Viva Energy Reit

Candlestick Daily volume index Bar reversal Edit

Backtest results

Position Trades Duration Win rate Win/loss Avg win Avg loss Return
Long 10 4.5 20% 25% 1.6% -0.8% -3.4%
Short 5 4.2 40% 67% 1.9% -3.2% -5.9%

What indicators would you like to backtest?

Company

Indicator

Code Company Date Close Change Indicator Value Signal

Trading Performance

Sine Weighted Moving Average

Score

0.2

Position Trades Duration Win Rate Win/Loss Avg Win Avg Loss Return
LONG 16 26.0 0.44% 0.78% 4.2% -1.6% 14.6%
SHORT 16 19.0 0.13% 0.14% 5.6% -1.4% -9.0%

Summary

Technical Analysis

Viva Energy Reit (VVR.AX)


Indicator:

SINE WEIGHTED MOVING AVERAGE


Last Signal:

BULLISH


Trading: BUY @ $2.65
Signal Strength: STRONG
Recommendation:

Indicator can be used in isolation or in additional to another technical indicator to confirmation for trading entry. This indicator has the ability to highlight trends across numerous timeframes. This indicator has the ability to smooth historical results to illustrate trend initiation and status. Although this is a simple trend following indicator & can provide good results when coupled with the right indicator. Note, this indicator does not work well in ranging markets producing unwanted whipsaws and false signals.


Viva Energy Reit (ASX:VVR) currently has a confirmed uptrend. Recent trading has caused the SWMA 15 day average to exceed the closing price confirming the short term trend following indicator. Currently, the return on SWMA15 is 0.4%.



A Sine wave is a smooth repetitive oscillation that shifts between a high of y and a low of -y. A SW-MA takes its weighting from the first half of a Sine wave cycle so the largest weighting is given to the data in the middle. The result is very similar to the Triangular Moving Average (Tri-MA) but much more difficult to calculate.

Calculation: Sine Weighted Moving Average (SWMA):
1) PI:=3.14;
2) SD:=180/6;
3) S1:=Sin(1*180/6)*C;
4) S2:=Sin(2*180/6)*Ref(C -1);
5) S3:=Sin(3*180/6)*Ref(C -2);
6) S4:=Sin(4*180/6)*Ref(C -3);
7) S5:=Sin(5*180/6)*Ref(C -4);
8) Num:=S1+S2+S3+S4+S5;
9) Den:=Sin(SD)+Sin(2*SD)+Sin(3*SD)+Sin(4*SD)+Sin(5*SD);
10) SWMA=Num/Den


PROFILE: Viva Energy Reit (VVR.AX)


Stock Exchange: ASX
Company: Viva Energy Reit
Ticker Codes: | VVR.AX | ASX:VVR |

About Viva Energy Reit (ASX:VVR):

Viva Energy REIT was established in August 2016 as the owner of an initial portfolio of 425 service station sites located across Australia; since this time the property portfolio has increased to 437 sites via the acquisition of additional properties. Viva Energy REIT is Australia's largest listed REIT owning solely service station properties with a high quality portfolio of service stations across all Australian States and Territories.

Top 10:

Sine Weighted Moving Average

Download
Company Close Change(%) Volume Value Signal
ATL ASX 20 0.43 10.4 117,204 -5.6 BEARISH
BSA Broadcast Services Australia 0.34 7.9 824,051 -0.7 BEARISH
SUL Super Cheap Auto 9.75 7.9 2,023,965 -3.4 BEARISH
SWM Seven West Media 0.4 6.7 22,528,171 -6.6 BEARISH
DNK Danakali 0.67 4.7 143,231 -2.7 BEARISH
MOY Millennium Minerals 0.13 4.2 1,692,090 -8.9 BEARISH
COH Cochlear 209.43 3.9 588,882 -10.2 BEARISH
CYB Cybg 2.48 3.8 5,776,731 -4.9 BEARISH
PNC Pioneer Credit 2.49 3.8 102,033 -3.5 BEARISH
ORA Orora 2.77 3 19,003,657 -1.9 BEARISH