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trend following — 5 pages

Reference Supertrend: the Name Has No Reference Definition, but Its ATR Component Does Bands placed a multiple of ATR above and below a midpoint. As of 2026-09-23 there is no Wikipedia article for the name, though ATR, its volatility component, is documented. Economy · Sep 23 Reference Moving Average Crossover: the Source Says It Does Not Predict, and Calls the Death Cross Unreliable A crossover occurs when a faster moving average crosses a slower one. Golden cross is the 50-day SMA crossing the 200-day from below; death cross is the same pair from above. Economy · Sep 23 Reference Parabolic SAR: Wilder Recommended Not Using It Alone, and It Restarts With Every Trend Stop and reverse indicator by J. Welles Wilder. SAR(n+1) = SAR(n) + AF x (EP - SAR(n)), with the acceleration factor usually starting at 0.02, stepping by 0.02 and capped at 0.20. Economy · Sep 23 Reference Donchian Channel and the Turtle Experiment: the Source Reports a 35% Win Rate and Flat Results After 1986 Upper = highest high of N periods, lower = lowest low, middle = their average. Developed by Richard Donchian. The Turtle experiment of 1983-84 applied a similar breakout rule. Economy · Sep 23 Reference MACD: "Divergence" Means Three Different Things, and the Source Calls It a Lagging Indicator Moving Average Convergence Divergence, created by Gerald Appel in the late 1970s. Three series: MACD = fast EMA - slow EMA, signal = EMA of MACD, divergence = the difference. Commonly MACD(12,26,9). Economy · Sep 23