The SVEZLRBPercB strategy is based upon the eponymous study, a zero-lag oscillator which smooths data with Rainbow, Double Exponential, and Triple Exponential Moving Averages, combined with a stochastic one. A Buy signal is given when the study's PercentB and Stochastic plots both get higher than their respective previous values (i.e., both start rising); Sell signal when they start decreasing.
||The price with which the Rainbow Moving Average is calculated.|
||Defines period on which standard deviation is found.|
||Defines period on which moving averages are calculated.|
||The number of standard deviations defining the half-distance between the bands.|
||Defines FastK period for stochastic calculation|
||Defines length of moving average for stochastic calculation.|
1. "Oscillators, Smoothed" by Sylvain Vervoort. Technical Analysis of Stocks & Commodities, September 2013.