Algorithmic Trading can be a complex subject. Keep your knowledge current with this glossary of key concepts, terminology, and technical indicators.
A technical analysis indicator, developed by P.N. Haurlan, that is used to detect market breadth. There are three components of the Haurlan index: Short Term: a 3-day exponential moving average is taken of the net NYSE advances over declines. Intermediate Term: same, using a 20-day exponential moving average. Long Term:same, using a 200-day exponential moving average.