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.

Input Parameters

Parameter Description
price The price with which the Rainbow Moving Average is calculated.
std dev length Defines period on which standard deviation is found.
ema length Defines period on which moving averages are calculated.
num dev The number of standard deviations defining the half-distance between the bands.
k period Defines FastK period for stochastic calculation
slowing period Defines length of moving average for stochastic calculation.

Further Reading

1. "Oscillators, Smoothed" by Sylvain Vervoort. Technical Analysis of Stocks & Commodities, September 2013.