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All posts by Jeff Swanson

Testing the FM Demodulator Filter

Within the June 2021 issues of Technical Analysis of Stocks and Commodities, you’ll find an article by John Ehlers called, “Creating More Robust Trading Strategies With The FM Demodulator.” This filter is purported to help reduce the variation of parameter settings. Put another way, using this filter should help with increasing the robustness of a […]

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Using Gap Zones To Improve The Overnight Edge

In this article, I will see if applying Gap Zones to the Overnight Edge will improve performance. Gap Zones are a quick filter you can use for your strategies as well. The code used in this article is available for you to use!This article is a continuation of a previous article, The Overnight Edge. As a […]

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Will A Synthetic VIX Help Your Trading?

On a recent discussion on our EasyLanguage Mastery FaceBook group, a reader pointed out an interesting indicator called, VIX Fix. The VIX Fix was designed by Larry Williams to overcome the limitations of the VIX. What would that be? It’s only available for the S&P 500, Nasdaq Composite, and DJIA. But what about the other […]

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Trade Recorder Function And Strategy

When developing, testing, or simply tracking an existing trading system it can be helpful to have each individual trade exported to a text file. Such data can be useful in analyzing the system performance in Excel. For example, the data can be used to calculate the trading system’s Expectancy and Expectancy Score. Or, the data […]

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Smooth Indicators With Zero Lag

In the December 2020 issue of Technical Analysis of Stocks & Commodities (TASC), John Ehlers proposed a “noise elimination technology” (NET). What is it? The article states, “Reduce indicator noise and clarify the direction of your indicators using Kendall rank correlation, which measures the strength of dependence between two sets of variables.”So, NET is a […]

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Testing A Simple Momentum Strategy

A few weeks back, I sent my subscribers an email highlighting a momentum strategy idea found on Jonathan Kinlay’s website. Within the original article, you’ll find the EasyLanguage code for the strategy.I loaded the code, with its default inputs, into my TradeStation platform and got this equity curve.It’s not very pretty. I had one EasyLanguage […]

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Two Tips To Improve Your Trading in 2021

Yes! 2020 is over.Goodbye!I hope 2021 will be a great year for you.For me, I’m excited for the new year.I’m excited about the new trading systems I’m launching in my account. I’m excited about the new ideas for new strategies I have lined up to test. Best of all, I’m excited about the great content […]

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Disabling Trading At Profit Target or Max Stoploss

When building trading systems, particularly intraday trading systems, you often run into the special conditions where you might want to stop trading. Those two conditions are:1) When a particular daily profit target is reached. In this case you have determined that when a particular dollar amount is reached in profit then no more trading should be done for the […]

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Is The Christmas Season Bullish For U.S. Markets?

With the Christmas season upon us, I thought it would be interesting to review how the S&P behaves in the days just before Christmas. Do the days just before this holiday tend to be bullish, bearish, or neutral?To test the market behavior just before the Christmas holiday I will use the S&P Cash index back […]

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Capturing Profit With A Short Squeeze Strategy

I was recently wondering if I could capture some of the end-of-day moves that can happen in stock index markets. These are the strong moves that might occur during the last hour or so of the regular session. See the image below.Example of an end of day rally to new highs.So the basic idea would […]

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