Hi gang,
Here's a new indicator, the Momersion, I found it in Michael Harris Price Action Lab blog.
In Harris words:
The day momentum died, mean-reversion was born. Now they have both merged into what I call momersion.And respect to the Indicator itself:
The Momersion indicator measures momentum and mean-reversion over a specified period
In the main algorithm, I coded the two rules described in the Momersion post.
My idea is to use this Momersion as an auxiliary indicator, maybe to turn on/off some strategies.
The blog is really interesting, a friend told me once that he's following the series like a housewife watching soaps :D ; and I do it too!
Cheers, JJ
Christoffer Sí¸rensen
Jared Broad
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
JayJayD
Christoffer Sí¸rensen
JayJayD
Christoffer Sí¸rensen
JayJayD
Jared Broad
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
JayJayD
Christoffer Sí¸rensen
JayJayD
JayJayD
Christoffer Sí¸rensen
Omar Andres Hernandez
JayJayD
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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