21 citations · 30 across the 8 of their papers we have counts for
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q-fin.TR2014
Backtest of Trading Systems on Candle Charts
Stanislaus Maier-Paape, Andreas Platen
In this paper we try to design the necessary calculation needed for backtesting trading systems when only candle chart data are available. We lay particular emphasis on situations…
q-fin.ST2014★ 7 cited
Empirical Study of the 1-2-3 Trend Indicator
Yasemin Hafizogullari, Stanislaus Maier-Paape, Andreas Platen
In this paper we study automatically recognized trends and investigate their statistics. To do that we introduce the notion of a wavelength for time series via cross correlation an…