Engineering Alpha

Engineering Alpha

The Schaff Trend Cycle. A Better Trend Indicator?

Developing the Schaff Trend Cycle Indicator in Python to Trade the Trend

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Jun 16, 2022
∙ Paid

There are two desired outcomes of a trend-following strategy, the first one is entering on time and the second one is exiting on time. We always seek to detect the changes of trends as early as possible and then want to exit after having exploited most of it. This is easier said than done and many indicators are lagging. In this article we will discuss …

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