Cross Asset Technical Indicators

browncp88

I am new to technical analysis and developing a systematic cross asset ETF multifactor model. What indicators apart from "rate of change", "percent above moving average", and "percentage price oscillator" effectively normalize for differences in ETF price levels, and may be useful for allocating across assets (equity and fixed income ETFs) on a 3-12 month forward basis? Thanks!

markd

The RRG tool might be helpful:

https://support.stockcharts.com/doku.php?id=other-tools:rrg-charts

lmkwin

Intermarket analysis, I would suggest reading Martin Pring's Blog on StockCharts.com. He offers all sorts of intermarket analysis and if you click on the chart he's showing, it will open in your chartstyle workbench for you to edit/save them to your account in a chartlist for review. I do this relatively frequently and save to my "Indicator Charts of Interest" chartlist.

He uses a 1600 width on his charts that I always reduce prior to saving. John Murphy talks about intermarket relationships but I find his charts and explanations a little lacking compared to Mr. Pring.

https://stockcharts.com/members/articles/pring/

As far as "normalized" Indicators to add, I think you have some of the best listed there. Beware indicator overloading. I tend to lean toward PPO, CCI, StochRSI. I find ROC to be a little confusing at times on a chart. Of course, Pring's KST and Special K are based on ROC. Both are more fun than straight ROC in my opinion because you can weight them.