IDEAS home Printed from https://ideas.repec.org/p/arx/papers/2507.20202.html
   My bibliography  Save this paper

Technical Indicator Networks (TINs): An Interpretable Neural Architecture Modernizing Classic al Technical Analysis for Adaptive Algorithmic Trading

Author

Listed:
  • Longfei Lu

Abstract

This work proposes that a vast majority of classical technical indicators in financial analysis are, in essence, special cases of neural networks with fixed and interpretable weights. It is shown that nearly all such indicators, such as moving averages, momentum-based oscillators, volatility bands, and other commonly used technical constructs, can be reconstructed topologically as modular neural network components. Technical Indicator Networks (TINs) are introduced as a general neural architecture that replicates and structurally upgrades traditional indicators by supporting n-dimensional inputs such as price, volume, sentiment, and order book data. By encoding domain-specific knowledge into neural structures, TINs modernize the foundational logic of technical analysis and propel algorithmic trading into a new era, bridging the legacy of proven indicators with the potential of contemporary AI systems.

Suggested Citation

  • Longfei Lu, 2025. "Technical Indicator Networks (TINs): An Interpretable Neural Architecture Modernizing Classic al Technical Analysis for Adaptive Algorithmic Trading," Papers 2507.20202, arXiv.org.
  • Handle: RePEc:arx:papers:2507.20202
    as

    Download full text from publisher

    File URL: http://arxiv.org/pdf/2507.20202
    File Function: Latest version
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Byung-Kook Kang, 2021. "Improving MACD Technical Analysis by Optimizing Parameters and Modifying Trading Rules: Evidence from the Japanese Nikkei 225 Futures Market," JRFM, MDPI, vol. 14(1), pages 1-21, January.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Pat Tong Chio, 2022. "A comparative study of the MACD-base trading strategies: evidence from the US stock market," Papers 2206.12282, arXiv.org.
    2. Byung-Kook Kang, 2023. "Optimal and Non-Optimal MACD Parameter Values and Their Ranges for Stock-Index Futures: A Comparative Study of Nikkei, Dow Jones, and Nasdaq," JRFM, MDPI, vol. 16(12), pages 1-27, December.

    More about this item

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers:2507.20202. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: arXiv administrators (email available below). General contact details of provider: http://arxiv.org/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.