New edge proposed: coppock_curve_gold_trend_entry — E8 Intelligence Research
{ "name": "coppock_curve_gold_trend_entry", "source": "Edwin Coppock (1962) \u2014 Coppock Curve / 'The Trendex' indicator for long-term momentum, widely adapted to FX/gold on intraday rescaled windows", "type": "entry_engine", "rule": "On each closed bar, compute ROC(14) + ROC(11) of close, take WMA(10) of that sum; enter long when WMA crosses above 0 and enter short when it crosses below 0, provided the sign has been opposite for at least 3 consecutive bars (fresh regime flip).", "pseudocode": "roc_fast = (close - close[14]) / close[14] * 100\nroc_slow = (close - close[11]) / close[11] * 100\ncopp = WMA(roc_fast + roc_slow, 10)\nstate = sign(copp)\nprior_streak = count of bars with sign == -state immediately before current bar\nif prior_streak >= 3 and state == 1: signal = LONG\nif prior_streak >= 3 and state == -1: signal = SHORT", "why_it_works": "The dual-ROC sum filters noise while the 10-period WMA smooths momentum inflection points, so zero-crossings after a sustained opp Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
Authors
- Andrew Stewart Caldin
Publication Details
- Journal
- Zenodo (CERN European Organization for Nuclear Research)
- Published
- 2026-10-30
- DOI
- https://doi.org/10.5281/zenodo.23796845
- Primary Topic
- Stock Market Forecasting Methods
- Type
- preprint