https://github.com/yswa-var/nadaraya_watson_envelope

https://github.com/yswa-var/nadaraya_watson_envelope

Last synced: 2 months ago
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• Host: GitHub
• URL: https://github.com/yswa-var/nadaraya_watson_envelope
• Owner: yswa-var
• Created: 2023-02-05T16:48:31.000Z (almost 2 years ago)
• Default Branch: main
• Last Pushed: 2024-05-04T05:36:44.000Z (9 months ago)
• Last Synced: 2024-10-28T17:55:44.585Z (3 months ago)
• Language: Python
• Size: 2.33 MB
• Stars: 3
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

        
# Backtesting the Watson Envelop trading indicator in python

The Watson envelope is a type of moving average calculated by taking a weighted average of data points over a period of time. The envelope is created by drawing two lines (one above and one below) parallel to the moving average at a user-defined percentage distance. Top and bottom lines form a “band” around the moving average that can be used to identify potential trend changes and generate trading signals. The Nadaraya-Watson cover is named after its creators, Geoffrey Watson.

main file: app.py

https://kiit8thsemprojectwhatsonbacktest.streamlit.app/