S&P 500 ETF TRUSTArca

설명

There is a nice writeup about a system that uses DMISTO here, which includes decent statistics:
traderedge.net/2013/01/24/combine-indicators-to-identify-high-probability-reversals/

I have not yet done any back testing on the system as a whole myself, but thought the DMISTO was an interesting indicator, so ported it over for those who might want to play with it and create their own systems. I added dots that denote signals similar to the system described above, which can be turned off if desired.
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TheLark
Oops forgot to switch to the weekly chart before posting. The link above is a system built for weekly bars. (But that really shouldn't matter on any decent system). Anyone looking to trade a system should be doing proper back and forward testing to help find ideal values without overfitting
theodorejuliano
Super interesting, love the article! How does this differ from the stoch?
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