RTS: Expert advisor for reaction trend system
Software Impacts, ISSN: 2665-9638, Vol: 13, Page: 100331
2022
- 4Captures
Metric Options: CountsSelecting the 1-year or 3-year option will change the metrics count to percentiles, illustrating how an article or review compares to other articles or reviews within the selected time period in the same journal. Selecting the 1-year option compares the metrics against other articles/reviews that were also published in the same calendar year. Selecting the 3-year option compares the metrics against other articles/reviews that were also published in the same calendar year plus the two years prior.
Example: if you select the 1-year option for an article published in 2019 and a metric category shows 90%, that means that the article or review is performing better than 90% of the other articles/reviews published in that journal in 2019. If you select the 3-year option for the same article published in 2019 and the metric category shows 90%, that means that the article or review is performing better than 90% of the other articles/reviews published in that journal in 2019, 2018 and 2017.
Citation Benchmarking is provided by Scopus and SciVal and is different from the metrics context provided by PlumX Metrics.
Example: if you select the 1-year option for an article published in 2019 and a metric category shows 90%, that means that the article or review is performing better than 90% of the other articles/reviews published in that journal in 2019. If you select the 3-year option for the same article published in 2019 and the metric category shows 90%, that means that the article or review is performing better than 90% of the other articles/reviews published in that journal in 2019, 2018 and 2017.
Citation Benchmarking is provided by Scopus and SciVal and is different from the metrics context provided by PlumX Metrics.
Metrics Details
- Captures4
- Readers4
Article Description
An empirical strategy, proposed by Wilder (1978), operates in any market conditions based on 4 action points calculated from historical prices. Here, we developed an upgraded system by improving the calculus of these points through a statistical volatility model. To sum up, GARCH quantiles replace the fixed values in these points and the operational logic remains as the original methodology for initiating and closing positions. The aim of this paper is to show how to use the implemented R code that estimates these action points in combination with the RTS Expert Advisor.
Bibliographic Details
http://www.sciencedirect.com/science/article/pii/S2665963822000586; https://github.com/SoftwareImpacts/SIMPAC-2022-54; https://codeocean.com/capsule/9571839/tree/v1; http://dx.doi.org/10.1016/j.simpa.2022.100331; http://www.scopus.com/inward/record.url?partnerID=HzOxMe3b&scp=85133491054&origin=inward; https://linkinghub.elsevier.com/retrieve/pii/S2665963822000586; https://dx.doi.org/10.1016/j.simpa.2022.100331; http://dx.doi.org/10.24433/co.3679020.v1; https://dx.doi.org/10.24433/co.3679020.v1
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