Contents
A trading strategy using divergence on multiple timeframes / Wonbin Ahn ; Kyong Joo Oh 1
ABSTRACT 1
1. Introduction 1
2. Literature Review 2
2.1. MACD oscillator 2
2.2. Bollinger band 2
3. Proposed Model 2
3.1. Divergence as trading signal 2
3.2. Trading strategy 2
3.3. Multiple timeframes 2
4. Experimental Setup 3
5. Results 3
6. Conclusion 5
References 5