Alpha#46
Type:
alpha_46• Category:indicators
Description
Alpha#46 - conditional acceleration indicator.
Parameters
| Name | Type | Description | Required | Default |
|---|---|---|---|---|
dataExp | string | price data | no | |
close | string | select the column with closing prices | no |
Help
Alpha#46: Conditional Acceleration Indicator
Description
Alpha#46 is a conditional acceleration indicator used in investing strategies, specifically in the 101 Formulaic Alphas. This indicator is designed to provide insights into the acceleration of price movements.
What does this worker do?
The Alpha#46 worker calculates the conditional acceleration indicator based on the provided price data and closing prices. It generates a signal that can be used to inform investment decisions.
How to interpret the results?
The results of the Alpha#46 worker can be interpreted as follows:
- A positive value indicates acceleration in the price movement.
- A negative value indicates deceleration in the price movement.
Parameters
The following parameters are required to configure the Alpha#46 worker:
Parameters List
| Parameter | Type | Description |
|---|---|---|
| dataExp | object | Price data |
| close | string | Select the column with closing prices |
Usage
To use the Alpha#46 worker, follow these steps:
- Provide the required parameters:
dataExpandclose. - The worker will calculate the conditional acceleration indicator based on the provided data.
Visualizing the Indicator
The following images demonstrate how to use the Alpha#46 indicator:
Reference
For more information on the 101 Formulaic Alphas, please refer to the publication by Zura Kakushadze:
[101 Formulaic Alphas](https://arxiv.org/pdf/1601.00991.pdf)