Relative Strength Index (RSI) – Test Results (An Absolute MUST READ – Wood)
What’s the Best Length for a Moving Average
I Have Never Met a Rich Technician
How Did I Miss “The Golden Dilemma”?
New Industry Research on Returns to Activist Filings: 16% Outperformance over Subsequent 15 Months
Some of these articles, and more, can be found over at The Whole Street: Quants
Thanks for the article links. On the RSI test, the author believes in his conclusion the MA Crossover and FRAMA are more effective.
However, I note from Wilder’s book, “New Concepts in Technical Trading Systems” that Wilder never mentioned using the RSI’s centerline crossover as a signal or confirmation of a buy or sell signal. I wonder where idea of using the RSI centerline crossover technique originated if it didn’t come from Wilder.
Good question, although I have seen the centerline used a fair amount in testing as buy/sell demarcation.