Technical Analysis Signal Lab

Signal Parameters

Fast MA period 8

Slow MA period 21

Volatility (σ, annualized) 28%

Drift (μ, annualized) 6%

Live Readouts

Neutral

Price

100.00

RSI(14)

50.0

Fast MA

100.00

Slow MA

100.00

How it works

Price evolves as geometric Brownian motion, the same discretized model used for the Black-Scholes framework: each bar applies

S(t+dt) = S(t) · exp[(μ − σ²/2)·dt + σ·√dt·Z]
Z ~ N(0,1),  dt = 1/252 (one trading day)

μ (drift) and σ (volatility) are annualized and set by the sliders above. Two simple moving averages track the tape:

SMA(n) = (1/n) · Σ close[t−n+1 .. t]

A golden cross (fast SMA crossing above slow SMA) is a classic bullish signal; a death cross (fast crossing below slow) is bearish. The 14-period Relative Strength Index measures momentum:

RS  = avg(gains, 14) / avg(losses, 14)
RSI = 100 − 100 / (1 + RS)

RSI > 70 — overbought, a pullback is more likely.
RSI < 30 — oversold, a bounce is more likely.
Candles are rendered as real 3D bars: body = open→close, thin wick = low→high, colored green (close ≥ open) or red (close < open).

None of this predicts real markets — it demonstrates the mechanics analysts actually use to read a chart.

Fast MA Slow MA RSI(14)

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