Sentences with phrase «daily closing price»

When investing strategies are back tested, the prevailing approach is to use daily closing prices both for the signal and for the entry point.

Cover and go short when daily closing price crosses above upper band.

Cover and go long when daily closing price crosses below lower band.

Using daily closing prices of DJIA stocks during mid-march 1939 through December 2010, they find that: Keep Reading

During the period 1983 to present, the purchase and sale price of a security was based on volume weighted daily closing price of the security during the first ten trading days of each month.

The MACD is a collection of lines which are typically calculated from daily closing prices.

To conduct the study, the researchers used stock - market data concerning 177 firms listed on the Egyptian stock exchange in early 2011, and examined daily closing prices for those firms between 2005 and 2013, as well as total firm assets and leverage (the amount of debt as a fraction of total assets).

Using daily closing prices of spot VIX and the six nearest VIX futures with at least two weeks to maturity during late March 2004 through July 2010, he finds that: Keep Reading

Using daily closing prices for XIV and VXX and daily settlement prices for VIX futures from XIV inception (end of November 2010) through mid-November 2017, we find that:

Cover and go long when daily closing price crosses above ParSAR.

For the bull and bear cycles, we tried to set their start / end points to the specific date at which the S&P 500 hit its ultimate top or bottom, based on daily closing prices.

Cover and go short when daily closing price crosses below ParSAR.

During the period 1983 to present, the purchase and sale price of a security was based on the volume weighted daily closing price of the security during the first ten trading days of each month.

Using daily closing prices for the most liquid contract for each of 35 (6 energy, 10 commodity, 6 government bond, 6 currency exchange rate and 7 equity index) futures contract series as available during January 1987 through December 2013, he finds that: Keep Reading

This is done based on the Net Asset Value or the daily closing price of all the units of Mutual Funds or securities.

When the daily closing price moves above the moving avenge a buy signal is generated.

When the daily closing price moves below the moving average a sell signal is generated.

They use the daily closing price of all securities held by the fund, subtract some amount for liabilities, divide the result by the number of outstanding shares and Poof!

In the chart below I've plotted the daily closing price for the series from May 1885 to Friday's close (the blue line, log, right - hand side), along with the drawdowns (the red line, left - hand side).

The Stock Trend Investing System is based on a mathematical approach that recognizes patterns in the monthly and daily closing price of stock market indices.

It hit a high of $ 951 on 6th January and is at its lowest level for the year this week, according to daily closing prices on the BPI.