Engineering Alpha

Engineering Alpha

A Modified Momentum Indicator in Python

Coding and Trading a Volatility-Adjusted RSI in Python

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Oct 28, 2022
∙ Paid

Structured indicators are the result of fusing two or more together to form a weighted or adjusted indicator that takes into account more variables. For example, we know that there is a Stochastic-RSI indicator which combines the two formulas together in an attempt to improve the signals, this article discusses the creation of an RSI-ATR indicator which…

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