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Can anyone recommend a good reference that covers an overview of
technical indicators from a mathematical perspective? I have a few of
the introductory technical analysis books that cover simple
explanations/formulas, interpretation of indicators, and pattern
recognition of price and volume charts. What I am looking for now is
something that I can use as a guideline to customizing many of the
mainstream indicators.
As a simple example, I'd like to know if there is a mathematical
approach to determing the best moving average(s) or channel(s) to use
for identifying the intermediate trend on a chart.
Pring's "Technical Analysis Explained" looks like it might be a good
reference. Any others?
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