Pivot Mean Oscillator (PMO) is a unbounded zero-centered oscillator that provides a quick and normalized measure of divergence between two spreads. Detailed description of the mathematical formulation along with some comments and experiments can be found in this article.
This version of PMO is tuned on spreads relative to Close and Open price signals against their cumulative moving average (CMA). Positive PMO(m,n) values means that last (normalized) m Close prices are highe
Heraclitus is a trend-following intraday trading robot engineered to find promising reversal points to enter the market.
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