How to find stocks with smooth trends

Discussion in 'Strategy Building' started by rosco9awj, Oct 19, 2016.

  1. Maybe it can be useful to look at difference between some EMA values and high/low values for some period of time.
     
    #11     Oct 20, 2016
    murray t turtle likes this.
  2. Hooter

    Hooter

    I have a hi/low scanner. Most of it is chop but everday I find several stocks w clearly visible trends. It is easier in the afternoon. If the potential trade fits in with my rules, i take the trade!
     
    #12     Oct 22, 2016
  3. The common measure for a stock's or ETF's volatility is its trailing 3-year standard deviation. For smoothness you want a low number.
     
    #13     Oct 23, 2016
  4. Luckyy

    Luckyy

    You have opened a very interesting discussion, where else can I learn more about this?
     
    #14     Dec 12, 2016
  5. ajensen

    ajensen

    The R^2 of the regression of the stock price vs. time is an estimate of trend smoothness. A stock rising or falling the same amount daily would have an R^2 of 1.
     
    #15     Feb 2, 2017
  6. %%
    Exactly; + % gainers tend to be more of a roller coaster. Not a prediction
     
    #16     Feb 17, 2017