The Relative Average Distance. A New Mean-Reversion Trading Indicator.
Creating the Relative Average Distance Indicator in Python for Mean-Reversion Trading.
Can we benefit from the position of the moving average relative to the price? Yes, in many ways as we have seen in previous articles. In this article, we will once again see another technique which seems to be better suited. The plan of attack is to go through once again moving averages and the Relative Strength Index before introducing the Relative Average Distance in details and back-testing it.
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