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Learn Algorithmic Trading
book

Learn Algorithmic Trading

by Sebastien Donadio, Sourav Ghosh
November 2019
Beginner content levelBeginner
394 pages
10h 31m
English
Packt Publishing
Content preview from Learn Algorithmic Trading

Absolute price oscillator

The absolute price oscillator, which we will refer to as APO, is a class of indicators that builds on top of moving averages of prices to capture specific short-term deviations in prices.

The absolute price oscillator is computed by finding the difference between a fast exponential moving average and a slow exponential moving average. Intuitively, it is trying to measure how far the more reactive EMA () is deviating from the more stable EMA (). A large difference is usually interpreted as one of two things: instrument ...

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Publisher Resources

ISBN: 9781789348347Supplemental Content