Summary

Well, it’s been a long and – I hope – interesting trip, so it’s time now to summarize what we learned.

Technical analysis assumes that price includes everything in itself and attempts to find repeating patterns of behavior, suggesting that the price action following a similar pattern will also be similar to what already happened in the past.

There are just four major classes of technical studies, despite their visual diversity at first glance: market speed or momentum, digital filters, range, and volatility. Each type of study can be used to detect a certain situation in the market, but none of them can produce a ready profitable trading strategy on its own.

The cornerstone of all technical studies is the sliding window, and the bane of technical trading is peeking ahead during development and testing. Using queues to emulate incoming data streams and to organize sliding windows solves the problem of peeking ahead once and for all.

Besides...