Short Term Signals Defined for Poloniex
The procedure below is run for every coin that can trade with Bitcoin on Poloniex:
- Computation:
The total buy volume in the past 6 hours is computed and divided by 6, 12, 24, and 72 to compute the average 1-hour, 30-minute, 15-minute, and 5-minute buy volume within the past 6 hours.
The percentage change is computed for the buy volume in the last 5, 15, 30, and 60 minutes compared to respective average volume.
The price change in the last 5, 15, 30, and 60 minutes is also computed.
All current buy and sell orders are pulled from the trade book. Also, the first 100, 200, 300, 400, and 500 buy and sell orders in the tradebook is independently considered to analyze the near future market depth.
Moving Average Convergence/Divergence (MACD) is computed for the past 24 hour data.
Stochastic Momentum Index (SMI) is computed for the past 24 hour data.
Chaikin Money Flow (CMF) is computed for the past 24 hour data.
Average Directional Index (ADX) is computed for the past 24 hour data.
On Balance Volume Oscillator (OBVO) is computed for the past 24 hour data.
24 hour Cumulative Volume (CUMVOL24) and its EMA(21) is computed for the past 24 hour data.
Stoch RSI is computed for the past 24 hour data.
Squeeze Momentum Indicator is computed for the past 24 hour data.