Rfactory: Ken Long MACD Seasons

2021年4月30日

Rfactory has partnered with Dr Ken Long of Tortoise Capital Management to provide his MACD Seasons Indicator which is loaded into its own sub-graph. All settings are preconfigured to be the same as Dr Long uses out of the box and the plots include the MACD line colored by Season, the Signal line and the Red River. SSC (Spring Supported Crossing) Signals are specifically highlighted with large Dots on the MACD Line. Everything is customizable including not only coloring and line styles but also the underlying settings for lookbacks as well as a selector to use SMA's or EMA's for the calculations.

The MACD Seasons indicator helps identify where a market is in a seasonal cycle. In summer (green) the market is trending up and at an expanding pace. Once the season changes to Fall (blue) the market is still trending up but the pace has slowed. When the market moves into Winter (red) the trend has changed to down and at a quickening pace. In Spring (yellow) the trend is still down but the pace has slowed and we are looking ahead to get back to Summer.

The Red River volatility band is an indication of normal and helps identify in particular when a market is in a particularly harsh winter or summer.

The MACD Seasons works best with (and is an extension of) Dr Long's RLCO Framework.