Systematic Trading research and development, with a flavour of Trend Following
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Entries Tagged as 'Welles Wilder'

Vortex indicator

February 15th, 2010 · 6 Comments · Backtest, Code, Software

I recently came across the Vortex Indicator, which aims to leverage the chaotic science of fluid mechanics (vortices) into a new indicator. I decided to code up this interesting concept in Trading Blox. The indicator logic is described in the January issue of TASC (Technical Analysis of Stocks and Commodities) and sounds intriguing (link to […]

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