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arXiv · 2009.08821

A bounded operator approach to technical indicators without lag

Frédéric Butin
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Abstract

In the framework of technical analysis for algorithmic trading we use a linear algebra approach in order to define classical technical indicators as bounded operators of the space $l^\infty(\mathbb{N})$. This more abstract view enables us to define in a very simple way the no-lag versions of these tools. Then we apply our results to a basic trading system in order to compare the classical Elder's impulse system with its no-lag version and the so-called Nyquist-Elder's impulse system.

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Frédéric Butin. 2020-09-18. A bounded operator approach to technical indicators without lag. https://arxiv.org/abs/2009.08821

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