Relative Strength Index (RSI)
Developed by J. Welles Wilder, RSI measures the speed and magnitude of recent price changes to evaluate overbought or oversold conditions. It oscillates between 0 and 100.
RSI Trading Rules
- Overbought: RSI above 70 suggests the asset may be overvalued
- Oversold: RSI below 30 suggests the asset may be undervalued
- Centerline: RSI at 50 indicates balanced momentum
- Default period: 14 (can be adjusted for sensitivity)
RSI Divergence
One of the most powerful RSI signals is divergence—when price and RSI move in opposite directions:
- Bullish divergence: Price makes lower low, RSI makes higher low → potential reversal up
- Bearish divergence: Price makes higher high, RSI makes lower high → potential reversal down
MACD (Moving Average Convergence Divergence)
Developed by Gerald Appel, MACD shows the relationship between two exponential moving averages. It's both a trend-following and momentum indicator.
MACD Line = 12-period EMA - 26-period EMA
Signal Line = 9-period EMA of MACD Line
Histogram = MACD Line - Signal LineMACD Trading Signals
- Signal line crossover: Buy when MACD crosses above signal line; sell when it crosses below
- Zero line crossover: MACD crossing above zero = bullish; below zero = bearish
- Divergence: Similar to RSI divergence for reversal signals
Bollinger Bands
Created by John Bollinger, these bands measure volatility and provide relative price levels:
- Middle Band: 20-period simple moving average
- Upper Band: Middle band + (2 × standard deviation)
- Lower Band: Middle band - (2 × standard deviation)
Bollinger Band Trading
- Band squeeze: Narrow bands indicate low volatility, often preceding a breakout
- Band touch: Price touching upper/lower band may indicate overbought/oversold
- Band walk: In strong trends, price can "walk" along a band
Combining Indicators
Using multiple indicators together can reduce false signals. A common approach:
- MACD: Identifies trend direction and momentum
- RSI: Confirms overbought/oversold timing
- Bollinger Bands: Provides volatility context
Pairing RSI with MACD has been shown to reduce false signals by up to 65% compared to using MACD alone. Multiple indicator confirmation improves trading accuracy by approximately 23%.
Limitations of Oscillators
- Lagging nature: All indicators are based on historical data
- Range-bound effectiveness: Work best in ranging markets; less reliable in strong trends
- False signals: No indicator is perfect—always use stop losses
- Over-optimization: Tweaking parameters to fit past data leads to overfitting
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