Engineering Alpha

Engineering Alpha

Counting Up & Down Periods to Generate Trading Signals

Coding & Back-testing the Time’s Up Trading Indicator in Python

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Feb 19, 2023
∙ Paid

What if we think of an extremely simple concept? Counting the number of positive and negative days and deriving trading signals from them is something we can try to demystify and see whether it is profitable or not.

The main idea of the Time’s Up Indicator is to count the consecutive up and down days and see whether a pattern is formed on specific barrie…

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