The most effective indicators for 13 assets
The most applicable indicator Chande Momentum Oscillator (CMO) for most issuers;
The most applicable trend indicator Fractals;
Shares with the most effective oscillators Magnet and Novatek.
Banks Liquid shares are better governed by the laws of technical analysis. Sberbank shares are among the most liquid on the Moscow Stock Exchange. Among trend indicators, Alligator, MACD and TRIX work best with them. Among the classic oscillators Chande Momentum Oscillator (CMO).
For another action from the banking sector VTB quite different trading indicators are suitable. For trend analysis it is better to use Bollinger Bands and Parabolic SAR, and for price reversal RSI and Rate of Range.
Oil&Gas The set of effective indicators for Gazprom shares is similar to that of Sberbank. Trend indicators are Alligator and Fractals. Chande Momentum Oscillator (CMO) is one of the oscillators. Rosneft shares repeat the set, not including only Fractals.
Ichimoku and ADX (trend indicators) work best for Lukoil shares. Oscillators are not effective for Lukoil shares. First of all, this is due to the fact that quotes are mainly in trend.
Tatneft's custom. The most favorable signals among the trend indicators are given by Alligator and Parabolic SAR. When the quotes move to the side format, the signals from Alligator are ignored. Among oscillators the most effective indicators are CMO, Rate of Range and CCI.
In Novatek's shares among trend indicators the most effective signals are formed by Ichimoku. The most optimal signal is the intersection of lines Tenkan (pink) and Kijun (red). Fractals and Parabolic SAR also show a good result on Novatek. Novatek shares are the leaders in the number of oscillators, which showed good performance over the past 12 months. These include Stochastic, CCI and CMO.
Almost all common trend indicators that are available in the QUIK show a low result on Nornickel shares. Due to the specifics of quotes dynamics the most optimal trend indicator was Bollinger Bands. Among oscillators the most effective are RSI and Stochastic.
Fractals is the only effective indicator among the class of trend indicators for ALROSA quotes. It is noteworthy that all other indicators in the QUIK are significantly inferior to fractals in terms of signal performance and reliability. Among all oscillators popular RSI and Stochastic work best.
Bonus Many trend indicators in the QUIK are ineffective due to the specific dynamics of Magnet stocks. TRIX is a fairly crude (i.e. reliable, but less sensitive) indicator, allowing you to ignore short-term and widespread price deviations. The second effective trend indicator is Bollinger Bands.
Magnet shares, like those of Novatek, are the leader among the examined securities by the number of oscillators, which show high efficiency. Among them is a common indicator RSI, as well as oscillators CCI and Momentum.
In Rushydro shares, TRIX and Fractals are the most optimal among the trend indicators class. When detecting signals by TRIX it is necessary to wait for a confident break-down of the zero line, otherwise the risk of loss is high. Since the beginning of 2019, the most optimal oscillator is CMO.
The trend of the MosEx index is best determined by the MACD indicator. The combination of efficiency and reliability of the indicator signals is optimal among trend indicators for the MosEx index. In the class of oscillators CMO is the most effective.
Most trend indicators show extremely low efficiency and accuracy of signals for the currency pair USD RUB. The reason is the sideways, in which the quotes are most of the time. Therefore, an indicator capable of detecting the formation of local trends is needed. For example, MACD is considered more reliable than ADX. CMO signals do not appear very often, but are profitable. CCI is not badly effective.